CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 19-Feb-2021

Day Change Summary
	Previous	Current
	18-Feb-2021	19-Feb-2021	Change	Change %	Previous Week
Open	0.7873	0.7887	0.0015	0.2%	0.7881
High	0.7896	0.7941	0.0045	0.6%	0.7941
Low	0.7855	0.7865	0.0010	0.1%	0.7846
Close	0.7887	0.7924	0.0037	0.5%	0.7924
Range	0.0041	0.0076	0.0035	86.4%	0.0095
ATR	0.0050	0.0052	0.0002	3.7%	0.0000
Volume	70,518	84,413	13,895	19.7%	316,638

Daily Pivots for day following 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8136	0.8105	0.7965
R3	0.8061	0.8030	0.7944
R2	0.7985	0.7985	0.7937
R1	0.7954	0.7954	0.7930	0.7970
PP	0.7910	0.7910	0.7910	0.7917
S1	0.7879	0.7879	0.7917	0.7894
S2	0.7834	0.7834	0.7910
S3	0.7759	0.7803	0.7903
S4	0.7683	0.7728	0.7882

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8188	0.8151	0.7976
R3	0.8093	0.8056	0.7950
R2	0.7998	0.7998	0.7941
R1	0.7961	0.7961	0.7932	0.7980
PP	0.7903	0.7903	0.7903	0.7913
S1	0.7866	0.7866	0.7915	0.7885
S2	0.7808	0.7808	0.7906
S3	0.7713	0.7771	0.7897
S4	0.7618	0.7676	0.7871

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7941	0.7835	0.0106	1.3%	0.0053	0.7%	84%	True	False	74,308
10	0.7941	0.7793	0.0148	1.9%	0.0045	0.6%	89%	True	False	66,010
20	0.7941	0.7764	0.0177	2.2%	0.0052	0.7%	90%	True	False	69,398
40	0.7944	0.7739	0.0206	2.6%	0.0053	0.7%	90%	False	False	65,964
60	0.7944	0.7631	0.0314	4.0%	0.0052	0.6%	93%	False	False	57,118
80	0.7944	0.7460	0.0484	6.1%	0.0052	0.7%	96%	False	False	42,903
100	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	96%	False	False	34,336
120	0.7944	0.7457	0.0488	6.2%	0.0049	0.6%	96%	False	False	28,623

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	0.0012
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8261
2.618	0.8138
1.618	0.8063
1.000	0.8016
0.618	0.7987
HIGH	0.7941
0.618	0.7912
0.500	0.7903
0.382	0.7894
LOW	0.7865
0.618	0.7818
1.000	0.7790
1.618	0.7743
2.618	0.7667
4.250	0.7544

Fisher Pivots for day following 19-Feb-2021
Pivot	1 day	3 day
R1	0.7917	0.7913
PP	0.7910	0.7903
S1	0.7903	0.7893

Download as Excel Spreadsheet

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

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