CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 08-Mar-2021

Day Change Summary
	Previous	Current
	05-Mar-2021	08-Mar-2021	Change	Change %	Previous Week
Open	0.7895	0.7902	0.0008	0.1%	0.7854
High	0.7908	0.7922	0.0015	0.2%	0.7952
Low	0.7851	0.7874	0.0023	0.3%	0.7849
Close	0.7896	0.7902	0.0006	0.1%	0.7896
Range	0.0057	0.0049	-0.0009	-14.9%	0.0104
ATR	0.0059	0.0058	-0.0001	-1.2%	0.0000
Volume	104,583	93,941	-10,642	-10.2%	403,617

Daily Pivots for day following 08-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8045	0.8022	0.7928
R3	0.7996	0.7973	0.7915
R2	0.7948	0.7948	0.7910
R1	0.7925	0.7925	0.7906	0.7912
PP	0.7899	0.7899	0.7899	0.7893
S1	0.7876	0.7876	0.7897	0.7863
S2	0.7851	0.7851	0.7893
S3	0.7802	0.7828	0.7888
S4	0.7754	0.7779	0.7875

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	0.7851	0.0102	1.3%	0.0056	0.7%	50%	False	False	84,216
10	0.8021	0.7842	0.0179	2.3%	0.0064	0.8%	33%	False	False	93,325
20	0.8021	0.7824	0.0198	2.5%	0.0055	0.7%	39%	False	False	79,897
40	0.8021	0.7764	0.0258	3.3%	0.0057	0.7%	54%	False	False	75,766
60	0.8021	0.7721	0.0301	3.8%	0.0055	0.7%	60%	False	False	72,498
80	0.8021	0.7596	0.0425	5.4%	0.0052	0.7%	72%	False	False	55,513
100	0.8021	0.7460	0.0561	7.1%	0.0052	0.7%	79%	False	False	44,444
120	0.8021	0.7457	0.0565	7.1%	0.0050	0.6%	79%	False	False	37,047

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8128
2.618	0.8049
1.618	0.8000
1.000	0.7971
0.618	0.7952
HIGH	0.7922
0.618	0.7903
0.500	0.7898
0.382	0.7892
LOW	0.7874
0.618	0.7844
1.000	0.7825
1.618	0.7795
2.618	0.7747
4.250	0.7667

Fisher Pivots for day following 08-Mar-2021
Pivot	1 day	3 day
R1	0.7900	0.7901
PP	0.7899	0.7901
S1	0.7898	0.7901

Download as Excel Spreadsheet

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

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