CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 03-Feb-2021

Day Change Summary
	Previous	Current
	02-Feb-2021	03-Feb-2021	Change	Change %	Previous Week
Open	0.7782	0.7824	0.0042	0.5%	0.7854
High	0.7825	0.7835	0.0010	0.1%	0.7885
Low	0.7771	0.7806	0.0036	0.5%	0.7764
Close	0.7810	0.7825	0.0015	0.2%	0.7812
Range	0.0055	0.0029	-0.0026	-46.8%	0.0121
ATR	0.0060	0.0058	-0.0002	-3.7%	0.0000
Volume	73,130	57,044	-16,086	-22.0%	403,248

Daily Pivots for day following 03-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7909	0.7896	0.7840
R3	0.7880	0.7867	0.7832
R2	0.7851	0.7851	0.7830
R1	0.7838	0.7838	0.7827	0.7844
PP	0.7822	0.7822	0.7822	0.7825
S1	0.7809	0.7809	0.7822	0.7815
S2	0.7793	0.7793	0.7819
S3	0.7764	0.7780	0.7817
S4	0.7735	0.7751	0.7809

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	0.7852	0.7764	0.0089	1.1%	0.0057	0.7%	69%	False	False	78,884
10	0.7944	0.7764	0.0181	2.3%	0.0059	0.8%	34%	False	False	73,120
20	0.7944	0.7764	0.0181	2.3%	0.0059	0.8%	34%	False	False	72,051
40	0.7944	0.7721	0.0224	2.9%	0.0055	0.7%	47%	False	False	67,035
60	0.7944	0.7596	0.0348	4.4%	0.0051	0.7%	66%	False	False	45,138
80	0.7944	0.7460	0.0484	6.2%	0.0051	0.7%	75%	False	False	33,888
100	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	75%	False	False	27,124
120	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	75%	False	False	22,608

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 26 trading days

Fibonacci Retracements and Extensions
4.250	0.7958
2.618	0.7911
1.618	0.7882
1.000	0.7864
0.618	0.7853
HIGH	0.7835
0.618	0.7824
0.500	0.7821
0.382	0.7817
LOW	0.7806
0.618	0.7788
1.000	0.7777
1.618	0.7759
2.618	0.7730
4.250	0.7683

Fisher Pivots for day following 03-Feb-2021
Pivot	1 day	3 day
R1	0.7823	0.7818
PP	0.7822	0.7811
S1	0.7821	0.7804

Download as Excel Spreadsheet

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

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