CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 03-Mar-2021

Day Change Summary
	Previous	Current
	02-Mar-2021	03-Mar-2021	Change	Change %	Previous Week
Open	0.7912	0.7912	-0.0001	0.0%	0.7931
High	0.7937	0.7941	0.0004	0.1%	0.8021
Low	0.7876	0.7900	0.0024	0.3%	0.7842
Close	0.7927	0.7915	-0.0012	-0.2%	0.7870
Range	0.0061	0.0041	-0.0020	-33.1%	0.0179
ATR	0.0058	0.0056	-0.0001	-2.1%	0.0000
Volume	2,122	1,794	-328	-15.5%	11,240

Daily Pivots for day following 03-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.8018	0.7937
R3	0.7999	0.7977	0.7926
R2	0.7959	0.7959	0.7922
R1	0.7937	0.7937	0.7918	0.7948
PP	0.7918	0.7918	0.7918	0.7924
S1	0.7896	0.7896	0.7911	0.7907
S2	0.7878	0.7878	0.7907
S3	0.7837	0.7856	0.7903
S4	0.7797	0.7815	0.7892

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8448	0.8338	0.7968
R3	0.8269	0.8159	0.7919
R2	0.8090	0.8090	0.7902
R1	0.7980	0.7980	0.7886	0.7945
PP	0.7911	0.7911	0.7911	0.7894
S1	0.7801	0.7801	0.7853	0.7766
S2	0.7732	0.7732	0.7837
S3	0.7553	0.7622	0.7820
S4	0.7374	0.7443	0.7771

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8021	0.7842	0.0179	2.3%	0.0071	0.9%	41%	False	False	2,481
10	0.8021	0.7842	0.0179	2.3%	0.0062	0.8%	41%	False	False	1,832
20	0.8021	0.7787	0.0234	3.0%	0.0050	0.6%	54%	False	False	1,031
40	0.8021	0.7766	0.0256	3.2%	0.0055	0.7%	58%	False	False	626
60	0.8021	0.7723	0.0298	3.8%	0.0052	0.7%	64%	False	False	458
80	0.8021	0.7599	0.0423	5.3%	0.0049	0.6%	75%	False	False	367

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	0.0016
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8113
2.618	0.8047
1.618	0.8006
1.000	0.7981
0.618	0.7966
HIGH	0.7941
0.618	0.7925
0.500	0.7920
0.382	0.7915
LOW	0.7900
0.618	0.7875
1.000	0.7860
1.618	0.7834
2.618	0.7794
4.250	0.7728

Fisher Pivots for day following 03-Mar-2021
Pivot	1 day	3 day
R1	0.7920	0.7908
PP	0.7918	0.7902
S1	0.7916	0.7896

Download as Excel Spreadsheet

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

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