CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 28-Dec-2020

Day Change Summary
	Previous	Current
	24-Dec-2020	28-Dec-2020	Change	Change %	Previous Week
Open	0.7796	0.7784	-0.0012	-0.1%	0.7810
High	0.7808	0.7808	0.0000	0.0%	0.7810
Low	0.7796	0.7771	-0.0025	-0.3%	0.7723
Close	0.7808	0.7791	-0.0018	-0.2%	0.7808
Range	0.0013	0.0037	0.0025	196.0%	0.0087
ATR	0.0047	0.0046	-0.0001	-1.5%	0.0000
Volume	11	82	71	645.5%	377

Daily Pivots for day following 28-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.7901	0.7883	0.7811
R3	0.7864	0.7846	0.7801
R2	0.7827	0.7827	0.7797
R1	0.7809	0.7809	0.7794	0.7818
PP	0.7790	0.7790	0.7790	0.7794
S1	0.7772	0.7772	0.7787	0.7781
S2	0.7753	0.7753	0.7784
S3	0.7716	0.7735	0.7780
S4	0.7679	0.7698	0.7770

Weekly Pivots for week ending 25-Dec-2020
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8012	0.7856
R3	0.7954	0.7925	0.7832
R2	0.7867	0.7867	0.7824
R1	0.7838	0.7838	0.7816	0.7809
PP	0.7780	0.7780	0.7780	0.7766
S1	0.7751	0.7751	0.7800	0.7722
S2	0.7693	0.7693	0.7792
S3	0.7606	0.7664	0.7784
S4	0.7519	0.7577	0.7760

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7810	0.7723	0.0087	1.1%	0.0045	0.6%	78%	False	False	91
10	0.7886	0.7723	0.0163	2.1%	0.0045	0.6%	41%	False	False	81
20	0.7886	0.7697	0.0190	2.4%	0.0044	0.6%	50%	False	False	121
40	0.7886	0.7490	0.0397	5.1%	0.0044	0.6%	76%	False	False	101

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7965
2.618	0.7905
1.618	0.7868
1.000	0.7845
0.618	0.7831
HIGH	0.7808
0.618	0.7794
0.500	0.7790
0.382	0.7785
LOW	0.7771
0.618	0.7748
1.000	0.7734
1.618	0.7711
2.618	0.7674
4.250	0.7614

Fisher Pivots for day following 28-Dec-2020
Pivot	1 day	3 day
R1	0.7790	0.7787
PP	0.7790	0.7783
S1	0.7790	0.7780

Download as Excel Spreadsheet

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

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