CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 04-Feb-2021

Day Change Summary
	Previous	Current
	03-Feb-2021	04-Feb-2021	Change	Change %	Previous Week
Open	0.7824	0.7822	-0.0002	0.0%	0.7854
High	0.7835	0.7827	-0.0008	-0.1%	0.7885
Low	0.7806	0.7785	-0.0021	-0.3%	0.7764
Close	0.7825	0.7794	-0.0031	-0.4%	0.7812
Range	0.0029	0.0042	0.0013	44.8%	0.0121
ATR	0.0058	0.0057	-0.0001	-2.0%	0.0000
Volume	57,044	61,792	4,748	8.3%	403,248

Daily Pivots for day following 04-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7903	0.7817
R3	0.7886	0.7861	0.7806
R2	0.7844	0.7844	0.7802
R1	0.7819	0.7819	0.7798	0.7811
PP	0.7802	0.7802	0.7802	0.7798
S1	0.7777	0.7777	0.7790	0.7769
S2	0.7760	0.7760	0.7786
S3	0.7718	0.7735	0.7782
S4	0.7676	0.7693	0.7771

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	0.7768	0.0084	1.1%	0.0054	0.7%	31%	False	False	73,411
10	0.7916	0.7764	0.0153	2.0%	0.0059	0.8%	20%	False	False	72,787
20	0.7944	0.7764	0.0181	2.3%	0.0059	0.8%	17%	False	False	70,994
40	0.7944	0.7721	0.0224	2.9%	0.0056	0.7%	33%	False	False	67,928
60	0.7944	0.7596	0.0348	4.5%	0.0051	0.7%	57%	False	False	46,163
80	0.7944	0.7460	0.0484	6.2%	0.0051	0.7%	69%	False	False	34,660
100	0.7944	0.7457	0.0488	6.3%	0.0049	0.6%	69%	False	False	27,741
120	0.7944	0.7457	0.0488	6.3%	0.0048	0.6%	69%	False	False	23,122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8006
2.618	0.7937
1.618	0.7895
1.000	0.7869
0.618	0.7853
HIGH	0.7827
0.618	0.7811
0.500	0.7806
0.382	0.7801
LOW	0.7785
0.618	0.7759
1.000	0.7743
1.618	0.7717
2.618	0.7675
4.250	0.7607

Fisher Pivots for day following 04-Feb-2021
Pivot	1 day	3 day
R1	0.7806	0.7803
PP	0.7802	0.7800
S1	0.7798	0.7797

Download as Excel Spreadsheet

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

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