CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 30-Dec-2020

Day Change Summary
	Previous	Current
	29-Dec-2020	30-Dec-2020	Change	Change %	Previous Week
Open	0.7784	0.7804	0.0020	0.3%	0.7822
High	0.7828	0.7846	0.0018	0.2%	0.7825
Low	0.7784	0.7799	0.0015	0.2%	0.7721
Close	0.7808	0.7836	0.0028	0.4%	0.7808
Range	0.0044	0.0047	0.0003	6.8%	0.0105
ATR	0.0048	0.0048	0.0000	-0.2%	0.0000
Volume	53,964	47,221	-6,743	-12.5%	239,235

Daily Pivots for day following 30-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7968	0.7949	0.7862
R3	0.7921	0.7902	0.7849
R2	0.7874	0.7874	0.7845
R1	0.7855	0.7855	0.7840	0.7865
PP	0.7827	0.7827	0.7827	0.7832
S1	0.7808	0.7808	0.7832	0.7818
S2	0.7780	0.7780	0.7827
S3	0.7733	0.7761	0.7823
S4	0.7686	0.7714	0.7810

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8098	0.8057	0.7865
R3	0.7993	0.7953	0.7836
R2	0.7889	0.7889	0.7827
R1	0.7848	0.7848	0.7817	0.7816
PP	0.7784	0.7784	0.7784	0.7768
S1	0.7744	0.7744	0.7798	0.7712
S2	0.7680	0.7680	0.7788
S3	0.7575	0.7639	0.7779
S4	0.7471	0.7535	0.7750

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7846	0.7750	0.0096	1.2%	0.0040	0.5%	90%	True	False	44,491
10	0.7887	0.7721	0.0166	2.1%	0.0050	0.6%	70%	False	False	57,852
20	0.7887	0.7721	0.0166	2.1%	0.0048	0.6%	70%	False	False	53,239
40	0.7887	0.7523	0.0364	4.6%	0.0048	0.6%	86%	False	False	26,985
60	0.7887	0.7460	0.0427	5.4%	0.0047	0.6%	88%	False	False	18,027
80	0.7887	0.7457	0.0430	5.5%	0.0046	0.6%	88%	False	False	13,537
100	0.7887	0.7457	0.0430	5.5%	0.0045	0.6%	88%	False	False	10,833
120	0.7887	0.7336	0.0551	7.0%	0.0043	0.5%	91%	False	False	9,029

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8046
2.618	0.7969
1.618	0.7922
1.000	0.7893
0.618	0.7875
HIGH	0.7846
0.618	0.7828
0.500	0.7823
0.382	0.7817
LOW	0.7799
0.618	0.7770
1.000	0.7752
1.618	0.7723
2.618	0.7676
4.250	0.7599

Fisher Pivots for day following 30-Dec-2020
Pivot	1 day	3 day
R1	0.7832	0.7827
PP	0.7827	0.7817
S1	0.7823	0.7808

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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