CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 08-Feb-2021

Day Change Summary
	Previous	Current
	05-Feb-2021	08-Feb-2021	Change	Change %	Previous Week
Open	0.7800	0.7838	0.0038	0.5%	0.7822
High	0.7839	0.7854	0.0015	0.2%	0.7839
Low	0.7793	0.7824	0.0031	0.4%	0.7771
Close	0.7833	0.7849	0.0017	0.2%	0.7833
Range	0.0047	0.0030	-0.0017	-35.5%	0.0069
ATR	0.0056	0.0054	-0.0002	-3.3%	0.0000
Volume	73,629	56,496	-17,133	-23.3%	332,610

Daily Pivots for day following 08-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7932	0.7921	0.7866
R3	0.7902	0.7891	0.7857
R2	0.7872	0.7872	0.7855
R1	0.7861	0.7861	0.7852	0.7866
PP	0.7842	0.7842	0.7842	0.7845
S1	0.7831	0.7831	0.7846	0.7836
S2	0.7812	0.7812	0.7844
S3	0.7782	0.7801	0.7841
S4	0.7752	0.7771	0.7833

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	0.7854	0.7771	0.0083	1.1%	0.0040	0.5%	95%	True	False	64,418
10	0.7885	0.7764	0.0121	1.5%	0.0055	0.7%	71%	False	False	73,070
20	0.7944	0.7764	0.0181	2.3%	0.0058	0.7%	47%	False	False	70,871
40	0.7944	0.7721	0.0224	2.8%	0.0056	0.7%	57%	False	False	68,088
60	0.7944	0.7596	0.0348	4.4%	0.0050	0.6%	73%	False	False	48,325
80	0.7944	0.7460	0.0484	6.2%	0.0051	0.7%	80%	False	False	36,286
100	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	81%	False	False	29,041
120	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	81%	False	False	24,207

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7981
2.618	0.7932
1.618	0.7902
1.000	0.7884
0.618	0.7872
HIGH	0.7854
0.618	0.7842
0.500	0.7839
0.382	0.7835
LOW	0.7824
0.618	0.7805
1.000	0.7794
1.618	0.7775
2.618	0.7745
4.250	0.7696

Fisher Pivots for day following 08-Feb-2021
Pivot	1 day	3 day
R1	0.7846	0.7839
PP	0.7842	0.7829
S1	0.7839	0.7819

Download as Excel Spreadsheet

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

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