CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 14-Jan-2021
Day Change Summary
Previous Current
13-Jan-2021 14-Jan-2021 Change Change % Previous Week
Open 0.7867 0.7877 0.0011 0.1% 0.7855
High 0.7888 0.7923 0.0035 0.4% 0.7919
Low 0.7847 0.7871 0.0025 0.3% 0.7815
Close 0.7877 0.7916 0.0039 0.5% 0.7868
Range 0.0042 0.0052 0.0011 25.3% 0.0105
ATR 0.0054 0.0053 0.0000 -0.2% 0.0000
Volume 53,381 65,429 12,048 22.6% 351,851
Daily Pivots for day following 14-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8059 0.8039 0.7944
R3 0.8007 0.7987 0.7930
R2 0.7955 0.7955 0.7925
R1 0.7935 0.7935 0.7920 0.7945
PP 0.7903 0.7903 0.7903 0.7908
S1 0.7883 0.7883 0.7911 0.7893
S2 0.7851 0.7851 0.7906
S3 0.7799 0.7831 0.7901
S4 0.7747 0.7779 0.7887
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 0.7923 0.7792 0.0131 1.7% 0.0057 0.7% 94% True False 61,566
10 0.7923 0.7792 0.0131 1.7% 0.0059 0.7% 94% True False 64,016
20 0.7923 0.7721 0.0203 2.6% 0.0055 0.7% 96% True False 60,934
40 0.7923 0.7624 0.0299 3.8% 0.0049 0.6% 97% True False 42,923
60 0.7923 0.7460 0.0463 5.8% 0.0051 0.6% 98% True False 28,686
80 0.7923 0.7457 0.0467 5.9% 0.0048 0.6% 98% True False 21,531
100 0.7923 0.7457 0.0467 5.9% 0.0047 0.6% 98% True False 17,234
120 0.7923 0.7436 0.0487 6.2% 0.0045 0.6% 98% True False 14,363
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.8144
2.618 0.8059
1.618 0.8007
1.000 0.7975
0.618 0.7955
HIGH 0.7923
0.618 0.7903
0.500 0.7897
0.382 0.7891
LOW 0.7871
0.618 0.7839
1.000 0.7819
1.618 0.7787
2.618 0.7735
4.250 0.7650
Fisher Pivots for day following 14-Jan-2021
Pivot 1 day 3 day
R1 0.7909 0.7901
PP 0.7903 0.7886
S1 0.7897 0.7871

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

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