CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 24-Feb-2021

Day Change Summary
	Previous	Current
	23-Feb-2021	24-Feb-2021	Change	Change %	Previous Week
Open	0.7929	0.7943	0.0014	0.2%	0.7881
High	0.7951	0.7998	0.0047	0.6%	0.7941
Low	0.7908	0.7938	0.0031	0.4%	0.7846
Close	0.7941	0.7982	0.0041	0.5%	0.7924
Range	0.0044	0.0060	0.0016	36.8%	0.0095
ATR	0.0051	0.0051	0.0001	1.2%	0.0000
Volume	77,218	89,020	11,802	15.3%	316,638

Daily Pivots for day following 24-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8126	0.8014
R3	0.8091	0.8066	0.7998
R2	0.8032	0.8032	0.7992
R1	0.8007	0.8007	0.7987	0.8019
PP	0.7972	0.7972	0.7972	0.7979
S1	0.7947	0.7947	0.7976	0.7960
S2	0.7913	0.7913	0.7971
S3	0.7853	0.7888	0.7965
S4	0.7794	0.7828	0.7949

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	0.7998	0.7855	0.0143	1.8%	0.0053	0.7%	89%	True	False	79,875
10	0.7998	0.7835	0.0163	2.0%	0.0047	0.6%	90%	True	False	71,780
20	0.7998	0.7764	0.0234	2.9%	0.0051	0.6%	93%	True	False	72,455
40	0.7998	0.7764	0.0234	2.9%	0.0054	0.7%	93%	True	False	68,367
60	0.7998	0.7682	0.0316	4.0%	0.0052	0.7%	95%	True	False	61,166
80	0.7998	0.7460	0.0538	6.7%	0.0052	0.7%	97%	True	False	45,954
100	0.7998	0.7460	0.0538	6.7%	0.0049	0.6%	97%	True	False	36,778
120	0.7998	0.7457	0.0541	6.8%	0.0049	0.6%	97%	True	False	30,659

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8250
2.618	0.8153
1.618	0.8094
1.000	0.8057
0.618	0.8034
HIGH	0.7998
0.618	0.7975
0.500	0.7968
0.382	0.7961
LOW	0.7938
0.618	0.7901
1.000	0.7879
1.618	0.7842
2.618	0.7782
4.250	0.7685

Fisher Pivots for day following 24-Feb-2021
Pivot	1 day	3 day
R1	0.7977	0.7971
PP	0.7972	0.7961
S1	0.7968	0.7950

Download as Excel Spreadsheet

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

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