CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 15-Jan-2021
Day Change Summary
Previous Current
14-Jan-2021 15-Jan-2021 Change Change % Previous Week
Open 0.7877 0.7908 0.0031 0.4% 0.7873
High 0.7923 0.7916 -0.0007 -0.1% 0.7923
Low 0.7871 0.7835 -0.0036 -0.5% 0.7792
Close 0.7916 0.7859 -0.0057 -0.7% 0.7859
Range 0.0052 0.0081 0.0029 55.8% 0.0131
ATR 0.0053 0.0055 0.0002 3.7% 0.0000
Volume 65,429 89,672 24,243 37.1% 325,730
Daily Pivots for day following 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8113 0.8067 0.7903
R3 0.8032 0.7986 0.7881
R2 0.7951 0.7951 0.7873
R1 0.7905 0.7905 0.7866 0.7887
PP 0.7870 0.7870 0.7870 0.7861
S1 0.7824 0.7824 0.7851 0.7806
S2 0.7789 0.7789 0.7844
S3 0.7708 0.7743 0.7836
S4 0.7627 0.7662 0.7814
Weekly Pivots for week ending 15-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8251 0.8186 0.7931
R3 0.8120 0.8055 0.7895
R2 0.7989 0.7989 0.7883
R1 0.7924 0.7924 0.7871 0.7891
PP 0.7858 0.7858 0.7858 0.7841
S1 0.7793 0.7793 0.7846 0.7760
S2 0.7727 0.7727 0.7834
S3 0.7596 0.7662 0.7822
S4 0.7465 0.7531 0.7786
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% 0.0063 0.8% 51% False False 65,146
10 0.7923 0.7792 0.0131 1.7% 0.0064 0.8% 51% False False 67,758
20 0.7923 0.7721 0.0203 2.6% 0.0056 0.7% 68% False False 61,314
40 0.7923 0.7624 0.0299 3.8% 0.0050 0.6% 78% False False 45,158
60 0.7923 0.7460 0.0463 5.9% 0.0051 0.7% 86% False False 30,179
80 0.7923 0.7457 0.0467 5.9% 0.0048 0.6% 86% False False 22,651
100 0.7923 0.7457 0.0467 5.9% 0.0047 0.6% 86% False False 18,131
120 0.7923 0.7436 0.0487 6.2% 0.0046 0.6% 87% False False 15,110
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8260
2.618 0.8128
1.618 0.8047
1.000 0.7997
0.618 0.7966
HIGH 0.7916
0.618 0.7885
0.500 0.7876
0.382 0.7866
LOW 0.7835
0.618 0.7785
1.000 0.7754
1.618 0.7704
2.618 0.7623
4.250 0.7491
Fisher Pivots for day following 15-Jan-2021
Pivot 1 day 3 day
R1 0.7876 0.7879
PP 0.7870 0.7872
S1 0.7864 0.7865

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

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