CME Canadian Dollar Future March 2021

Trading Metrics calculated at close of trading on 15-Mar-2021

Day Change Summary
	Previous	Current
	12-Mar-2021	15-Mar-2021	Change	Change %	Previous Week
Open	0.7979	0.8017	0.0038	0.5%	0.7902
High	0.8024	0.8038	0.0014	0.2%	0.8024
Low	0.7954	0.7992	0.0039	0.5%	0.7874
Close	0.8022	0.8017	-0.0005	-0.1%	0.8022
Range	0.0071	0.0046	-0.0025	-35.5%	0.0151
ATR	0.0059	0.0058	-0.0001	-1.6%	0.0000
Volume	33,560	6,145	-27,415	-81.7%	476,454

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8152	0.8130	0.8042
R3	0.8106	0.8084	0.8029
R2	0.8061	0.8061	0.8025
R1	0.8039	0.8039	0.8021	0.8039
PP	0.8015	0.8015	0.8015	0.8016
S1	0.7993	0.7993	0.8012	0.7994
S2	0.7970	0.7970	0.8008
S3	0.7924	0.7948	0.8004
S4	0.7879	0.7902	0.7991

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	0.8038	0.7883	0.0155	1.9%	0.0058	0.7%	86%	True	False	77,731
10	0.8038	0.7851	0.0187	2.3%	0.0057	0.7%	89%	True	False	80,974
20	0.8038	0.7842	0.0196	2.4%	0.0059	0.7%	89%	True	False	85,838
40	0.8038	0.7764	0.0274	3.4%	0.0057	0.7%	92%	True	False	77,786
60	0.8038	0.7721	0.0317	4.0%	0.0056	0.7%	93%	True	False	72,169
80	0.8038	0.7624	0.0414	5.2%	0.0053	0.7%	95%	True	False	60,355
100	0.8038	0.7460	0.0578	7.2%	0.0053	0.7%	96%	True	False	48,326
120	0.8038	0.7457	0.0581	7.2%	0.0051	0.6%	96%	True	False	40,283

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8231
2.618	0.8157
1.618	0.8111
1.000	0.8083
0.618	0.8066
HIGH	0.8038
0.618	0.8020
0.500	0.8015
0.382	0.8009
LOW	0.7992
0.618	0.7964
1.000	0.7947
1.618	0.7918
2.618	0.7873
4.250	0.7799

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	0.8016	0.8004
PP	0.8015	0.7992
S1	0.8015	0.7979

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols