CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 05-Jan-2021

Day Change Summary
	Previous	Current
	04-Jan-2021	05-Jan-2021	Change	Change %	Previous Week
Open	0.7855	0.7824	-0.0031	-0.4%	0.7789
High	0.7897	0.7903	0.0006	0.1%	0.7867
Low	0.7815	0.7819	0.0004	0.1%	0.7770
Close	0.7830	0.7897	0.0067	0.8%	0.7834
Range	0.0083	0.0085	0.0002	2.4%	0.0097
ATR	0.0050	0.0052	0.0002	5.0%	0.0000
Volume	70,919	65,416	-5,503	-7.8%	191,015

Daily Pivots for day following 05-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8126	0.8096	0.7943
R3	0.8042	0.8011	0.7920
R2	0.7957	0.7957	0.7912
R1	0.7927	0.7927	0.7904	0.7942
PP	0.7873	0.7873	0.7873	0.7880
S1	0.7842	0.7842	0.7889	0.7858
S2	0.7788	0.7788	0.7881
S3	0.7704	0.7758	0.7873
S4	0.7619	0.7673	0.7850

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	0.7903	0.7784	0.0119	1.5%	0.0059	0.7%	95%	True	False	57,955
10	0.7903	0.7721	0.0183	2.3%	0.0056	0.7%	96%	True	False	56,658
20	0.7903	0.7721	0.0183	2.3%	0.0051	0.6%	96%	True	False	62,019
40	0.7903	0.7596	0.0307	3.9%	0.0047	0.6%	98%	True	False	31,682
60	0.7903	0.7460	0.0443	5.6%	0.0048	0.6%	99%	True	False	21,168
80	0.7903	0.7457	0.0447	5.7%	0.0046	0.6%	99%	True	False	15,892
100	0.7903	0.7457	0.0447	5.7%	0.0045	0.6%	99%	True	False	12,719
120	0.7903	0.7360	0.0543	6.9%	0.0044	0.6%	99%	True	False	10,601

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8262
2.618	0.8124
1.618	0.8040
1.000	0.7988
0.618	0.7955
HIGH	0.7903
0.618	0.7871
0.500	0.7861
0.382	0.7851
LOW	0.7819
0.618	0.7766
1.000	0.7734
1.618	0.7682
2.618	0.7597
4.250	0.7459

Fisher Pivots for day following 05-Jan-2021
Pivot	1 day	3 day
R1	0.7885	0.7884
PP	0.7873	0.7871
S1	0.7861	0.7859

Download as Excel Spreadsheet

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

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