CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 31-Dec-2020
Day Change Summary
Previous Current
30-Dec-2020 31-Dec-2020 Change Change % Previous Week
Open 0.7804 0.7843 0.0039 0.5% 0.7822
High 0.7846 0.7867 0.0021 0.3% 0.7825
Low 0.7799 0.7831 0.0032 0.4% 0.7721
Close 0.7836 0.7834 -0.0002 0.0% 0.7808
Range 0.0047 0.0036 -0.0012 -24.5% 0.0105
ATR 0.0048 0.0047 -0.0001 -1.9% 0.0000
Volume 47,221 52,259 5,038 10.7% 239,235
Daily Pivots for day following 31-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7950 0.7928 0.7854
R3 0.7915 0.7892 0.7844
R2 0.7879 0.7879 0.7841
R1 0.7857 0.7857 0.7837 0.7850
PP 0.7844 0.7844 0.7844 0.7841
S1 0.7821 0.7821 0.7831 0.7815
S2 0.7808 0.7808 0.7827
S3 0.7773 0.7786 0.7824
S4 0.7737 0.7750 0.7814
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 0.7867 0.7770 0.0097 1.2% 0.0038 0.5% 66% True False 43,589
10 0.7887 0.7721 0.0166 2.1% 0.0048 0.6% 68% False False 54,871
20 0.7887 0.7721 0.0166 2.1% 0.0049 0.6% 68% False False 55,701
40 0.7887 0.7523 0.0364 4.6% 0.0048 0.6% 86% False False 28,287
60 0.7887 0.7460 0.0427 5.4% 0.0047 0.6% 88% False False 18,898
80 0.7887 0.7457 0.0430 5.5% 0.0046 0.6% 88% False False 14,189
100 0.7887 0.7457 0.0430 5.5% 0.0045 0.6% 88% False False 11,356
120 0.7887 0.7336 0.0551 7.0% 0.0043 0.5% 90% False False 9,465
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0006
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8017
2.618 0.7959
1.618 0.7924
1.000 0.7902
0.618 0.7888
HIGH 0.7867
0.618 0.7853
0.500 0.7849
0.382 0.7845
LOW 0.7831
0.618 0.7809
1.000 0.7796
1.618 0.7774
2.618 0.7738
4.250 0.7680
Fisher Pivots for day following 31-Dec-2020
Pivot 1 day 3 day
R1 0.7849 0.7831
PP 0.7844 0.7828
S1 0.7839 0.7825

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

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