CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 12-Jan-2021
Day Change Summary
Previous Current
11-Jan-2021 12-Jan-2021 Change Change % Previous Week
Open 0.7873 0.7825 -0.0049 -0.6% 0.7855
High 0.7880 0.7871 -0.0010 -0.1% 0.7919
Low 0.7792 0.7820 0.0028 0.4% 0.7815
Close 0.7829 0.7862 0.0034 0.4% 0.7868
Range 0.0088 0.0051 -0.0037 -42.0% 0.0105
ATR 0.0055 0.0054 0.0000 -0.5% 0.0000
Volume 70,357 46,891 -23,466 -33.4% 351,851
Daily Pivots for day following 12-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8004 0.7984 0.7890
R3 0.7953 0.7933 0.7876
R2 0.7902 0.7902 0.7871
R1 0.7882 0.7882 0.7867 0.7892
PP 0.7851 0.7851 0.7851 0.7856
S1 0.7831 0.7831 0.7857 0.7841
S2 0.7800 0.7800 0.7853
S3 0.7749 0.7780 0.7848
S4 0.7698 0.7729 0.7834
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 0.7792 0.0127 1.6% 0.0059 0.7% 55% False False 66,552
10 0.7919 0.7784 0.0135 1.7% 0.0059 0.7% 58% False False 62,254
20 0.7919 0.7721 0.0199 2.5% 0.0055 0.7% 71% False False 62,349
40 0.7919 0.7596 0.0323 4.1% 0.0048 0.6% 82% False False 39,973
60 0.7919 0.7460 0.0459 5.8% 0.0050 0.6% 88% False False 26,710
80 0.7919 0.7457 0.0463 5.9% 0.0048 0.6% 88% False False 20,047
100 0.7919 0.7457 0.0463 5.9% 0.0047 0.6% 88% False False 16,046
120 0.7919 0.7436 0.0483 6.1% 0.0045 0.6% 88% False False 13,373
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0013
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8087
2.618 0.8004
1.618 0.7953
1.000 0.7922
0.618 0.7902
HIGH 0.7871
0.618 0.7851
0.500 0.7845
0.382 0.7839
LOW 0.7820
0.618 0.7788
1.000 0.7769
1.618 0.7737
2.618 0.7686
4.250 0.7603
Fisher Pivots for day following 12-Jan-2021
Pivot 1 day 3 day
R1 0.7856 0.7857
PP 0.7851 0.7852
S1 0.7845 0.7847

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

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