CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 02-Feb-2021

Day Change Summary
	Previous	Current
	01-Feb-2021	02-Feb-2021	Change	Change %	Previous Week
Open	0.7822	0.7782	-0.0041	-0.5%	0.7854
High	0.7837	0.7825	-0.0012	-0.1%	0.7885
Low	0.7775	0.7771	-0.0004	-0.1%	0.7764
Close	0.7788	0.7810	0.0023	0.3%	0.7812
Range	0.0062	0.0055	-0.0008	-12.1%	0.0121
ATR	0.0060	0.0060	0.0000	-0.7%	0.0000
Volume	67,015	73,130	6,115	9.1%	403,248

Daily Pivots for day following 02-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7965	0.7942	0.7840
R3	0.7911	0.7888	0.7825
R2	0.7856	0.7856	0.7820
R1	0.7833	0.7833	0.7815	0.7845
PP	0.7802	0.7802	0.7802	0.7808
S1	0.7779	0.7779	0.7805	0.7790
S2	0.7747	0.7747	0.7800
S3	0.7693	0.7724	0.7795
S4	0.7638	0.7670	0.7780

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	1.5%	0.0069	0.9%	38%	False	False	85,145
10	0.7944	0.7764	0.0181	2.3%	0.0064	0.8%	26%	False	False	75,763
20	0.7944	0.7764	0.0181	2.3%	0.0062	0.8%	26%	False	False	72,469
40	0.7944	0.7721	0.0224	2.9%	0.0056	0.7%	40%	False	False	65,741
60	0.7944	0.7592	0.0352	4.5%	0.0052	0.7%	62%	False	False	44,194
80	0.7944	0.7460	0.0484	6.2%	0.0051	0.7%	72%	False	False	33,176
100	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	73%	False	False	26,554
120	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	73%	False	False	22,132

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	0.0014
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8057
2.618	0.7968
1.618	0.7913
1.000	0.7880
0.618	0.7859
HIGH	0.7825
0.618	0.7804
0.500	0.7798
0.382	0.7791
LOW	0.7771
0.618	0.7737
1.000	0.7716
1.618	0.7682
2.618	0.7628
4.250	0.7539

Fisher Pivots for day following 02-Feb-2021
Pivot	1 day	3 day
R1	0.7806	0.7810
PP	0.7802	0.7810
S1	0.7798	0.7810

Download as Excel Spreadsheet

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

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