CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 14-Jan-2021

Day Change Summary
	Previous	Current
	13-Jan-2021	14-Jan-2021	Change	Change %	Previous Week
Open	0.7867	0.7877	0.0011	0.1%	0.7855
High	0.7888	0.7923	0.0035	0.4%	0.7919
Low	0.7847	0.7871	0.0025	0.3%	0.7815
Close	0.7877	0.7916	0.0039	0.5%	0.7868
Range	0.0042	0.0052	0.0011	25.3%	0.0105
ATR	0.0054	0.0053	0.0000	-0.2%	0.0000
Volume	53,381	65,429	12,048	22.6%	351,851

Daily Pivots for day following 14-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8059	0.8039	0.7944
R3	0.8007	0.7987	0.7930
R2	0.7955	0.7955	0.7925
R1	0.7935	0.7935	0.7920	0.7945
PP	0.7903	0.7903	0.7903	0.7908
S1	0.7883	0.7883	0.7911	0.7893
S2	0.7851	0.7851	0.7906
S3	0.7799	0.7831	0.7901
S4	0.7747	0.7779	0.7887

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	0.7923	0.7792	0.0131	1.7%	0.0057	0.7%	94%	True	False	61,566
10	0.7923	0.7792	0.0131	1.7%	0.0059	0.7%	94%	True	False	64,016
20	0.7923	0.7721	0.0203	2.6%	0.0055	0.7%	96%	True	False	60,934
40	0.7923	0.7624	0.0299	3.8%	0.0049	0.6%	97%	True	False	42,923
60	0.7923	0.7460	0.0463	5.8%	0.0051	0.6%	98%	True	False	28,686
80	0.7923	0.7457	0.0467	5.9%	0.0048	0.6%	98%	True	False	21,531
100	0.7923	0.7457	0.0467	5.9%	0.0047	0.6%	98%	True	False	17,234
120	0.7923	0.7436	0.0487	6.2%	0.0045	0.6%	98%	True	False	14,363

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8144
2.618	0.8059
1.618	0.8007
1.000	0.7975
0.618	0.7955
HIGH	0.7923
0.618	0.7903
0.500	0.7897
0.382	0.7891
LOW	0.7871
0.618	0.7839
1.000	0.7819
1.618	0.7787
2.618	0.7735
4.250	0.7650

Fisher Pivots for day following 14-Jan-2021
Pivot	1 day	3 day
R1	0.7909	0.7901
PP	0.7903	0.7886
S1	0.7897	0.7871

Download as Excel Spreadsheet

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

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