CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 13-Jan-2021
Day Change Summary
Previous Current
12-Jan-2021 13-Jan-2021 Change Change % Previous Week
Open 0.7825 0.7867 0.0042 0.5% 0.7855
High 0.7871 0.7888 0.0018 0.2% 0.7919
Low 0.7820 0.7847 0.0027 0.3% 0.7815
Close 0.7862 0.7877 0.0015 0.2% 0.7868
Range 0.0051 0.0042 -0.0010 -18.6% 0.0105
ATR 0.0054 0.0054 -0.0001 -1.7% 0.0000
Volume 46,891 53,381 6,490 13.8% 351,851
Daily Pivots for day following 13-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.7995 0.7978 0.7900
R3 0.7954 0.7936 0.7888
R2 0.7912 0.7912 0.7885
R1 0.7895 0.7895 0.7881 0.7903
PP 0.7871 0.7871 0.7871 0.7875
S1 0.7853 0.7853 0.7873 0.7862
S2 0.7829 0.7829 0.7869
S3 0.7788 0.7812 0.7866
S4 0.7746 0.7770 0.7854
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 0.7902 0.7792 0.0110 1.4% 0.0055 0.7% 78% False False 60,643
10 0.7919 0.7792 0.0127 1.6% 0.0059 0.7% 67% False False 62,196
20 0.7919 0.7721 0.0199 2.5% 0.0055 0.7% 79% False False 61,214
40 0.7919 0.7623 0.0296 3.8% 0.0048 0.6% 86% False False 41,302
60 0.7919 0.7460 0.0459 5.8% 0.0050 0.6% 91% False False 27,596
80 0.7919 0.7457 0.0463 5.9% 0.0048 0.6% 91% False False 20,714
100 0.7919 0.7457 0.0463 5.9% 0.0047 0.6% 91% False False 16,580
120 0.7919 0.7436 0.0483 6.1% 0.0045 0.6% 91% False False 13,818
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 0.0015
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8064
2.618 0.7997
1.618 0.7955
1.000 0.7930
0.618 0.7914
HIGH 0.7888
0.618 0.7872
0.500 0.7867
0.382 0.7862
LOW 0.7847
0.618 0.7821
1.000 0.7805
1.618 0.7779
2.618 0.7738
4.250 0.7670
Fisher Pivots for day following 13-Jan-2021
Pivot 1 day 3 day
R1 0.7874 0.7865
PP 0.7871 0.7852
S1 0.7867 0.7840

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

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