CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 12-Mar-2021

Day Change Summary
	Previous	Current
	11-Mar-2021	12-Mar-2021	Change	Change %	Previous Week
Open	0.7925	0.7978	0.0053	0.7%	0.7912
High	0.7988	0.8026	0.0038	0.5%	0.8026
Low	0.7922	0.7955	0.0033	0.4%	0.7875
Close	0.7977	0.8023	0.0046	0.6%	0.8023
Range	0.0066	0.0072	0.0006	8.3%	0.0151
ATR	0.0057	0.0058	0.0001	1.9%	0.0000
Volume	98,097	101,883	3,786	3.9%	334,900

Daily Pivots for day following 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8216	0.8191	0.8062
R3	0.8144	0.8119	0.8042
R2	0.8073	0.8073	0.8036
R1	0.8048	0.8048	0.8029	0.8060
PP	0.8001	0.8001	0.8001	0.8007
S1	0.7976	0.7976	0.8016	0.7989
S2	0.7930	0.7930	0.8009
S3	0.7858	0.7905	0.8003
S4	0.7787	0.7833	0.7983

Weekly Pivots for week ending 12-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8428	0.8376	0.8106
R3	0.8277	0.8225	0.8064
R2	0.8126	0.8126	0.8050
R1	0.8074	0.8074	0.8036	0.8100
PP	0.7975	0.7975	0.7975	0.7987
S1	0.7923	0.7923	0.8009	0.7949
S2	0.7824	0.7824	0.7995
S3	0.7673	0.7772	0.7981
S4	0.7522	0.7621	0.7939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8026	0.7875	0.0151	1.9%	0.0058	0.7%	98%	True	False	66,980
10	0.8026	0.7851	0.0176	2.2%	0.0058	0.7%	98%	True	False	35,335
20	0.8026	0.7836	0.0190	2.4%	0.0059	0.7%	98%	True	False	18,311
40	0.8026	0.7766	0.0261	3.2%	0.0056	0.7%	99%	True	False	9,276
60	0.8026	0.7723	0.0303	3.8%	0.0054	0.7%	99%	True	False	6,214
80	0.8026	0.7626	0.0401	5.0%	0.0050	0.6%	99%	True	False	4,692
100	0.8026	0.7476	0.0550	6.9%	0.0049	0.6%	99%	True	False	3,767

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	0.0014
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8330
2.618	0.8213
1.618	0.8142
1.000	0.8098
0.618	0.8070
HIGH	0.8026
0.618	0.7999
0.500	0.7990
0.382	0.7982
LOW	0.7955
0.618	0.7910
1.000	0.7883
1.618	0.7839
2.618	0.7767
4.250	0.7651

Fisher Pivots for day following 12-Mar-2021
Pivot	1 day	3 day
R1	0.8012	0.8000
PP	0.8001	0.7978
S1	0.7990	0.7956

Download as Excel Spreadsheet

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

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