CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 09-Mar-2021

Day Change Summary
	Previous	Current
	08-Mar-2021	09-Mar-2021	Change	Change %	Previous Week
Open	0.7902	0.7894	-0.0009	-0.1%	0.7854
High	0.7922	0.7942	0.0020	0.3%	0.7952
Low	0.7874	0.7883	0.0010	0.1%	0.7849
Close	0.7902	0.7916	0.0014	0.2%	0.7896
Range	0.0049	0.0059	0.0011	21.6%	0.0104
ATR	0.0058	0.0058	0.0000	0.1%	0.0000
Volume	93,941	100,957	7,016	7.5%	403,617

Daily Pivots for day following 09-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8091	0.8062	0.7948
R3	0.8032	0.8003	0.7932
R2	0.7973	0.7973	0.7926
R1	0.7944	0.7944	0.7921	0.7958
PP	0.7914	0.7914	0.7914	0.7921
S1	0.7885	0.7885	0.7910	0.7899
S2	0.7855	0.7855	0.7905
S3	0.7796	0.7826	0.7899
S4	0.7737	0.7767	0.7883

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%	64%	False	False	91,897
10	0.8021	0.7842	0.0179	2.3%	0.0066	0.8%	41%	False	False	95,699
20	0.8021	0.7834	0.0188	2.4%	0.0056	0.7%	44%	False	False	82,120
40	0.8021	0.7764	0.0258	3.3%	0.0057	0.7%	59%	False	False	76,495
60	0.8021	0.7721	0.0301	3.8%	0.0056	0.7%	65%	False	False	72,766
80	0.8021	0.7596	0.0425	5.4%	0.0052	0.7%	75%	False	False	56,774
100	0.8021	0.7460	0.0561	7.1%	0.0052	0.7%	81%	False	False	45,453
120	0.8021	0.7457	0.0565	7.1%	0.0051	0.6%	81%	False	False	37,887

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8193
2.618	0.8096
1.618	0.8037
1.000	0.8001
0.618	0.7978
HIGH	0.7942
0.618	0.7919
0.500	0.7913
0.382	0.7906
LOW	0.7883
0.618	0.7847
1.000	0.7824
1.618	0.7788
2.618	0.7729
4.250	0.7632

Fisher Pivots for day following 09-Mar-2021
Pivot	1 day	3 day
R1	0.7915	0.7909
PP	0.7914	0.7903
S1	0.7913	0.7896

Download as Excel Spreadsheet

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

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