CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 28-Jan-2021
Day Change Summary
Previous Current
27-Jan-2021 28-Jan-2021 Change Change % Previous Week
Open 0.7880 0.7813 -0.0068 -0.9% 0.7858
High 0.7885 0.7821 -0.0064 -0.8% 0.7944
Low 0.7800 0.7764 -0.0036 -0.5% 0.7815
Close 0.7817 0.7817 -0.0001 0.0% 0.7859
Range 0.0085 0.0058 -0.0028 -32.4% 0.0130
ATR 0.0059 0.0059 0.0000 -0.1% 0.0000
Volume 88,348 89,157 809 0.9% 299,339
Daily Pivots for day following 28-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7973 0.7952 0.7848
R3 0.7915 0.7895 0.7832
R2 0.7858 0.7858 0.7827
R1 0.7837 0.7837 0.7822 0.7848
PP 0.7800 0.7800 0.7800 0.7806
S1 0.7780 0.7780 0.7811 0.7790
S2 0.7743 0.7743 0.7806
S3 0.7685 0.7722 0.7801
S4 0.7628 0.7665 0.7785
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 0.7916 0.7764 0.0153 2.0% 0.0064 0.8% 35% False True 72,163
10 0.7944 0.7764 0.0181 2.3% 0.0062 0.8% 29% False True 74,961
20 0.7944 0.7764 0.0181 2.3% 0.0060 0.8% 29% False True 68,578
40 0.7944 0.7695 0.0250 3.2% 0.0054 0.7% 49% False False 59,891
60 0.7944 0.7484 0.0461 5.9% 0.0053 0.7% 72% False False 40,065
80 0.7944 0.7460 0.0484 6.2% 0.0050 0.6% 74% False False 30,076
100 0.7944 0.7457 0.0488 6.2% 0.0049 0.6% 74% False False 24,073
120 0.7944 0.7457 0.0488 6.2% 0.0047 0.6% 74% False False 20,064
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8065
2.618 0.7972
1.618 0.7914
1.000 0.7879
0.618 0.7857
HIGH 0.7821
0.618 0.7799
0.500 0.7792
0.382 0.7785
LOW 0.7764
0.618 0.7728
1.000 0.7706
1.618 0.7670
2.618 0.7613
4.250 0.7519
Fisher Pivots for day following 28-Jan-2021
Pivot 1 day 3 day
R1 0.7808 0.7824
PP 0.7800 0.7822
S1 0.7792 0.7819

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

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