CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 22-Feb-2021

Day Change Summary
	Previous	Current
	19-Feb-2021	22-Feb-2021	Change	Change %	Previous Week
Open	0.7887	0.7930	0.0043	0.5%	0.7881
High	0.7941	0.7949	0.0009	0.1%	0.7941
Low	0.7865	0.7903	0.0038	0.5%	0.7846
Close	0.7924	0.7937	0.0014	0.2%	0.7924
Range	0.0076	0.0047	-0.0029	-38.4%	0.0095
ATR	0.0052	0.0051	0.0000	-0.7%	0.0000
Volume	84,413	78,210	-6,203	-7.3%	316,638

Daily Pivots for day following 22-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8069	0.8050	0.7963
R3	0.8023	0.8003	0.7950
R2	0.7976	0.7976	0.7946
R1	0.7957	0.7957	0.7941	0.7966
PP	0.7930	0.7930	0.7930	0.7934
S1	0.7910	0.7910	0.7933	0.7920
S2	0.7883	0.7883	0.7928
S3	0.7837	0.7864	0.7924
S4	0.7790	0.7817	0.7911

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	0.7949	0.7846	0.0104	1.3%	0.0052	0.6%	88%	True	False	78,969
10	0.7949	0.7824	0.0126	1.6%	0.0045	0.6%	90%	True	False	66,468
20	0.7949	0.7764	0.0186	2.3%	0.0051	0.6%	94%	True	False	70,027
40	0.7949	0.7750	0.0199	2.5%	0.0053	0.7%	94%	True	False	66,304
60	0.7949	0.7644	0.0306	3.8%	0.0052	0.7%	96%	True	False	58,415
80	0.7949	0.7460	0.0489	6.2%	0.0052	0.7%	98%	True	False	43,880
100	0.7949	0.7457	0.0493	6.2%	0.0049	0.6%	98%	True	False	35,118
120	0.7949	0.7457	0.0493	6.2%	0.0049	0.6%	98%	True	False	29,274

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8147
2.618	0.8071
1.618	0.8024
1.000	0.7996
0.618	0.7978
HIGH	0.7949
0.618	0.7931
0.500	0.7926
0.382	0.7920
LOW	0.7903
0.618	0.7874
1.000	0.7856
1.618	0.7827
2.618	0.7781
4.250	0.7705

Fisher Pivots for day following 22-Feb-2021
Pivot	1 day	3 day
R1	0.7933	0.7925
PP	0.7930	0.7914
S1	0.7926	0.7902

Download as Excel Spreadsheet

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

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