CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	0.7923	0.7979	0.0056	0.7%	0.7902
High	0.7987	0.8024	0.0037	0.5%	0.8024
Low	0.7921	0.7954	0.0033	0.4%	0.7874
Close	0.7975	0.8022	0.0047	0.6%	0.8022
Range	0.0067	0.0071	0.0004	6.0%	0.0151
ATR	0.0058	0.0059	0.0001	1.6%	0.0000
Volume	116,872	33,560	-83,312	-71.3%	476,454

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8211	0.8187	0.8060
R3	0.8141	0.8116	0.8041
R2	0.8070	0.8070	0.8034
R1	0.8046	0.8046	0.8028	0.8058
PP	0.8000	0.8000	0.8000	0.8006
S1	0.7975	0.7975	0.8015	0.7988
S2	0.7929	0.7929	0.8009
S3	0.7859	0.7905	0.8002
S4	0.7788	0.7834	0.7983

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8425	0.8374	0.8104
R3	0.8274	0.8223	0.8063
R2	0.8124	0.8124	0.8049
R1	0.8073	0.8073	0.8035	0.8098
PP	0.7973	0.7973	0.7973	0.7986
S1	0.7922	0.7922	0.8008	0.7948
S2	0.7823	0.7823	0.7994
S3	0.7672	0.7772	0.7980
S4	0.7522	0.7621	0.7939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8024	0.7874	0.0151	1.9%	0.0058	0.7%	98%	True	False	95,290
10	0.8024	0.7849	0.0176	2.2%	0.0059	0.7%	99%	True	False	88,007
20	0.8024	0.7835	0.0189	2.4%	0.0060	0.7%	99%	True	False	88,276
40	0.8024	0.7764	0.0261	3.2%	0.0057	0.7%	99%	True	False	79,268
60	0.8024	0.7721	0.0304	3.8%	0.0056	0.7%	99%	True	False	73,250
80	0.8024	0.7623	0.0401	5.0%	0.0053	0.7%	99%	True	False	60,285
100	0.8024	0.7460	0.0564	7.0%	0.0053	0.7%	100%	True	False	48,265
120	0.8024	0.7457	0.0568	7.1%	0.0051	0.6%	100%	True	False	40,232

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	0.0016
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8324
2.618	0.8209
1.618	0.8138
1.000	0.8095
0.618	0.8068
HIGH	0.8024
0.618	0.7997
0.500	0.7989
0.382	0.7980
LOW	0.7954
0.618	0.7910
1.000	0.7883
1.618	0.7839
2.618	0.7769
4.250	0.7654

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	0.8011	0.7999
PP	0.8000	0.7977
S1	0.7989	0.7954

Download as Excel Spreadsheet

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

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