CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	0.7914	0.7923	0.0009	0.1%	0.7854
High	0.7931	0.7987	0.0057	0.7%	0.7952
Low	0.7884	0.7921	0.0037	0.5%	0.7849
Close	0.7921	0.7975	0.0054	0.7%	0.7896
Range	0.0047	0.0067	0.0020	43.0%	0.0104
ATR	0.0057	0.0058	0.0001	1.2%	0.0000
Volume	131,124	116,872	-14,252	-10.9%	403,617

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8160	0.8134	0.8012
R3	0.8094	0.8068	0.7993
R2	0.8027	0.8027	0.7987
R1	0.8001	0.8001	0.7981	0.8014
PP	0.7961	0.7961	0.7961	0.7967
S1	0.7935	0.7935	0.7969	0.7948
S2	0.7894	0.7894	0.7963
S3	0.7828	0.7868	0.7957
S4	0.7761	0.7802	0.7938

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	0.7987	0.7851	0.0137	1.7%	0.0056	0.7%	91%	True	False	109,495
10	0.7987	0.7842	0.0145	1.8%	0.0062	0.8%	92%	True	False	100,035
20	0.8021	0.7835	0.0186	2.3%	0.0058	0.7%	75%	False	False	88,892
40	0.8021	0.7764	0.0258	3.2%	0.0056	0.7%	82%	False	False	79,764
60	0.8021	0.7721	0.0301	3.8%	0.0056	0.7%	85%	False	False	73,959
80	0.8021	0.7596	0.0425	5.3%	0.0052	0.7%	89%	False	False	59,868
100	0.8021	0.7460	0.0561	7.0%	0.0053	0.7%	92%	False	False	47,932
120	0.8021	0.7457	0.0565	7.1%	0.0051	0.6%	92%	False	False	39,953

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8270
2.618	0.8161
1.618	0.8095
1.000	0.8054
0.618	0.8028
HIGH	0.7987
0.618	0.7962
0.500	0.7954
0.382	0.7946
LOW	0.7921
0.618	0.7879
1.000	0.7854
1.618	0.7813
2.618	0.7746
4.250	0.7638

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	0.7968	0.7962
PP	0.7961	0.7948
S1	0.7954	0.7935

Download as Excel Spreadsheet

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

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