CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 01-Mar-2021

Day Change Summary
	Previous	Current
	26-Feb-2021	01-Mar-2021	Change	Change %	Previous Week
Open	0.7938	0.7854	-0.0084	-1.1%	0.7930
High	0.7945	0.7911	-0.0034	-0.4%	0.8021
Low	0.7842	0.7849	0.0007	0.1%	0.7842
Close	0.7870	0.7905	0.0035	0.4%	0.7870
Range	0.0103	0.0063	-0.0040	-39.0%	0.0179
ATR	0.0058	0.0059	0.0000	0.5%	0.0000
Volume	153,845	76,475	-77,370	-50.3%	513,911

Daily Pivots for day following 01-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8076	0.8053	0.7939
R3	0.8013	0.7990	0.7922
R2	0.7951	0.7951	0.7916
R1	0.7928	0.7928	0.7910	0.7939
PP	0.7888	0.7888	0.7888	0.7894
S1	0.7865	0.7865	0.7899	0.7877
S2	0.7826	0.7826	0.7893
S3	0.7763	0.7803	0.7887
S4	0.7701	0.7740	0.7870

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8448	0.8338	0.7968
R3	0.8269	0.8159	0.7919
R2	0.8090	0.8090	0.7902
R1	0.7980	0.7980	0.7886	0.7945
PP	0.7911	0.7911	0.7911	0.7894
S1	0.7801	0.7801	0.7853	0.7766
S2	0.7732	0.7732	0.7837
S3	0.7553	0.7622	0.7820
S4	0.7374	0.7443	0.7771

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8021	0.7842	0.0179	2.3%	0.0072	0.9%	35%	False	False	102,435
10	0.8021	0.7842	0.0179	2.3%	0.0062	0.8%	35%	False	False	90,702
20	0.8021	0.7771	0.0251	3.2%	0.0052	0.7%	53%	False	False	75,473
40	0.8021	0.7764	0.0258	3.3%	0.0057	0.7%	55%	False	False	73,547
60	0.8021	0.7721	0.0301	3.8%	0.0054	0.7%	61%	False	False	66,778
80	0.8021	0.7523	0.0498	6.3%	0.0053	0.7%	77%	False	False	50,266
100	0.8021	0.7460	0.0561	7.1%	0.0051	0.6%	79%	False	False	40,235
120	0.8021	0.7457	0.0565	7.1%	0.0050	0.6%	79%	False	False	33,540

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.8177
2.618	0.8075
1.618	0.8012
1.000	0.7974
0.618	0.7950
HIGH	0.7911
0.618	0.7887
0.500	0.7880
0.382	0.7872
LOW	0.7849
0.618	0.7810
1.000	0.7786
1.618	0.7747
2.618	0.7685
4.250	0.7583

Fisher Pivots for day following 01-Mar-2021
Pivot	1 day	3 day
R1	0.7896	0.7932
PP	0.7888	0.7923
S1	0.7880	0.7914

Download as Excel Spreadsheet

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

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