CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 26-Jan-2021
Day Change Summary
Previous Current
25-Jan-2021 26-Jan-2021 Change Change % Previous Week
Open 0.7854 0.7850 -0.0005 -0.1% 0.7858
High 0.7883 0.7882 -0.0001 0.0% 0.7944
Low 0.7827 0.7824 -0.0003 0.0% 0.7815
Close 0.7844 0.7878 0.0034 0.4% 0.7859
Range 0.0056 0.0058 0.0002 2.7% 0.0130
ATR 0.0056 0.0057 0.0000 0.1% 0.0000
Volume 61,654 56,014 -5,640 -9.1% 299,339
Daily Pivots for day following 26-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8034 0.8013 0.7909
R3 0.7976 0.7956 0.7893
R2 0.7919 0.7919 0.7888
R1 0.7898 0.7898 0.7883 0.7908
PP 0.7861 0.7861 0.7861 0.7866
S1 0.7841 0.7841 0.7872 0.7851
S2 0.7804 0.7804 0.7867
S3 0.7746 0.7783 0.7862
S4 0.7689 0.7726 0.7846
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 0.7824 0.0120 1.5% 0.0060 0.8% 45% False True 66,381
10 0.7944 0.7815 0.0130 1.6% 0.0057 0.7% 49% False False 67,238
20 0.7944 0.7770 0.0175 2.2% 0.0057 0.7% 62% False False 64,280
40 0.7944 0.7682 0.0263 3.3% 0.0053 0.7% 75% False False 55,521
60 0.7944 0.7460 0.0484 6.1% 0.0053 0.7% 86% False False 37,121
80 0.7944 0.7460 0.0484 6.1% 0.0049 0.6% 86% False False 27,859
100 0.7944 0.7457 0.0488 6.2% 0.0048 0.6% 86% False False 22,300
120 0.7944 0.7457 0.0488 6.2% 0.0047 0.6% 86% False False 18,585
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 0.0011
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8126
2.618 0.8032
1.618 0.7975
1.000 0.7939
0.618 0.7917
HIGH 0.7882
0.618 0.7860
0.500 0.7853
0.382 0.7846
LOW 0.7824
0.618 0.7788
1.000 0.7767
1.618 0.7731
2.618 0.7673
4.250 0.7580
Fisher Pivots for day following 26-Jan-2021
Pivot 1 day 3 day
R1 0.7869 0.7875
PP 0.7861 0.7873
S1 0.7853 0.7870

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

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