CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 17-Mar-2021

Day Change Summary
	Previous	Current
	16-Mar-2021	17-Mar-2021	Change	Change %	Previous Week
Open	0.8015	0.8038	0.0023	0.3%	0.7912
High	0.8042	0.8066	0.0024	0.3%	0.8026
Low	0.8001	0.8005	0.0004	0.0%	0.7875
Close	0.8039	0.8055	0.0016	0.2%	0.8023
Range	0.0041	0.0061	0.0020	47.6%	0.0151
ATR	0.0056	0.0056	0.0000	0.6%	0.0000
Volume	55,438	77,606	22,168	40.0%	334,900

Daily Pivots for day following 17-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8223	0.8199	0.8088
R3	0.8163	0.8139	0.8071
R2	0.8102	0.8102	0.8066
R1	0.8078	0.8078	0.8060	0.8090
PP	0.8042	0.8042	0.8042	0.8048
S1	0.8018	0.8018	0.8049	0.8030
S2	0.7981	0.7981	0.8043
S3	0.7921	0.7957	0.8038
S4	0.7860	0.7897	0.8021

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	0.8066	0.7922	0.0144	1.8%	0.0057	0.7%	92%	True	False	79,828
10	0.8066	0.7852	0.0214	2.7%	0.0057	0.7%	95%	True	False	54,592
20	0.8066	0.7842	0.0224	2.8%	0.0059	0.7%	95%	True	False	28,212
40	0.8066	0.7766	0.0300	3.7%	0.0055	0.7%	96%	True	False	14,231
60	0.8066	0.7723	0.0343	4.3%	0.0054	0.7%	97%	True	False	9,531
80	0.8066	0.7626	0.0440	5.5%	0.0051	0.6%	98%	True	False	7,178
100	0.8066	0.7476	0.0590	7.3%	0.0049	0.6%	98%	True	False	5,757

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8323
2.618	0.8224
1.618	0.8163
1.000	0.8126
0.618	0.8103
HIGH	0.8066
0.618	0.8042
0.500	0.8035
0.382	0.8028
LOW	0.8005
0.618	0.7968
1.000	0.7945
1.618	0.7907
2.618	0.7847
4.250	0.7748

Fisher Pivots for day following 17-Mar-2021
Pivot	1 day	3 day
R1	0.8048	0.8046
PP	0.8042	0.8037
S1	0.8035	0.8029

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols