CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 25-Jan-2021

Day Change Summary
	Previous	Current
	22-Jan-2021	25-Jan-2021	Change	Change %	Previous Week
Open	0.7914	0.7854	-0.0060	-0.8%	0.7858
High	0.7916	0.7883	-0.0034	-0.4%	0.7944
Low	0.7850	0.7827	-0.0024	-0.3%	0.7815
Close	0.7859	0.7844	-0.0016	-0.2%	0.7859
Range	0.0066	0.0056	-0.0010	-15.2%	0.0130
ATR	0.0057	0.0056	0.0000	-0.1%	0.0000
Volume	65,642	61,654	-3,988	-6.1%	299,339

Daily Pivots for day following 25-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8019	0.7987	0.7874
R3	0.7963	0.7931	0.7859
R2	0.7907	0.7907	0.7854
R1	0.7875	0.7875	0.7849	0.7863
PP	0.7851	0.7851	0.7851	0.7845
S1	0.7819	0.7819	0.7838	0.7807
S2	0.7795	0.7795	0.7833
S3	0.7739	0.7763	0.7828
S4	0.7683	0.7707	0.7813

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	1.7%	0.0058	0.7%	22%	False	False	72,198
10	0.7944	0.7792	0.0152	1.9%	0.0061	0.8%	34%	False	False	68,672
20	0.7944	0.7770	0.0175	2.2%	0.0056	0.7%	42%	False	False	62,825
40	0.7944	0.7679	0.0266	3.4%	0.0052	0.7%	62%	False	False	54,132
60	0.7944	0.7460	0.0484	6.2%	0.0053	0.7%	79%	False	False	36,190
80	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	79%	False	False	27,160
100	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	79%	False	False	21,740
120	0.7944	0.7456	0.0488	6.2%	0.0047	0.6%	79%	False	False	18,118

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8121
2.618	0.8029
1.618	0.7973
1.000	0.7939
0.618	0.7917
HIGH	0.7883
0.618	0.7861
0.500	0.7855
0.382	0.7848
LOW	0.7827
0.618	0.7792
1.000	0.7771
1.618	0.7736
2.618	0.7680
4.250	0.7589

Fisher Pivots for day following 25-Jan-2021
Pivot	1 day	3 day
R1	0.7855	0.7885
PP	0.7851	0.7871
S1	0.7847	0.7857

Download as Excel Spreadsheet

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

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