CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 01-Feb-2021

Day Change Summary
	Previous	Current
	29-Jan-2021	01-Feb-2021	Change	Change %	Previous Week
Open	0.7801	0.7822	0.0022	0.3%	0.7854
High	0.7852	0.7837	-0.0016	-0.2%	0.7885
Low	0.7768	0.7775	0.0007	0.1%	0.7764
Close	0.7812	0.7788	-0.0025	-0.3%	0.7812
Range	0.0084	0.0062	-0.0022	-26.2%	0.0121
ATR	0.0060	0.0060	0.0000	0.2%	0.0000
Volume	108,075	67,015	-41,060	-38.0%	403,248

Daily Pivots for day following 01-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7986	0.7949	0.7822
R3	0.7924	0.7887	0.7805
R2	0.7862	0.7862	0.7799
R1	0.7825	0.7825	0.7793	0.7812
PP	0.7800	0.7800	0.7800	0.7793
S1	0.7763	0.7763	0.7782	0.7750
S2	0.7738	0.7738	0.7776
S3	0.7676	0.7701	0.7770
S4	0.7614	0.7639	0.7753

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8183	0.8119	0.7879
R3	0.8062	0.7998	0.7845
R2	0.7941	0.7941	0.7834
R1	0.7877	0.7877	0.7823	0.7848
PP	0.7820	0.7820	0.7820	0.7806
S1	0.7756	0.7756	0.7801	0.7727
S2	0.7699	0.7699	0.7790
S3	0.7578	0.7635	0.7779
S4	0.7457	0.7514	0.7745

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7885	0.7764	0.0121	1.6%	0.0069	0.9%	20%	False	False	81,721
10	0.7944	0.7764	0.0181	2.3%	0.0064	0.8%	13%	False	False	76,960
20	0.7944	0.7764	0.0181	2.3%	0.0064	0.8%	13%	False	False	72,359
40	0.7944	0.7721	0.0224	2.9%	0.0056	0.7%	30%	False	False	64,030
60	0.7944	0.7523	0.0421	5.4%	0.0053	0.7%	63%	False	False	42,977
80	0.7944	0.7460	0.0484	6.2%	0.0051	0.7%	68%	False	False	32,263
100	0.7944	0.7457	0.0488	6.3%	0.0049	0.6%	68%	False	False	25,823
120	0.7944	0.7457	0.0488	6.3%	0.0048	0.6%	68%	False	False	21,523

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8100
2.618	0.7999
1.618	0.7937
1.000	0.7899
0.618	0.7875
HIGH	0.7837
0.618	0.7813
0.500	0.7806
0.382	0.7798
LOW	0.7775
0.618	0.7736
1.000	0.7713
1.618	0.7674
2.618	0.7612
4.250	0.7511

Fisher Pivots for day following 01-Feb-2021
Pivot	1 day	3 day
R1	0.7806	0.7808
PP	0.7800	0.7801
S1	0.7794	0.7794

Download as Excel Spreadsheet

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

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