CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 07-Jan-2021
Day Change Summary
Previous Current
06-Jan-2021 07-Jan-2021 Change Change % Previous Week
Open 0.7893 0.7889 -0.0004 -0.1% 0.7789
High 0.7919 0.7898 -0.0021 -0.3% 0.7867
Low 0.7861 0.7855 -0.0006 -0.1% 0.7770
Close 0.7879 0.7885 0.0006 0.1% 0.7834
Range 0.0059 0.0044 -0.0015 -25.6% 0.0097
ATR 0.0053 0.0052 -0.0001 -1.3% 0.0000
Volume 82,930 60,813 -22,117 -26.7% 191,015
Daily Pivots for day following 07-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8010 0.7991 0.7909
R3 0.7966 0.7947 0.7897
R2 0.7923 0.7923 0.7893
R1 0.7904 0.7904 0.7889 0.7892
PP 0.7879 0.7879 0.7879 0.7873
S1 0.7860 0.7860 0.7881 0.7848
S2 0.7836 0.7836 0.7877
S3 0.7792 0.7817 0.7873
S4 0.7749 0.7773 0.7861
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 0.7815 0.0105 1.3% 0.0061 0.8% 67% False False 66,467
10 0.7919 0.7750 0.0169 2.1% 0.0051 0.6% 80% False False 55,479
20 0.7919 0.7721 0.0199 2.5% 0.0053 0.7% 83% False False 65,963
40 0.7919 0.7596 0.0323 4.1% 0.0046 0.6% 89% False False 35,261
60 0.7919 0.7460 0.0459 5.8% 0.0049 0.6% 93% False False 23,562
80 0.7919 0.7457 0.0463 5.9% 0.0047 0.6% 93% False False 17,687
100 0.7919 0.7457 0.0463 5.9% 0.0046 0.6% 93% False False 14,156
120 0.7919 0.7360 0.0559 7.1% 0.0044 0.6% 94% False False 11,798
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 0.0013
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8083
2.618 0.8012
1.618 0.7968
1.000 0.7942
0.618 0.7925
HIGH 0.7898
0.618 0.7881
0.500 0.7876
0.382 0.7871
LOW 0.7855
0.618 0.7828
1.000 0.7811
1.618 0.7784
2.618 0.7741
4.250 0.7670
Fisher Pivots for day following 07-Jan-2021
Pivot 1 day 3 day
R1 0.7882 0.7880
PP 0.7879 0.7874
S1 0.7876 0.7869

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

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