CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 04-Jan-2021

Day Change Summary
	Previous	Current
	31-Dec-2020	04-Jan-2021	Change	Change %	Previous Week
Open	0.7843	0.7855	0.0012	0.1%	0.7789
High	0.7867	0.7897	0.0031	0.4%	0.7867
Low	0.7831	0.7815	-0.0017	-0.2%	0.7770
Close	0.7834	0.7830	-0.0004	-0.1%	0.7834
Range	0.0036	0.0083	0.0047	132.4%	0.0097
ATR	0.0047	0.0050	0.0003	5.3%	0.0000
Volume	52,259	70,919	18,660	35.7%	191,015

Daily Pivots for day following 04-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8095	0.8045	0.7875
R3	0.8012	0.7962	0.7853
R2	0.7930	0.7930	0.7845
R1	0.7880	0.7880	0.7838	0.7864
PP	0.7847	0.7847	0.7847	0.7839
S1	0.7797	0.7797	0.7822	0.7781
S2	0.7765	0.7765	0.7815
S3	0.7682	0.7715	0.7807
S4	0.7600	0.7632	0.7785

Weekly Pivots for week ending 01-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8114	0.8071	0.7887
R3	0.8017	0.7974	0.7861
R2	0.7920	0.7920	0.7852
R1	0.7877	0.7877	0.7843	0.7899
PP	0.7823	0.7823	0.7823	0.7834
S1	0.7780	0.7780	0.7825	0.7802
S2	0.7726	0.7726	0.7816
S3	0.7629	0.7683	0.7807
S4	0.7532	0.7586	0.7781

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7897	0.7770	0.0128	1.6%	0.0050	0.6%	47%	True	False	52,386
10	0.7897	0.7721	0.0177	2.3%	0.0052	0.7%	62%	True	False	56,183
20	0.7897	0.7721	0.0177	2.3%	0.0050	0.6%	62%	True	False	59,013
40	0.7897	0.7592	0.0305	3.9%	0.0047	0.6%	78%	True	False	30,057
60	0.7897	0.7460	0.0437	5.6%	0.0048	0.6%	85%	True	False	20,078
80	0.7897	0.7457	0.0441	5.6%	0.0046	0.6%	85%	True	False	15,075
100	0.7897	0.7457	0.0441	5.6%	0.0045	0.6%	85%	True	False	12,065
120	0.7897	0.7360	0.0537	6.9%	0.0043	0.6%	88%	True	False	10,055

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8248
2.618	0.8113
1.618	0.8030
1.000	0.7980
0.618	0.7948
HIGH	0.7897
0.618	0.7865
0.500	0.7856
0.382	0.7846
LOW	0.7815
0.618	0.7764
1.000	0.7732
1.618	0.7681
2.618	0.7599
4.250	0.7464

Fisher Pivots for day following 04-Jan-2021
Pivot	1 day	3 day
R1	0.7856	0.7848
PP	0.7847	0.7842
S1	0.7839	0.7836

Download as Excel Spreadsheet

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

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