CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 24-Dec-2020
Day Change Summary
Previous Current
23-Dec-2020 24-Dec-2020 Change Change % Previous Week
Open 0.7755 0.7787 0.0033 0.4% 0.7843
High 0.7797 0.7809 0.0012 0.2% 0.7887
Low 0.7750 0.7784 0.0034 0.4% 0.7818
Close 0.7784 0.7808 0.0024 0.3% 0.7824
Range 0.0047 0.0025 -0.0022 -47.3% 0.0069
ATR 0.0051 0.0049 -0.0002 -3.7% 0.0000
Volume 56,769 26,930 -29,839 -52.6% 347,649
Daily Pivots for day following 24-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7874 0.7865 0.7821
R3 0.7849 0.7841 0.7814
R2 0.7825 0.7825 0.7812
R1 0.7816 0.7816 0.7810 0.7820
PP 0.7800 0.7800 0.7800 0.7802
S1 0.7792 0.7792 0.7805 0.7796
S2 0.7776 0.7776 0.7803
S3 0.7751 0.7767 0.7801
S4 0.7727 0.7743 0.7794
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 0.7866 0.7721 0.0145 1.9% 0.0055 0.7% 60% False False 59,980
10 0.7887 0.7721 0.0166 2.1% 0.0051 0.7% 52% False False 67,541
20 0.7887 0.7682 0.0205 2.6% 0.0048 0.6% 61% False False 46,763
40 0.7887 0.7460 0.0427 5.5% 0.0050 0.6% 81% False False 23,541
60 0.7887 0.7460 0.0427 5.5% 0.0046 0.6% 81% False False 15,719
80 0.7887 0.7457 0.0430 5.5% 0.0046 0.6% 82% False False 11,805
100 0.7887 0.7457 0.0430 5.5% 0.0045 0.6% 82% False False 9,446
120 0.7887 0.7336 0.0551 7.1% 0.0043 0.5% 86% False False 7,873
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0007
Narrowest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.7913
2.618 0.7873
1.618 0.7848
1.000 0.7833
0.618 0.7824
HIGH 0.7809
0.618 0.7799
0.500 0.7796
0.382 0.7793
LOW 0.7784
0.618 0.7769
1.000 0.7760
1.618 0.7744
2.618 0.7720
4.250 0.7680
Fisher Pivots for day following 24-Dec-2020
Pivot 1 day 3 day
R1 0.7804 0.7796
PP 0.7800 0.7785
S1 0.7796 0.7774

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

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