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

Download as Excel Spreadsheet

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

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