CME Canadian Dollar Future March 2021


Trading Metrics calculated at close of trading on 04-Mar-2021
Day Change Summary
Previous Current
03-Mar-2021 04-Mar-2021 Change Change % Previous Week
Open 0.7911 0.7903 -0.0009 -0.1% 0.7930
High 0.7941 0.7952 0.0011 0.1% 0.8021
Low 0.7900 0.7878 -0.0023 -0.3% 0.7842
Close 0.7914 0.7899 -0.0016 -0.2% 0.7870
Range 0.0041 0.0075 0.0034 81.7% 0.0179
ATR 0.0058 0.0059 0.0001 2.1% 0.0000
Volume 65,570 94,437 28,867 44.0% 513,911
Daily Pivots for day following 04-Mar-2021
Classic Woodie Camarilla DeMark
R4 0.8133 0.8090 0.7939
R3 0.8058 0.8016 0.7919
R2 0.7984 0.7984 0.7912
R1 0.7941 0.7941 0.7905 0.7925
PP 0.7909 0.7909 0.7909 0.7901
S1 0.7867 0.7867 0.7892 0.7851
S2 0.7835 0.7835 0.7885
S3 0.7760 0.7792 0.7878
S4 0.7686 0.7718 0.7858
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 0.7952 0.7842 0.0110 1.4% 0.0068 0.9% 51% True False 90,575
10 0.8021 0.7842 0.0179 2.3% 0.0066 0.8% 32% False False 89,735
20 0.8021 0.7785 0.0236 3.0% 0.0054 0.7% 48% False False 76,742
40 0.8021 0.7764 0.0258 3.3% 0.0057 0.7% 52% False False 74,396
60 0.8021 0.7721 0.0301 3.8% 0.0055 0.7% 59% False False 70,271
80 0.8021 0.7596 0.0425 5.4% 0.0052 0.7% 71% False False 53,039
100 0.8021 0.7460 0.0561 7.1% 0.0052 0.7% 78% False False 42,459
120 0.8021 0.7457 0.0565 7.1% 0.0050 0.6% 78% False False 35,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.8269
2.618 0.8147
1.618 0.8073
1.000 0.8027
0.618 0.7998
HIGH 0.7952
0.618 0.7924
0.500 0.7915
0.382 0.7906
LOW 0.7878
0.618 0.7831
1.000 0.7803
1.618 0.7757
2.618 0.7682
4.250 0.7561
Fisher Pivots for day following 04-Mar-2021
Pivot 1 day 3 day
R1 0.7915 0.7914
PP 0.7909 0.7909
S1 0.7904 0.7904

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

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