CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 06-Jan-2021
Day Change Summary
Previous Current
05-Jan-2021 06-Jan-2021 Change Change % Previous Week
Open 0.7824 0.7893 0.0069 0.9% 0.7789
High 0.7903 0.7919 0.0016 0.2% 0.7867
Low 0.7819 0.7861 0.0042 0.5% 0.7770
Close 0.7897 0.7879 -0.0018 -0.2% 0.7834
Range 0.0085 0.0059 -0.0026 -30.8% 0.0097
ATR 0.0052 0.0053 0.0000 0.8% 0.0000
Volume 65,416 82,930 17,514 26.8% 191,015
Daily Pivots for day following 06-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8062 0.8029 0.7911
R3 0.8003 0.7970 0.7895
R2 0.7945 0.7945 0.7890
R1 0.7912 0.7912 0.7884 0.7899
PP 0.7886 0.7886 0.7886 0.7880
S1 0.7853 0.7853 0.7874 0.7841
S2 0.7828 0.7828 0.7868
S3 0.7769 0.7795 0.7863
S4 0.7711 0.7736 0.7847
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 0.7919 0.7799 0.0120 1.5% 0.0062 0.8% 67% True False 63,749
10 0.7919 0.7739 0.0181 2.3% 0.0052 0.7% 78% True False 55,860
20 0.7919 0.7721 0.0199 2.5% 0.0052 0.7% 80% True False 64,863
40 0.7919 0.7596 0.0323 4.1% 0.0047 0.6% 88% True False 33,748
60 0.7919 0.7460 0.0459 5.8% 0.0049 0.6% 91% True False 22,549
80 0.7919 0.7457 0.0463 5.9% 0.0047 0.6% 91% True False 16,928
100 0.7919 0.7457 0.0463 5.9% 0.0046 0.6% 91% True False 13,548
120 0.7919 0.7360 0.0559 7.1% 0.0044 0.6% 93% True False 11,292
Crabel Price Patterns
NR True
NR4 False
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 0.0012
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8168
2.618 0.8072
1.618 0.8014
1.000 0.7978
0.618 0.7955
HIGH 0.7919
0.618 0.7897
0.500 0.7890
0.382 0.7883
LOW 0.7861
0.618 0.7824
1.000 0.7802
1.618 0.7766
2.618 0.7707
4.250 0.7612
Fisher Pivots for day following 06-Jan-2021
Pivot 1 day 3 day
R1 0.7890 0.7875
PP 0.7886 0.7871
S1 0.7883 0.7867

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

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