CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 08-Mar-2021

Day Change Summary
	Previous	Current
	05-Mar-2021	08-Mar-2021	Change	Change %	Previous Week
Open	0.7895	0.7912	0.0018	0.2%	0.7854
High	0.7908	0.7922	0.0015	0.2%	0.7952
Low	0.7852	0.7875	0.0023	0.3%	0.7851
Close	0.7897	0.7903	0.0006	0.1%	0.7897
Range	0.0056	0.0047	-0.0009	-15.3%	0.0102
ATR	0.0057	0.0057	-0.0001	-1.3%	0.0000
Volume	8,999	19,179	10,180	113.1%	18,452

Daily Pivots for day following 08-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8019	0.7928
R3	0.7994	0.7972	0.7915
R2	0.7947	0.7947	0.7911
R1	0.7925	0.7925	0.7907	0.7912
PP	0.7900	0.7900	0.7900	0.7894
S1	0.7878	0.7878	0.7898	0.7865
S2	0.7853	0.7853	0.7894
S3	0.7806	0.7831	0.7890
S4	0.7759	0.7784	0.7877

Weekly Pivots for week ending 05-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8204	0.8152	0.7952
R3	0.8103	0.8050	0.7924
R2	0.8001	0.8001	0.7915
R1	0.7949	0.7949	0.7906	0.7975
PP	0.7900	0.7900	0.7900	0.7913
S1	0.7847	0.7847	0.7887	0.7874
S2	0.7798	0.7798	0.7878
S3	0.7697	0.7746	0.7869
S4	0.7595	0.7644	0.7841

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7952	0.7852	0.0100	1.3%	0.0055	0.7%	51%	False	False	6,992
10	0.8021	0.7842	0.0179	2.3%	0.0063	0.8%	34%	False	False	4,803
20	0.8021	0.7825	0.0196	2.5%	0.0053	0.7%	40%	False	False	2,555
40	0.8021	0.7766	0.0256	3.2%	0.0055	0.7%	54%	False	False	1,393
60	0.8021	0.7723	0.0298	3.8%	0.0053	0.7%	60%	False	False	962
80	0.8021	0.7599	0.0423	5.3%	0.0049	0.6%	72%	False	False	753

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8122
2.618	0.8045
1.618	0.7998
1.000	0.7969
0.618	0.7951
HIGH	0.7922
0.618	0.7904
0.500	0.7899
0.382	0.7893
LOW	0.7875
0.618	0.7846
1.000	0.7828
1.618	0.7799
2.618	0.7752
4.250	0.7675

Fisher Pivots for day following 08-Mar-2021
Pivot	1 day	3 day
R1	0.7901	0.7902
PP	0.7900	0.7902
S1	0.7899	0.7902

Download as Excel Spreadsheet

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

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