CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 20-Jan-2021
Day Change Summary
Previous Current
19-Jan-2021 20-Jan-2021 Change Change % Previous Week
Open 0.7858 0.7857 -0.0001 0.0% 0.7873
High 0.7866 0.7935 0.0069 0.9% 0.7923
Low 0.7815 0.7854 0.0039 0.5% 0.7792
Close 0.7856 0.7911 0.0055 0.7% 0.7859
Range 0.0052 0.0082 0.0030 58.3% 0.0131
ATR 0.0055 0.0057 0.0002 3.4% 0.0000
Volume 85,100 83,470 -1,630 -1.9% 325,730
Daily Pivots for day following 20-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8144 0.8109 0.7956
R3 0.8063 0.8028 0.7933
R2 0.7981 0.7981 0.7926
R1 0.7946 0.7946 0.7918 0.7964
PP 0.7900 0.7900 0.7900 0.7909
S1 0.7865 0.7865 0.7904 0.7882
S2 0.7818 0.7818 0.7896
S3 0.7737 0.7783 0.7889
S4 0.7655 0.7702 0.7866
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 0.7935 0.7815 0.0121 1.5% 0.0062 0.8% 80% True False 75,410
10 0.7935 0.7792 0.0143 1.8% 0.0060 0.8% 83% True False 70,981
20 0.7935 0.7721 0.0215 2.7% 0.0058 0.7% 89% True False 63,820
40 0.7935 0.7631 0.0305 3.8% 0.0051 0.6% 92% True False 49,357
60 0.7935 0.7460 0.0475 6.0% 0.0052 0.7% 95% True False 32,988
80 0.7935 0.7457 0.0479 6.0% 0.0049 0.6% 95% True False 24,757
100 0.7935 0.7457 0.0479 6.0% 0.0048 0.6% 95% True False 19,816
120 0.7935 0.7436 0.0499 6.3% 0.0046 0.6% 95% True False 16,515
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.8281
2.618 0.8148
1.618 0.8067
1.000 0.8017
0.618 0.7985
HIGH 0.7935
0.618 0.7904
0.500 0.7894
0.382 0.7885
LOW 0.7854
0.618 0.7803
1.000 0.7772
1.618 0.7722
2.618 0.7640
4.250 0.7507
Fisher Pivots for day following 20-Jan-2021
Pivot 1 day 3 day
R1 0.7905 0.7899
PP 0.7900 0.7887
S1 0.7894 0.7875

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

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