CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 15-Mar-2021

Day Change Summary
	Previous	Current
	12-Mar-2021	15-Mar-2021	Change	Change %	Previous Week
Open	0.7978	0.8017	0.0039	0.5%	0.7912
High	0.8026	0.8039	0.0013	0.2%	0.8026
Low	0.7955	0.7992	0.0038	0.5%	0.7875
Close	0.8023	0.8018	-0.0005	-0.1%	0.8023
Range	0.0072	0.0047	-0.0025	-34.3%	0.0151
ATR	0.0058	0.0057	-0.0001	-1.3%	0.0000
Volume	101,883	66,117	-35,766	-35.1%	334,900

Daily Pivots for day following 15-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8157	0.8134	0.8043
R3	0.8110	0.8087	0.8030
R2	0.8063	0.8063	0.8026
R1	0.8040	0.8040	0.8022	0.8052
PP	0.8016	0.8016	0.8016	0.8022
S1	0.7993	0.7993	0.8013	0.8005
S2	0.7969	0.7969	0.8009
S3	0.7922	0.7946	0.8005
S4	0.7875	0.7899	0.7992

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	0.8039	0.7885	0.0155	1.9%	0.0058	0.7%	86%	True	False	76,367
10	0.8039	0.7852	0.0187	2.3%	0.0057	0.7%	89%	True	False	41,679
20	0.8039	0.7842	0.0197	2.5%	0.0059	0.7%	89%	True	False	21,608
40	0.8039	0.7766	0.0274	3.4%	0.0055	0.7%	92%	True	False	10,925
60	0.8039	0.7723	0.0316	3.9%	0.0054	0.7%	93%	True	False	7,315
80	0.8039	0.7626	0.0414	5.2%	0.0050	0.6%	95%	True	False	5,518
100	0.8039	0.7476	0.0563	7.0%	0.0049	0.6%	96%	True	False	4,428

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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8239
2.618	0.8162
1.618	0.8115
1.000	0.8086
0.618	0.8068
HIGH	0.8039
0.618	0.8021
0.500	0.8016
0.382	0.8010
LOW	0.7992
0.618	0.7963
1.000	0.7945
1.618	0.7916
2.618	0.7869
4.250	0.7792

Fisher Pivots for day following 15-Mar-2021
Pivot	1 day	3 day
R1	0.8017	0.8005
PP	0.8016	0.7993
S1	0.8016	0.7981

Download as Excel Spreadsheet

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

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