CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 08-Jan-2021

Day Change Summary
	Previous	Current
	07-Jan-2021	08-Jan-2021	Change	Change %	Previous Week
Open	0.7889	0.7883	-0.0006	-0.1%	0.7855
High	0.7898	0.7902	0.0004	0.0%	0.7919
Low	0.7855	0.7849	-0.0006	-0.1%	0.7815
Close	0.7885	0.7868	-0.0017	-0.2%	0.7868
Range	0.0044	0.0053	0.0010	21.8%	0.0105
ATR	0.0052	0.0052	0.0000	0.1%	0.0000
Volume	60,813	71,773	10,960	18.0%	351,851

Daily Pivots for day following 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8032	0.8003	0.7897
R3	0.7979	0.7950	0.7883
R2	0.7926	0.7926	0.7878
R1	0.7897	0.7897	0.7873	0.7885
PP	0.7873	0.7873	0.7873	0.7867
S1	0.7844	0.7844	0.7863	0.7832
S2	0.7820	0.7820	0.7858
S3	0.7767	0.7791	0.7853
S4	0.7714	0.7738	0.7839

Weekly Pivots for week ending 08-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8181	0.8129	0.7925
R3	0.8076	0.8024	0.7897
R2	0.7972	0.7972	0.7887
R1	0.7920	0.7920	0.7878	0.7946
PP	0.7867	0.7867	0.7867	0.7880
S1	0.7815	0.7815	0.7858	0.7841
S2	0.7763	0.7763	0.7849
S3	0.7658	0.7711	0.7839
S4	0.7554	0.7606	0.7811

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%	0.0064	0.8%	51%	False	False	70,370
10	0.7919	0.7770	0.0150	1.9%	0.0051	0.7%	66%	False	False	56,979
20	0.7919	0.7721	0.0199	2.5%	0.0054	0.7%	74%	False	False	65,306
40	0.7919	0.7596	0.0323	4.1%	0.0047	0.6%	84%	False	False	37,052
60	0.7919	0.7460	0.0459	5.8%	0.0049	0.6%	89%	False	False	24,758
80	0.7919	0.7457	0.0463	5.9%	0.0047	0.6%	89%	False	False	18,583
100	0.7919	0.7457	0.0463	5.9%	0.0046	0.6%	89%	False	False	14,874
120	0.7919	0.7397	0.0523	6.6%	0.0044	0.6%	90%	False	False	12,396

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8127
2.618	0.8040
1.618	0.7987
1.000	0.7955
0.618	0.7934
HIGH	0.7902
0.618	0.7881
0.500	0.7875
0.382	0.7869
LOW	0.7849
0.618	0.7816
1.000	0.7796
1.618	0.7763
2.618	0.7710
4.250	0.7623

Fisher Pivots for day following 08-Jan-2021
Pivot	1 day	3 day
R1	0.7875	0.7884
PP	0.7873	0.7879
S1	0.7870	0.7873

Download as Excel Spreadsheet

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

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