CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 10-Mar-2021

Day Change Summary
	Previous	Current
	09-Mar-2021	10-Mar-2021	Change	Change %	Previous Week
Open	0.7894	0.7914	0.0021	0.3%	0.7854
High	0.7942	0.7931	-0.0012	-0.1%	0.7952
Low	0.7883	0.7884	0.0001	0.0%	0.7849
Close	0.7916	0.7921	0.0006	0.1%	0.7896
Range	0.0059	0.0047	-0.0013	-21.2%	0.0104
ATR	0.0058	0.0057	-0.0001	-1.4%	0.0000
Volume	100,957	131,124	30,167	29.9%	403,617

Daily Pivots for day following 10-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8051	0.8033	0.7947
R3	0.8005	0.7986	0.7934
R2	0.7958	0.7958	0.7930
R1	0.7940	0.7940	0.7925	0.7949
PP	0.7912	0.7912	0.7912	0.7917
S1	0.7893	0.7893	0.7917	0.7903
S2	0.7865	0.7865	0.7912
S3	0.7819	0.7847	0.7908
S4	0.7772	0.7800	0.7895

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%	0.0057	0.7%	69%	False	False	105,008
10	0.8021	0.7842	0.0179	2.3%	0.0065	0.8%	44%	False	False	99,910
20	0.8021	0.7835	0.0186	2.3%	0.0056	0.7%	46%	False	False	85,845
40	0.8021	0.7764	0.0258	3.3%	0.0056	0.7%	61%	False	False	78,014
60	0.8021	0.7721	0.0301	3.8%	0.0055	0.7%	67%	False	False	73,487
80	0.8021	0.7596	0.0425	5.4%	0.0052	0.7%	76%	False	False	58,410
100	0.8021	0.7460	0.0561	7.1%	0.0053	0.7%	82%	False	False	46,764
120	0.8021	0.7457	0.0565	7.1%	0.0051	0.6%	82%	False	False	38,980

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8128
2.618	0.8052
1.618	0.8006
1.000	0.7977
0.618	0.7959
HIGH	0.7931
0.618	0.7913
0.500	0.7907
0.382	0.7902
LOW	0.7884
0.618	0.7855
1.000	0.7838
1.618	0.7809
2.618	0.7762
4.250	0.7686

Fisher Pivots for day following 10-Mar-2021
Pivot	1 day	3 day
R1	0.7916	0.7917
PP	0.7912	0.7912
S1	0.7907	0.7908

Download as Excel Spreadsheet

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

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