CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 05-Mar-2021

Day Change Summary
	Previous	Current
	04-Mar-2021	05-Mar-2021	Change	Change %	Previous Week
Open	0.7903	0.7895	-0.0008	-0.1%	0.7854
High	0.7952	0.7908	-0.0045	-0.6%	0.7952
Low	0.7878	0.7851	-0.0027	-0.3%	0.7849
Close	0.7899	0.7896	-0.0003	0.0%	0.7896
Range	0.0075	0.0057	-0.0018	-23.5%	0.0104
ATR	0.0059	0.0059	0.0000	-0.2%	0.0000
Volume	94,437	104,583	10,146	10.7%	403,617

Daily Pivots for day following 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8056	0.8033	0.7927
R3	0.7999	0.7976	0.7911
R2	0.7942	0.7942	0.7906
R1	0.7919	0.7919	0.7901	0.7930
PP	0.7885	0.7885	0.7885	0.7890
S1	0.7862	0.7862	0.7890	0.7873
S2	0.7828	0.7828	0.7885
S3	0.7771	0.7805	0.7880
S4	0.7714	0.7748	0.7864

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8209	0.8156	0.7952
R3	0.8106	0.8052	0.7924
R2	0.8002	0.8002	0.7914
R1	0.7949	0.7949	0.7905	0.7976
PP	0.7899	0.7899	0.7899	0.7912
S1	0.7845	0.7845	0.7886	0.7872
S2	0.7795	0.7795	0.7877
S3	0.7692	0.7742	0.7867
S4	0.7588	0.7638	0.7839

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7952	0.7849	0.0104	1.3%	0.0059	0.7%	45%	False	False	80,723
10	0.8021	0.7842	0.0179	2.3%	0.0064	0.8%	30%	False	False	91,752
20	0.8021	0.7793	0.0229	2.9%	0.0054	0.7%	45%	False	False	78,881
40	0.8021	0.7764	0.0258	3.3%	0.0057	0.7%	51%	False	False	74,937
60	0.8021	0.7721	0.0301	3.8%	0.0055	0.7%	58%	False	False	71,579
80	0.8021	0.7596	0.0425	5.4%	0.0052	0.7%	70%	False	False	54,343
100	0.8021	0.7460	0.0561	7.1%	0.0052	0.7%	78%	False	False	43,504
120	0.8021	0.7457	0.0565	7.1%	0.0050	0.6%	78%	False	False	36,264

Crabel Price Patterns
NR	True
NR4	False
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	0.0017
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8150
2.618	0.8057
1.618	0.8000
1.000	0.7965
0.618	0.7943
HIGH	0.7908
0.618	0.7886
0.500	0.7879
0.382	0.7872
LOW	0.7851
0.618	0.7815
1.000	0.7794
1.618	0.7758
2.618	0.7701
4.250	0.7608

Fisher Pivots for day following 05-Mar-2021
Pivot	1 day	3 day
R1	0.7890	0.7901
PP	0.7885	0.7899
S1	0.7879	0.7897

Download as Excel Spreadsheet

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

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