CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 10-Mar-2021

Day Change Summary
	Previous	Current
	09-Mar-2021	10-Mar-2021	Change	Change %	Previous Week
Open	0.7894	0.7913	0.0019	0.2%	0.7854
High	0.7943	0.7931	-0.0012	-0.2%	0.7952
Low	0.7885	0.7886	0.0001	0.0%	0.7851
Close	0.7917	0.7922	0.0006	0.1%	0.7897
Range	0.0059	0.0046	-0.0013	-22.2%	0.0102
ATR	0.0057	0.0056	-0.0001	-1.4%	0.0000
Volume	36,342	79,399	43,057	118.5%	18,452

Daily Pivots for day following 10-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8049	0.8031	0.7947
R3	0.8004	0.7986	0.7935
R2	0.7958	0.7958	0.7930
R1	0.7940	0.7940	0.7926	0.7949
PP	0.7913	0.7913	0.7913	0.7917
S1	0.7895	0.7895	0.7918	0.7904
S2	0.7867	0.7867	0.7914
S3	0.7822	0.7849	0.7909
S4	0.7776	0.7804	0.7897

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%	0.0056	0.7%	70%	False	False	29,357
10	0.8021	0.7842	0.0179	2.3%	0.0064	0.8%	45%	False	False	15,919
20	0.8021	0.7836	0.0185	2.3%	0.0055	0.7%	46%	False	False	8,323
40	0.8021	0.7766	0.0256	3.2%	0.0054	0.7%	61%	False	False	4,281
60	0.8021	0.7723	0.0298	3.8%	0.0053	0.7%	67%	False	False	2,886
80	0.8021	0.7599	0.0423	5.3%	0.0049	0.6%	77%	False	False	2,199
100	0.8021	0.7476	0.0545	6.9%	0.0049	0.6%	82%	False	False	1,767

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8124
2.618	0.8050
1.618	0.8005
1.000	0.7977
0.618	0.7959
HIGH	0.7931
0.618	0.7914
0.500	0.7908
0.382	0.7903
LOW	0.7886
0.618	0.7857
1.000	0.7840
1.618	0.7812
2.618	0.7766
4.250	0.7692

Fisher Pivots for day following 10-Mar-2021
Pivot	1 day	3 day
R1	0.7917	0.7918
PP	0.7913	0.7913
S1	0.7908	0.7909

Download as Excel Spreadsheet

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

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