CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 13-Jan-2021

Day Change Summary
	Previous	Current
	12-Jan-2021	13-Jan-2021	Change	Change %	Previous Week
Open	0.7825	0.7867	0.0042	0.5%	0.7855
High	0.7871	0.7888	0.0018	0.2%	0.7919
Low	0.7820	0.7847	0.0027	0.3%	0.7815
Close	0.7862	0.7877	0.0015	0.2%	0.7868
Range	0.0051	0.0042	-0.0010	-18.6%	0.0105
ATR	0.0054	0.0054	-0.0001	-1.7%	0.0000
Volume	46,891	53,381	6,490	13.8%	351,851

Daily Pivots for day following 13-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7995	0.7978	0.7900
R3	0.7954	0.7936	0.7888
R2	0.7912	0.7912	0.7885
R1	0.7895	0.7895	0.7881	0.7903
PP	0.7871	0.7871	0.7871	0.7875
S1	0.7853	0.7853	0.7873	0.7862
S2	0.7829	0.7829	0.7869
S3	0.7788	0.7812	0.7866
S4	0.7746	0.7770	0.7854

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	0.7902	0.7792	0.0110	1.4%	0.0055	0.7%	78%	False	False	60,643
10	0.7919	0.7792	0.0127	1.6%	0.0059	0.7%	67%	False	False	62,196
20	0.7919	0.7721	0.0199	2.5%	0.0055	0.7%	79%	False	False	61,214
40	0.7919	0.7623	0.0296	3.8%	0.0048	0.6%	86%	False	False	41,302
60	0.7919	0.7460	0.0459	5.8%	0.0050	0.6%	91%	False	False	27,596
80	0.7919	0.7457	0.0463	5.9%	0.0048	0.6%	91%	False	False	20,714
100	0.7919	0.7457	0.0463	5.9%	0.0047	0.6%	91%	False	False	16,580
120	0.7919	0.7436	0.0483	6.1%	0.0045	0.6%	91%	False	False	13,818

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8064
2.618	0.7997
1.618	0.7955
1.000	0.7930
0.618	0.7914
HIGH	0.7888
0.618	0.7872
0.500	0.7867
0.382	0.7862
LOW	0.7847
0.618	0.7821
1.000	0.7805
1.618	0.7779
2.618	0.7738
4.250	0.7670

Fisher Pivots for day following 13-Jan-2021
Pivot	1 day	3 day
R1	0.7874	0.7865
PP	0.7871	0.7852
S1	0.7867	0.7840

Download as Excel Spreadsheet

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

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