CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 16-Dec-2020
Day Change Summary
Previous Current
15-Dec-2020 16-Dec-2020 Change Change % Previous Week
Open 0.7843 0.7878 0.0036 0.5% 0.7827
High 0.7885 0.7880 -0.0005 -0.1% 0.7874
Low 0.7834 0.7824 -0.0010 -0.1% 0.7796
Close 0.7881 0.7846 -0.0035 -0.4% 0.7835
Range 0.0051 0.0056 0.0005 9.8% 0.0078
ATR 0.0046 0.0047 0.0001 1.6% 0.0000
Volume 71,031 82,067 11,036 15.5% 326,165
Daily Pivots for day following 16-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8018 0.7988 0.7877
R3 0.7962 0.7932 0.7861
R2 0.7906 0.7906 0.7856
R1 0.7876 0.7876 0.7851 0.7863
PP 0.7850 0.7850 0.7850 0.7844
S1 0.7820 0.7820 0.7841 0.7807
S2 0.7794 0.7794 0.7836
S3 0.7738 0.7764 0.7831
S4 0.7682 0.7708 0.7815
Weekly Pivots for week ending 11-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8069 0.8030 0.7877
R3 0.7991 0.7952 0.7856
R2 0.7913 0.7913 0.7849
R1 0.7874 0.7874 0.7842 0.7893
PP 0.7835 0.7835 0.7835 0.7845
S1 0.7796 0.7796 0.7827 0.7815
S2 0.7757 0.7757 0.7820
S3 0.7679 0.7718 0.7813
S4 0.7601 0.7640 0.7792
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7885 0.7799 0.0086 1.1% 0.0054 0.7% 55% False False 81,112
10 0.7885 0.7731 0.0155 2.0% 0.0049 0.6% 75% False False 56,532
20 0.7885 0.7624 0.0261 3.3% 0.0044 0.6% 85% False False 29,002
40 0.7885 0.7460 0.0425 5.4% 0.0049 0.6% 91% False False 14,611
60 0.7885 0.7457 0.0429 5.5% 0.0046 0.6% 91% False False 9,763
80 0.7885 0.7457 0.0429 5.5% 0.0045 0.6% 91% False False 7,335
100 0.7885 0.7436 0.0449 5.7% 0.0044 0.6% 91% False False 5,869
120 0.7885 0.7303 0.0582 7.4% 0.0042 0.5% 93% False False 4,892
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8118
2.618 0.8027
1.618 0.7971
1.000 0.7936
0.618 0.7915
HIGH 0.7880
0.618 0.7859
0.500 0.7852
0.382 0.7845
LOW 0.7824
0.618 0.7789
1.000 0.7768
1.618 0.7733
2.618 0.7677
4.250 0.7586
Fisher Pivots for day following 16-Dec-2020
Pivot 1 day 3 day
R1 0.7852 0.7854
PP 0.7850 0.7851
S1 0.7848 0.7849

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.