CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 02-Mar-2021

Day Change Summary
	Previous	Current
	01-Mar-2021	02-Mar-2021	Change	Change %	Previous Week
Open	0.7854	0.7908	0.0054	0.7%	0.7930
High	0.7911	0.7937	0.0026	0.3%	0.8021
Low	0.7849	0.7876	0.0027	0.3%	0.7842
Close	0.7905	0.7926	0.0022	0.3%	0.7870
Range	0.0063	0.0061	-0.0002	-2.4%	0.0179
ATR	0.0059	0.0059	0.0000	0.3%	0.0000
Volume	76,475	62,552	-13,923	-18.2%	513,911

Daily Pivots for day following 02-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8096	0.8072	0.7960
R3	0.8035	0.8011	0.7943
R2	0.7974	0.7974	0.7937
R1	0.7950	0.7950	0.7932	0.7962
PP	0.7913	0.7913	0.7913	0.7919
S1	0.7889	0.7889	0.7920	0.7901
S2	0.7852	0.7852	0.7915
S3	0.7791	0.7828	0.7909
S4	0.7730	0.7767	0.7892

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%	0.0076	1.0%	47%	False	False	99,502
10	0.8021	0.7842	0.0179	2.3%	0.0062	0.8%	47%	False	False	87,611
20	0.8021	0.7771	0.0251	3.2%	0.0052	0.7%	62%	False	False	75,250
40	0.8021	0.7764	0.0258	3.2%	0.0058	0.7%	63%	False	False	73,804
60	0.8021	0.7721	0.0301	3.8%	0.0055	0.7%	68%	False	False	67,770
80	0.8021	0.7523	0.0498	6.3%	0.0053	0.7%	81%	False	False	51,046
100	0.8021	0.7460	0.0561	7.1%	0.0051	0.6%	83%	False	False	40,860
120	0.8021	0.7457	0.0565	7.1%	0.0050	0.6%	83%	False	False	34,061

Crabel Price Patterns
NR	True
NR4	True
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	0.0016
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8196
2.618	0.8096
1.618	0.8035
1.000	0.7998
0.618	0.7974
HIGH	0.7937
0.618	0.7913
0.500	0.7906
0.382	0.7899
LOW	0.7876
0.618	0.7838
1.000	0.7815
1.618	0.7777
2.618	0.7716
4.250	0.7616

Fisher Pivots for day following 02-Mar-2021
Pivot	1 day	3 day
R1	0.7919	0.7915
PP	0.7913	0.7904
S1	0.7906	0.7893

Download as Excel Spreadsheet

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

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