CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 23-Feb-2021

Day Change Summary
	Previous	Current
	22-Feb-2021	23-Feb-2021	Change	Change %	Previous Week
Open	0.7930	0.7929	-0.0001	0.0%	0.7881
High	0.7949	0.7951	0.0002	0.0%	0.7941
Low	0.7903	0.7908	0.0005	0.1%	0.7846
Close	0.7937	0.7941	0.0004	0.1%	0.7924
Range	0.0047	0.0044	-0.0003	-6.5%	0.0095
ATR	0.0051	0.0051	-0.0001	-1.1%	0.0000
Volume	78,210	77,218	-992	-1.3%	316,638

Daily Pivots for day following 23-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8064	0.8046	0.7965
R3	0.8020	0.8002	0.7953
R2	0.7977	0.7977	0.7949
R1	0.7959	0.7959	0.7945	0.7968
PP	0.7933	0.7933	0.7933	0.7938
S1	0.7915	0.7915	0.7937	0.7924
S2	0.7890	0.7890	0.7933
S3	0.7846	0.7872	0.7929
S4	0.7803	0.7828	0.7917

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	0.7951	0.7846	0.0106	1.3%	0.0049	0.6%	91%	True	False	75,720
10	0.7951	0.7834	0.0118	1.5%	0.0046	0.6%	91%	True	False	68,541
20	0.7951	0.7764	0.0188	2.4%	0.0050	0.6%	95%	True	False	70,805
40	0.7951	0.7764	0.0188	2.4%	0.0053	0.7%	95%	True	False	66,815
60	0.7951	0.7679	0.0273	3.4%	0.0051	0.6%	96%	True	False	59,690
80	0.7951	0.7460	0.0491	6.2%	0.0052	0.7%	98%	True	False	44,844
100	0.7951	0.7457	0.0495	6.2%	0.0049	0.6%	98%	True	False	35,889
120	0.7951	0.7457	0.0495	6.2%	0.0049	0.6%	98%	True	False	29,918

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	0.0014
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8136
2.618	0.8065
1.618	0.8021
1.000	0.7995
0.618	0.7978
HIGH	0.7951
0.618	0.7934
0.500	0.7929
0.382	0.7924
LOW	0.7908
0.618	0.7881
1.000	0.7864
1.618	0.7837
2.618	0.7794
4.250	0.7723

Fisher Pivots for day following 23-Feb-2021
Pivot	1 day	3 day
R1	0.7937	0.7930
PP	0.7933	0.7919
S1	0.7929	0.7908

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols