CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 21-Dec-2020
Day Change Summary
Previous Current
18-Dec-2020 21-Dec-2020 Change Change % Previous Week
Open 0.7865 0.7822 -0.0044 -0.6% 0.7843
High 0.7866 0.7825 -0.0041 -0.5% 0.7887
Low 0.7818 0.7721 -0.0097 -1.2% 0.7818
Close 0.7824 0.7802 -0.0022 -0.3% 0.7824
Range 0.0048 0.0105 0.0057 117.7% 0.0069
ATR 0.0047 0.0051 0.0004 8.8% 0.0000
Volume 60,667 90,911 30,244 49.9% 347,649
Daily Pivots for day following 21-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8096 0.8053 0.7859
R3 0.7991 0.7949 0.7830
R2 0.7887 0.7887 0.7821
R1 0.7844 0.7844 0.7811 0.7813
PP 0.7782 0.7782 0.7782 0.7767
S1 0.7740 0.7740 0.7792 0.7709
S2 0.7678 0.7678 0.7782
S3 0.7573 0.7635 0.7773
S4 0.7469 0.7531 0.7744
Weekly Pivots for week ending 18-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8050 0.8006 0.7861
R3 0.7981 0.7937 0.7842
R2 0.7912 0.7912 0.7836
R1 0.7868 0.7868 0.7830 0.7855
PP 0.7843 0.7843 0.7843 0.7836
S1 0.7799 0.7799 0.7817 0.7786
S2 0.7774 0.7774 0.7811
S3 0.7705 0.7730 0.7805
S4 0.7636 0.7661 0.7786
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7887 0.7721 0.0166 2.1% 0.0060 0.8% 49% False True 72,495
10 0.7887 0.7721 0.0166 2.1% 0.0053 0.7% 49% False True 73,865
20 0.7887 0.7631 0.0256 3.3% 0.0048 0.6% 67% False False 39,426
40 0.7887 0.7460 0.0427 5.5% 0.0051 0.7% 80% False False 19,842
60 0.7887 0.7457 0.0430 5.5% 0.0046 0.6% 80% False False 13,251
80 0.7887 0.7457 0.0430 5.5% 0.0046 0.6% 80% False False 9,952
100 0.7887 0.7440 0.0447 5.7% 0.0044 0.6% 81% False False 7,963
120 0.7887 0.7336 0.0551 7.1% 0.0043 0.5% 85% False False 6,637
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 0.8269
2.618 0.8099
1.618 0.7994
1.000 0.7930
0.618 0.7890
HIGH 0.7825
0.618 0.7785
0.500 0.7773
0.382 0.7760
LOW 0.7721
0.618 0.7656
1.000 0.7616
1.618 0.7551
2.618 0.7447
4.250 0.7276
Fisher Pivots for day following 21-Dec-2020
Pivot 1 day 3 day
R1 0.7792 0.7804
PP 0.7782 0.7803
S1 0.7773 0.7802

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

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