CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 11-Jan-2021
Day Change Summary
Previous Current
08-Jan-2021 11-Jan-2021 Change Change % Previous Week
Open 0.7883 0.7873 -0.0010 -0.1% 0.7855
High 0.7902 0.7880 -0.0022 -0.3% 0.7919
Low 0.7849 0.7792 -0.0057 -0.7% 0.7815
Close 0.7868 0.7829 -0.0040 -0.5% 0.7868
Range 0.0053 0.0088 0.0035 66.0% 0.0105
ATR 0.0052 0.0055 0.0003 4.9% 0.0000
Volume 71,773 70,357 -1,416 -2.0% 351,851
Daily Pivots for day following 11-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8098 0.8051 0.7877
R3 0.8010 0.7963 0.7853
R2 0.7922 0.7922 0.7845
R1 0.7875 0.7875 0.7837 0.7854
PP 0.7834 0.7834 0.7834 0.7823
S1 0.7787 0.7787 0.7820 0.7766
S2 0.7746 0.7746 0.7812
S3 0.7658 0.7699 0.7804
S4 0.7570 0.7611 0.7780
Weekly Pivots for week ending 08-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8181 0.8129 0.7925
R3 0.8076 0.8024 0.7897
R2 0.7972 0.7972 0.7887
R1 0.7920 0.7920 0.7878 0.7946
PP 0.7867 0.7867 0.7867 0.7880
S1 0.7815 0.7815 0.7858 0.7841
S2 0.7763 0.7763 0.7849
S3 0.7658 0.7711 0.7839
S4 0.7554 0.7606 0.7811
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7919 0.7792 0.0127 1.6% 0.0066 0.8% 29% False True 70,257
10 0.7919 0.7770 0.0150 1.9% 0.0058 0.7% 39% False False 61,322
20 0.7919 0.7721 0.0199 2.5% 0.0054 0.7% 54% False False 64,432
40 0.7919 0.7596 0.0323 4.1% 0.0048 0.6% 72% False False 38,806
60 0.7919 0.7460 0.0459 5.9% 0.0050 0.6% 80% False False 25,930
80 0.7919 0.7457 0.0463 5.9% 0.0048 0.6% 80% False False 19,463
100 0.7919 0.7457 0.0463 5.9% 0.0047 0.6% 80% False False 15,577
120 0.7919 0.7422 0.0497 6.3% 0.0045 0.6% 82% False False 12,982
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 0.0014
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.8254
2.618 0.8110
1.618 0.8022
1.000 0.7968
0.618 0.7934
HIGH 0.7880
0.618 0.7846
0.500 0.7836
0.382 0.7826
LOW 0.7792
0.618 0.7738
1.000 0.7704
1.618 0.7650
2.618 0.7562
4.250 0.7418
Fisher Pivots for day following 11-Jan-2021
Pivot 1 day 3 day
R1 0.7836 0.7847
PP 0.7834 0.7841
S1 0.7831 0.7835

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

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