CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 19-Jan-2021

Day Change Summary
	Previous	Current
	15-Jan-2021	19-Jan-2021	Change	Change %	Previous Week
Open	0.7908	0.7858	-0.0051	-0.6%	0.7873
High	0.7916	0.7866	-0.0050	-0.6%	0.7923
Low	0.7835	0.7815	-0.0021	-0.3%	0.7792
Close	0.7859	0.7856	-0.0003	0.0%	0.7859
Range	0.0081	0.0052	-0.0030	-36.4%	0.0131
ATR	0.0055	0.0055	0.0000	-0.5%	0.0000
Volume	89,672	85,100	-4,572	-5.1%	325,730

Daily Pivots for day following 19-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8000	0.7980	0.7884
R3	0.7949	0.7928	0.7870
R2	0.7897	0.7897	0.7865
R1	0.7877	0.7877	0.7861	0.7861
PP	0.7846	0.7846	0.7846	0.7838
S1	0.7825	0.7825	0.7851	0.7810
S2	0.7794	0.7794	0.7847
S3	0.7743	0.7774	0.7842
S4	0.7691	0.7722	0.7828

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	0.7815	0.0109	1.4%	0.0055	0.7%	38%	False	True	68,094
10	0.7923	0.7792	0.0131	1.7%	0.0060	0.8%	49%	False	False	69,176
20	0.7923	0.7721	0.0203	2.6%	0.0056	0.7%	67%	False	False	62,679
40	0.7923	0.7624	0.0299	3.8%	0.0050	0.6%	78%	False	False	47,275
60	0.7923	0.7460	0.0463	5.9%	0.0051	0.7%	86%	False	False	31,597
80	0.7923	0.7457	0.0467	5.9%	0.0048	0.6%	86%	False	False	23,714
100	0.7923	0.7457	0.0467	5.9%	0.0047	0.6%	86%	False	False	18,982
120	0.7923	0.7436	0.0487	6.2%	0.0046	0.6%	86%	False	False	15,819

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8085
2.618	0.8001
1.618	0.7949
1.000	0.7918
0.618	0.7898
HIGH	0.7866
0.618	0.7846
0.500	0.7840
0.382	0.7834
LOW	0.7815
0.618	0.7783
1.000	0.7763
1.618	0.7731
2.618	0.7680
4.250	0.7596

Fisher Pivots for day following 19-Jan-2021
Pivot	1 day	3 day
R1	0.7851	0.7869
PP	0.7846	0.7865
S1	0.7840	0.7860

Download as Excel Spreadsheet

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

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