CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 16-Feb-2021

Day Change Summary
	Previous	Current
	12-Feb-2021	16-Feb-2021	Change	Change %	Previous Week
Open	0.7875	0.7881	0.0006	0.1%	0.7838
High	0.7889	0.7931	0.0042	0.5%	0.7899
Low	0.7835	0.7873	0.0038	0.5%	0.7824
Close	0.7872	0.7888	0.0017	0.2%	0.7872
Range	0.0054	0.0059	0.0005	8.3%	0.0076
ATR	0.0051	0.0051	0.0001	1.3%	0.0000
Volume	54,905	93,466	38,561	70.2%	269,840

Daily Pivots for day following 16-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8073	0.8039	0.7920
R3	0.8014	0.7980	0.7904
R2	0.7956	0.7956	0.7899
R1	0.7922	0.7922	0.7893	0.7939
PP	0.7897	0.7897	0.7897	0.7906
S1	0.7863	0.7863	0.7883	0.7880
S2	0.7839	0.7839	0.7877
S3	0.7780	0.7805	0.7872
S4	0.7722	0.7746	0.7856

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	0.7931	0.7834	0.0098	1.2%	0.0044	0.6%	56%	True	False	61,362
10	0.7931	0.7771	0.0161	2.0%	0.0042	0.5%	73%	True	False	62,890
20	0.7944	0.7764	0.0181	2.3%	0.0053	0.7%	69%	False	False	69,925
40	0.7944	0.7721	0.0224	2.8%	0.0054	0.7%	75%	False	False	65,620
60	0.7944	0.7624	0.0320	4.1%	0.0051	0.6%	83%	False	False	53,414
80	0.7944	0.7460	0.0484	6.1%	0.0052	0.7%	88%	False	False	40,115
100	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	89%	False	False	32,106
120	0.7944	0.7457	0.0488	6.2%	0.0048	0.6%	89%	False	False	26,763

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8180
2.618	0.8084
1.618	0.8026
1.000	0.7990
0.618	0.7967
HIGH	0.7931
0.618	0.7909
0.500	0.7902
0.382	0.7895
LOW	0.7873
0.618	0.7836
1.000	0.7814
1.618	0.7778
2.618	0.7719
4.250	0.7624

Fisher Pivots for day following 16-Feb-2021
Pivot	1 day	3 day
R1	0.7902	0.7886
PP	0.7897	0.7885
S1	0.7893	0.7883

Download as Excel Spreadsheet

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

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