CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 12-Feb-2021

Day Change Summary
	Previous	Current
	11-Feb-2021	12-Feb-2021	Change	Change %	Previous Week
Open	0.7875	0.7875	0.0000	0.0%	0.7838
High	0.7899	0.7889	-0.0010	-0.1%	0.7899
Low	0.7867	0.7835	-0.0032	-0.4%	0.7824
Close	0.7875	0.7872	-0.0003	0.0%	0.7872
Range	0.0032	0.0054	0.0022	68.8%	0.0076
ATR	0.0050	0.0051	0.0000	0.5%	0.0000
Volume	45,881	54,905	9,024	19.7%	269,840

Daily Pivots for day following 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8027	0.8003	0.7901
R3	0.7973	0.7949	0.7886
R2	0.7919	0.7919	0.7881
R1	0.7895	0.7895	0.7876	0.7880
PP	0.7865	0.7865	0.7865	0.7858
S1	0.7841	0.7841	0.7867	0.7826
S2	0.7811	0.7811	0.7862
S3	0.7757	0.7787	0.7857
S4	0.7703	0.7733	0.7842

Weekly Pivots for week ending 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8091	0.8057	0.7913
R3	0.8016	0.7981	0.7892
R2	0.7940	0.7940	0.7885
R1	0.7906	0.7906	0.7878	0.7923
PP	0.7865	0.7865	0.7865	0.7873
S1	0.7830	0.7830	0.7865	0.7848
S2	0.7789	0.7789	0.7858
S3	0.7714	0.7755	0.7851
S4	0.7638	0.7679	0.7830

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7899	0.7824	0.0076	1.0%	0.0038	0.5%	64%	False	False	53,968
10	0.7899	0.7771	0.0129	1.6%	0.0042	0.5%	79%	False	False	60,245
20	0.7944	0.7764	0.0181	2.3%	0.0054	0.7%	60%	False	False	69,735
40	0.7944	0.7721	0.0224	2.8%	0.0054	0.7%	68%	False	False	65,335
60	0.7944	0.7624	0.0320	4.1%	0.0050	0.6%	77%	False	False	51,861
80	0.7944	0.7460	0.0484	6.1%	0.0052	0.7%	85%	False	False	38,948
100	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	85%	False	False	31,171
120	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	85%	False	False	25,984

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8119
2.618	0.8030
1.618	0.7976
1.000	0.7943
0.618	0.7922
HIGH	0.7889
0.618	0.7868
0.500	0.7862
0.382	0.7856
LOW	0.7835
0.618	0.7802
1.000	0.7781
1.618	0.7748
2.618	0.7694
4.250	0.7606

Fisher Pivots for day following 12-Feb-2021
Pivot	1 day	3 day
R1	0.7868	0.7870
PP	0.7865	0.7869
S1	0.7862	0.7867

Download as Excel Spreadsheet

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

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