CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 10-Feb-2021

Day Change Summary
	Previous	Current
	09-Feb-2021	10-Feb-2021	Change	Change %	Previous Week
Open	0.7850	0.7877	0.0028	0.4%	0.7822
High	0.7881	0.7895	0.0014	0.2%	0.7839
Low	0.7834	0.7868	0.0034	0.4%	0.7771
Close	0.7878	0.7881	0.0004	0.0%	0.7833
Range	0.0047	0.0027	-0.0020	-42.6%	0.0069
ATR	0.0054	0.0052	-0.0002	-3.5%	0.0000
Volume	56,627	55,931	-696	-1.2%	332,610

Daily Pivots for day following 10-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7962	0.7949	0.7896
R3	0.7935	0.7922	0.7888
R2	0.7908	0.7908	0.7886
R1	0.7895	0.7895	0.7883	0.7901
PP	0.7881	0.7881	0.7881	0.7884
S1	0.7868	0.7868	0.7879	0.7874
S2	0.7854	0.7854	0.7876
S3	0.7827	0.7841	0.7874
S4	0.7800	0.7814	0.7866

Weekly Pivots for week ending 05-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8020	0.7995	0.7870
R3	0.7951	0.7926	0.7851
R2	0.7883	0.7883	0.7845
R1	0.7858	0.7858	0.7839	0.7870
PP	0.7814	0.7814	0.7814	0.7820
S1	0.7789	0.7789	0.7826	0.7802
S2	0.7746	0.7746	0.7820
S3	0.7677	0.7721	0.7814
S4	0.7609	0.7652	0.7795

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7895	0.7785	0.0110	1.4%	0.0039	0.5%	88%	True	False	60,895
10	0.7895	0.7764	0.0131	1.7%	0.0048	0.6%	90%	True	False	69,889
20	0.7944	0.7764	0.0181	2.3%	0.0054	0.7%	65%	False	False	70,636
40	0.7944	0.7721	0.0224	2.8%	0.0055	0.7%	72%	False	False	66,493
60	0.7944	0.7596	0.0348	4.4%	0.0050	0.6%	82%	False	False	50,194
80	0.7944	0.7460	0.0484	6.1%	0.0051	0.7%	87%	False	False	37,692
100	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	87%	False	False	30,165
120	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	87%	False	False	25,144

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	0.0013
Narrowest range in 31 trading days

Fibonacci Retracements and Extensions
4.250	0.8009
2.618	0.7965
1.618	0.7938
1.000	0.7922
0.618	0.7911
HIGH	0.7895
0.618	0.7884
0.500	0.7881
0.382	0.7878
LOW	0.7868
0.618	0.7851
1.000	0.7841
1.618	0.7824
2.618	0.7797
4.250	0.7753

Fisher Pivots for day following 10-Feb-2021
Pivot	1 day	3 day
R1	0.7881	0.7874
PP	0.7881	0.7866
S1	0.7881	0.7859

Download as Excel Spreadsheet

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

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