CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 11-Mar-2021

Day Change Summary
	Previous	Current
	10-Mar-2021	11-Mar-2021	Change	Change %	Previous Week
Open	0.7913	0.7925	0.0012	0.2%	0.7854
High	0.7931	0.7988	0.0057	0.7%	0.7952
Low	0.7886	0.7922	0.0037	0.5%	0.7851
Close	0.7922	0.7977	0.0055	0.7%	0.7897
Range	0.0046	0.0066	0.0021	45.1%	0.0102
ATR	0.0056	0.0057	0.0001	1.3%	0.0000
Volume	79,399	98,097	18,698	23.5%	18,452

Daily Pivots for day following 11-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8160	0.8134	0.8013
R3	0.8094	0.8068	0.7995
R2	0.8028	0.8028	0.7989
R1	0.8002	0.8002	0.7983	0.8015
PP	0.7962	0.7962	0.7962	0.7969
S1	0.7936	0.7936	0.7970	0.7949
S2	0.7896	0.7896	0.7964
S3	0.7830	0.7870	0.7958
S4	0.7764	0.7804	0.7940

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	0.7988	0.7852	0.0136	1.7%	0.0055	0.7%	92%	True	False	48,403
10	0.7988	0.7842	0.0146	1.8%	0.0061	0.8%	92%	True	False	25,474
20	0.8021	0.7836	0.0185	2.3%	0.0057	0.7%	76%	False	False	13,222
40	0.8021	0.7766	0.0256	3.2%	0.0055	0.7%	83%	False	False	6,731
60	0.8021	0.7723	0.0298	3.7%	0.0054	0.7%	85%	False	False	4,519
80	0.8021	0.7599	0.0423	5.3%	0.0050	0.6%	89%	False	False	3,418
100	0.8021	0.7476	0.0545	6.8%	0.0049	0.6%	92%	False	False	2,748

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8269
2.618	0.8161
1.618	0.8095
1.000	0.8054
0.618	0.8029
HIGH	0.7988
0.618	0.7963
0.500	0.7955
0.382	0.7947
LOW	0.7922
0.618	0.7881
1.000	0.7856
1.618	0.7815
2.618	0.7749
4.250	0.7642

Fisher Pivots for day following 11-Mar-2021
Pivot	1 day	3 day
R1	0.7969	0.7963
PP	0.7962	0.7950
S1	0.7955	0.7936

Download as Excel Spreadsheet

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

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