CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 11-Feb-2021

Day Change Summary
	Previous	Current
	10-Feb-2021	11-Feb-2021	Change	Change %	Previous Week
Open	0.7877	0.7875	-0.0002	0.0%	0.7822
High	0.7895	0.7899	0.0005	0.1%	0.7839
Low	0.7868	0.7867	-0.0001	0.0%	0.7771
Close	0.7881	0.7875	-0.0007	-0.1%	0.7833
Range	0.0027	0.0032	0.0005	18.5%	0.0069
ATR	0.0052	0.0050	-0.0001	-2.7%	0.0000
Volume	55,931	45,881	-10,050	-18.0%	332,610

Daily Pivots for day following 11-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7976	0.7957	0.7892
R3	0.7944	0.7925	0.7883
R2	0.7912	0.7912	0.7880
R1	0.7893	0.7893	0.7877	0.7887
PP	0.7880	0.7880	0.7880	0.7877
S1	0.7861	0.7861	0.7872	0.7855
S2	0.7848	0.7848	0.7869
S3	0.7816	0.7829	0.7866
S4	0.7784	0.7797	0.7857

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	0.7899	0.7793	0.0107	1.4%	0.0037	0.5%	77%	True	False	57,712
10	0.7899	0.7768	0.0131	1.7%	0.0045	0.6%	81%	True	False	65,562
20	0.7944	0.7764	0.0181	2.3%	0.0054	0.7%	61%	False	False	70,261
40	0.7944	0.7721	0.0224	2.8%	0.0054	0.7%	69%	False	False	65,738
60	0.7944	0.7623	0.0321	4.1%	0.0050	0.6%	78%	False	False	50,955
80	0.7944	0.7460	0.0484	6.1%	0.0051	0.7%	86%	False	False	38,262
100	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	86%	False	False	30,623
120	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	86%	False	False	25,527

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

Fibonacci Retracements and Extensions
4.250	0.8035
2.618	0.7983
1.618	0.7951
1.000	0.7931
0.618	0.7919
HIGH	0.7899
0.618	0.7887
0.500	0.7883
0.382	0.7879
LOW	0.7867
0.618	0.7847
1.000	0.7835
1.618	0.7815
2.618	0.7783
4.250	0.7731

Fisher Pivots for day following 11-Feb-2021
Pivot	1 day	3 day
R1	0.7883	0.7872
PP	0.7880	0.7869
S1	0.7877	0.7866

Download as Excel Spreadsheet

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

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