CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 27-Jan-2021
Day Change Summary
Previous Current
26-Jan-2021 27-Jan-2021 Change Change % Previous Week
Open 0.7850 0.7880 0.0031 0.4% 0.7858
High 0.7882 0.7885 0.0003 0.0% 0.7944
Low 0.7824 0.7800 -0.0025 -0.3% 0.7815
Close 0.7878 0.7817 -0.0061 -0.8% 0.7859
Range 0.0058 0.0085 0.0028 47.8% 0.0130
ATR 0.0057 0.0059 0.0002 3.6% 0.0000
Volume 56,014 88,348 32,334 57.7% 299,339
Daily Pivots for day following 27-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8089 0.8038 0.7864
R3 0.8004 0.7953 0.7840
R2 0.7919 0.7919 0.7833
R1 0.7868 0.7868 0.7825 0.7851
PP 0.7834 0.7834 0.7834 0.7825
S1 0.7783 0.7783 0.7809 0.7766
S2 0.7749 0.7749 0.7801
S3 0.7664 0.7698 0.7794
S4 0.7579 0.7613 0.7770
Weekly Pivots for week ending 22-Jan-2021
Classic Woodie Camarilla DeMark
R4 0.8261 0.8190 0.7930
R3 0.8132 0.8060 0.7895
R2 0.8002 0.8002 0.7883
R1 0.7931 0.7931 0.7871 0.7966
PP 0.7873 0.7873 0.7873 0.7890
S1 0.7801 0.7801 0.7847 0.7837
S2 0.7743 0.7743 0.7835
S3 0.7614 0.7672 0.7823
S4 0.7484 0.7542 0.7788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.7944 0.7800 0.0145 1.8% 0.0060 0.8% 12% False True 67,357
10 0.7944 0.7800 0.0145 1.8% 0.0061 0.8% 12% False True 71,383
20 0.7944 0.7784 0.0160 2.0% 0.0060 0.8% 21% False False 66,819
40 0.7944 0.7691 0.0254 3.2% 0.0054 0.7% 50% False False 57,696
60 0.7944 0.7484 0.0461 5.9% 0.0053 0.7% 72% False False 38,589
80 0.7944 0.7460 0.0484 6.2% 0.0050 0.6% 74% False False 28,962
100 0.7944 0.7457 0.0488 6.2% 0.0049 0.6% 74% False False 23,183
120 0.7944 0.7457 0.0488 6.2% 0.0047 0.6% 74% False False 19,321
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.8246
2.618 0.8107
1.618 0.8022
1.000 0.7970
0.618 0.7937
HIGH 0.7885
0.618 0.7852
0.500 0.7842
0.382 0.7832
LOW 0.7800
0.618 0.7747
1.000 0.7715
1.618 0.7662
2.618 0.7577
4.250 0.7438
Fisher Pivots for day following 27-Jan-2021
Pivot 1 day 3 day
R1 0.7842 0.7842
PP 0.7834 0.7834
S1 0.7825 0.7825

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

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