CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 29-Jan-2021

Day Change Summary
	Previous	Current
	28-Jan-2021	29-Jan-2021	Change	Change %	Previous Week
Open	0.7813	0.7801	-0.0012	-0.2%	0.7854
High	0.7821	0.7852	0.0031	0.4%	0.7885
Low	0.7764	0.7768	0.0005	0.1%	0.7764
Close	0.7817	0.7812	-0.0005	-0.1%	0.7812
Range	0.0058	0.0084	0.0027	46.1%	0.0121
ATR	0.0059	0.0060	0.0002	3.1%	0.0000
Volume	89,157	108,075	18,918	21.2%	403,248

Daily Pivots for day following 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8063	0.8021	0.7858
R3	0.7979	0.7937	0.7835
R2	0.7895	0.7895	0.7827
R1	0.7853	0.7853	0.7820	0.7874
PP	0.7811	0.7811	0.7811	0.7821
S1	0.7769	0.7769	0.7804	0.7790
S2	0.7727	0.7727	0.7797
S3	0.7643	0.7685	0.7789
S4	0.7559	0.7601	0.7766

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8183	0.8119	0.7879
R3	0.8062	0.7998	0.7845
R2	0.7941	0.7941	0.7834
R1	0.7877	0.7877	0.7823	0.7848
PP	0.7820	0.7820	0.7820	0.7806
S1	0.7756	0.7756	0.7801	0.7727
S2	0.7699	0.7699	0.7790
S3	0.7578	0.7635	0.7779
S4	0.7457	0.7514	0.7745

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7885	0.7764	0.0121	1.5%	0.0068	0.9%	40%	False	False	80,649
10	0.7944	0.7764	0.0181	2.3%	0.0066	0.8%	27%	False	False	79,225
20	0.7944	0.7764	0.0181	2.3%	0.0062	0.8%	27%	False	False	71,621
40	0.7944	0.7721	0.0224	2.9%	0.0055	0.7%	41%	False	False	62,430
60	0.7944	0.7523	0.0421	5.4%	0.0053	0.7%	69%	False	False	41,864
80	0.7944	0.7460	0.0484	6.2%	0.0051	0.7%	73%	False	False	31,426
100	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	73%	False	False	25,154
120	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	73%	False	False	20,965

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8209
2.618	0.8072
1.618	0.7988
1.000	0.7936
0.618	0.7904
HIGH	0.7852
0.618	0.7820
0.500	0.7810
0.382	0.7800
LOW	0.7768
0.618	0.7716
1.000	0.7684
1.618	0.7632
2.618	0.7548
4.250	0.7411

Fisher Pivots for day following 29-Jan-2021
Pivot	1 day	3 day
R1	0.7811	0.7824
PP	0.7811	0.7820
S1	0.7810	0.7816

Download as Excel Spreadsheet

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

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