CME Canadian Dollar Future March 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 0.7787 0.7789 0.0002 0.0% 0.7822
High 0.7809 0.7808 -0.0001 0.0% 0.7825
Low 0.7784 0.7770 -0.0015 -0.2% 0.7721
Close 0.7808 0.7790 -0.0018 -0.2% 0.7808
Range 0.0025 0.0039 0.0014 57.1% 0.0105
ATR 0.0049 0.0049 -0.0001 -1.6% 0.0000
Volume 26,930 37,571 10,641 39.5% 239,235
Daily Pivots for day following 28-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.7905 0.7886 0.7811
R3 0.7866 0.7847 0.7800
R2 0.7828 0.7828 0.7797
R1 0.7809 0.7809 0.7793 0.7818
PP 0.7789 0.7789 0.7789 0.7794
S1 0.7770 0.7770 0.7786 0.7780
S2 0.7751 0.7751 0.7782
S3 0.7712 0.7732 0.7779
S4 0.7674 0.7693 0.7768
Weekly Pivots for week ending 25-Dec-2020
Classic Woodie Camarilla DeMark
R4 0.8098 0.8057 0.7865
R3 0.7993 0.7953 0.7836
R2 0.7889 0.7889 0.7827
R1 0.7848 0.7848 0.7817 0.7816
PP 0.7784 0.7784 0.7784 0.7768
S1 0.7744 0.7744 0.7798 0.7712
S2 0.7680 0.7680 0.7788
S3 0.7575 0.7639 0.7779
S4 0.7471 0.7535 0.7750
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7825 0.7721 0.0105 1.3% 0.0054 0.7% 66% False False 55,361
10 0.7887 0.7721 0.0166 2.1% 0.0051 0.6% 42% False False 62,445
20 0.7887 0.7691 0.0196 2.5% 0.0048 0.6% 51% False False 48,573
40 0.7887 0.7484 0.0403 5.2% 0.0049 0.6% 76% False False 24,474
60 0.7887 0.7460 0.0427 5.5% 0.0047 0.6% 77% False False 16,343
80 0.7887 0.7457 0.0430 5.5% 0.0046 0.6% 77% False False 12,274
100 0.7887 0.7457 0.0430 5.5% 0.0045 0.6% 77% False False 9,822
120 0.7887 0.7336 0.0551 7.1% 0.0043 0.5% 82% False False 8,186
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 0.0007
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.7972
2.618 0.7909
1.618 0.7870
1.000 0.7847
0.618 0.7832
HIGH 0.7808
0.618 0.7793
0.500 0.7789
0.382 0.7784
LOW 0.7770
0.618 0.7746
1.000 0.7731
1.618 0.7707
2.618 0.7669
4.250 0.7606
Fisher Pivots for day following 28-Dec-2020
Pivot 1 day 3 day
R1 0.7789 0.7786
PP 0.7789 0.7783
S1 0.7789 0.7779

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

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