CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 21-Jan-2021

Day Change Summary
	Previous	Current
	20-Jan-2021	21-Jan-2021	Change	Change %	Previous Week
Open	0.7857	0.7915	0.0059	0.7%	0.7873
High	0.7935	0.7944	0.0009	0.1%	0.7923
Low	0.7854	0.7908	0.0054	0.7%	0.7792
Close	0.7911	0.7920	0.0009	0.1%	0.7859
Range	0.0082	0.0037	-0.0045	-55.2%	0.0131
ATR	0.0057	0.0056	-0.0001	-2.6%	0.0000
Volume	83,470	65,127	-18,343	-22.0%	325,730

Daily Pivots for day following 21-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8033	0.8013	0.7940
R3	0.7997	0.7976	0.7930
R2	0.7960	0.7960	0.7926
R1	0.7940	0.7940	0.7923	0.7950
PP	0.7924	0.7924	0.7924	0.7929
S1	0.7903	0.7903	0.7916	0.7914
S2	0.7887	0.7887	0.7913
S3	0.7851	0.7867	0.7909
S4	0.7814	0.7830	0.7899

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	0.7944	0.7815	0.0130	1.6%	0.0061	0.8%	81%	True	False	77,759
10	0.7944	0.7792	0.0152	1.9%	0.0058	0.7%	84%	True	False	69,201
20	0.7944	0.7739	0.0206	2.6%	0.0055	0.7%	88%	True	False	62,530
40	0.7944	0.7631	0.0314	4.0%	0.0051	0.6%	92%	True	False	50,978
60	0.7944	0.7460	0.0484	6.1%	0.0053	0.7%	95%	True	False	34,071
80	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	95%	True	False	25,571
100	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	95%	True	False	20,468
120	0.7944	0.7440	0.0504	6.4%	0.0046	0.6%	95%	True	False	17,058

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	0.0009
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	0.8099
2.618	0.8040
1.618	0.8003
1.000	0.7981
0.618	0.7967
HIGH	0.7944
0.618	0.7930
0.500	0.7926
0.382	0.7921
LOW	0.7908
0.618	0.7885
1.000	0.7871
1.618	0.7848
2.618	0.7812
4.250	0.7752

Fisher Pivots for day following 21-Jan-2021
Pivot	1 day	3 day
R1	0.7926	0.7906
PP	0.7924	0.7893
S1	0.7922	0.7879

Download as Excel Spreadsheet

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

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