CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 09-Mar-2021

Day Change Summary
	Previous	Current
	08-Mar-2021	09-Mar-2021	Change	Change %	Previous Week
Open	0.7912	0.7894	-0.0018	-0.2%	0.7854
High	0.7922	0.7943	0.0021	0.3%	0.7952
Low	0.7875	0.7885	0.0010	0.1%	0.7851
Close	0.7903	0.7917	0.0014	0.2%	0.7897
Range	0.0047	0.0059	0.0012	24.5%	0.0102
ATR	0.0057	0.0057	0.0000	0.2%	0.0000
Volume	19,179	36,342	17,163	89.5%	18,452

Daily Pivots for day following 09-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8090	0.8062	0.7949
R3	0.8032	0.8003	0.7933
R2	0.7973	0.7973	0.7927
R1	0.7945	0.7945	0.7922	0.7959
PP	0.7915	0.7915	0.7915	0.7922
S1	0.7886	0.7886	0.7911	0.7901
S2	0.7856	0.7856	0.7906
S3	0.7798	0.7828	0.7900
S4	0.7739	0.7769	0.7884

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%	65%	False	False	13,836
10	0.8021	0.7842	0.0179	2.3%	0.0065	0.8%	42%	False	False	8,142
20	0.8021	0.7835	0.0186	2.3%	0.0055	0.7%	44%	False	False	4,364
40	0.8021	0.7766	0.0256	3.2%	0.0055	0.7%	59%	False	False	2,298
60	0.8021	0.7723	0.0298	3.8%	0.0054	0.7%	65%	False	False	1,564
80	0.8021	0.7599	0.0423	5.3%	0.0049	0.6%	75%	False	False	1,206
100	0.8021	0.7476	0.0545	6.9%	0.0048	0.6%	81%	False	False	973

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8192
2.618	0.8096
1.618	0.8038
1.000	0.8002
0.618	0.7979
HIGH	0.7943
0.618	0.7921
0.500	0.7914
0.382	0.7907
LOW	0.7885
0.618	0.7848
1.000	0.7826
1.618	0.7790
2.618	0.7731
4.250	0.7636

Fisher Pivots for day following 09-Mar-2021
Pivot	1 day	3 day
R1	0.7916	0.7910
PP	0.7915	0.7904
S1	0.7914	0.7898

Download as Excel Spreadsheet

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

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