CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 22-Jan-2021

Day Change Summary
	Previous	Current
	21-Jan-2021	22-Jan-2021	Change	Change %	Previous Week
Open	0.7915	0.7914	-0.0001	0.0%	0.7858
High	0.7944	0.7916	-0.0028	-0.4%	0.7944
Low	0.7908	0.7850	-0.0058	-0.7%	0.7815
Close	0.7920	0.7859	-0.0061	-0.8%	0.7859
Range	0.0037	0.0066	0.0030	80.8%	0.0130
ATR	0.0056	0.0057	0.0001	1.8%	0.0000
Volume	65,127	65,642	515	0.8%	299,339

Daily Pivots for day following 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8073	0.8032	0.7895
R3	0.8007	0.7966	0.7877
R2	0.7941	0.7941	0.7871
R1	0.7900	0.7900	0.7865	0.7888
PP	0.7875	0.7875	0.7875	0.7869
S1	0.7834	0.7834	0.7853	0.7822
S2	0.7809	0.7809	0.7847
S3	0.7743	0.7768	0.7841
S4	0.7677	0.7702	0.7823

Weekly Pivots for week ending 22-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8261	0.8190	0.7930
R3	0.8132	0.8060	0.7895
R2	0.8002	0.8002	0.7883
R1	0.7931	0.7931	0.7871	0.7966
PP	0.7873	0.7873	0.7873	0.7890
S1	0.7801	0.7801	0.7847	0.7837
S2	0.7743	0.7743	0.7835
S3	0.7614	0.7672	0.7823
S4	0.7484	0.7542	0.7788

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%	0.0063	0.8%	34%	False	False	77,802
10	0.7944	0.7792	0.0152	1.9%	0.0060	0.8%	44%	False	False	69,684
20	0.7944	0.7750	0.0194	2.5%	0.0055	0.7%	56%	False	False	62,581
40	0.7944	0.7644	0.0301	3.8%	0.0052	0.7%	72%	False	False	52,609
60	0.7944	0.7460	0.0484	6.2%	0.0053	0.7%	82%	False	False	35,165
80	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	83%	False	False	26,391
100	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	83%	False	False	21,124
120	0.7944	0.7440	0.0504	6.4%	0.0046	0.6%	83%	False	False	17,605

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8197
2.618	0.8089
1.618	0.8023
1.000	0.7982
0.618	0.7957
HIGH	0.7916
0.618	0.7891
0.500	0.7883
0.382	0.7875
LOW	0.7850
0.618	0.7809
1.000	0.7784
1.618	0.7743
2.618	0.7677
4.250	0.7570

Fisher Pivots for day following 22-Jan-2021
Pivot	1 day	3 day
R1	0.7883	0.7897
PP	0.7875	0.7884
S1	0.7867	0.7872

Download as Excel Spreadsheet

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

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