CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 16-Mar-2021

Day Change Summary
	Previous	Current
	15-Mar-2021	16-Mar-2021	Change	Change %	Previous Week
Open	0.8017	0.8015	-0.0002	0.0%	0.7912
High	0.8039	0.8042	0.0003	0.0%	0.8026
Low	0.7992	0.8001	0.0009	0.1%	0.7875
Close	0.8018	0.8039	0.0021	0.3%	0.8023
Range	0.0047	0.0041	-0.0006	-12.8%	0.0151
ATR	0.0057	0.0056	-0.0001	-2.0%	0.0000
Volume	66,117	55,438	-10,679	-16.2%	334,900

Daily Pivots for day following 16-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8150	0.8135	0.8061
R3	0.8109	0.8094	0.8050
R2	0.8068	0.8068	0.8046
R1	0.8053	0.8053	0.8042	0.8061
PP	0.8027	0.8027	0.8027	0.8031
S1	0.8012	0.8012	0.8035	0.8020
S2	0.7986	0.7986	0.8031
S3	0.7945	0.7971	0.8027
S4	0.7904	0.7930	0.8016

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	0.8042	0.7886	0.0157	1.9%	0.0054	0.7%	98%	True	False	80,186
10	0.8042	0.7852	0.0190	2.4%	0.0055	0.7%	98%	True	False	47,011
20	0.8042	0.7842	0.0200	2.5%	0.0058	0.7%	98%	True	False	24,346
40	0.8042	0.7766	0.0277	3.4%	0.0055	0.7%	99%	True	False	12,295
60	0.8042	0.7723	0.0319	4.0%	0.0054	0.7%	99%	True	False	8,239
80	0.8042	0.7626	0.0417	5.2%	0.0051	0.6%	99%	True	False	6,210
100	0.8042	0.7476	0.0566	7.0%	0.0049	0.6%	99%	True	False	4,981

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0015
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8216
2.618	0.8149
1.618	0.8108
1.000	0.8083
0.618	0.8067
HIGH	0.8042
0.618	0.8026
0.500	0.8022
0.382	0.8017
LOW	0.8001
0.618	0.7976
1.000	0.7960
1.618	0.7935
2.618	0.7894
4.250	0.7827

Fisher Pivots for day following 16-Mar-2021
Pivot	1 day	3 day
R1	0.8033	0.8025
PP	0.8027	0.8012
S1	0.8022	0.7998

Download as Excel Spreadsheet

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

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