CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 18-Mar-2021

Day Change Summary
	Previous	Current
	17-Mar-2021	18-Mar-2021	Change	Change %	Previous Week
Open	0.8038	0.8061	0.0023	0.3%	0.7912
High	0.8066	0.8088	0.0023	0.3%	0.8026
Low	0.8005	0.7984	-0.0022	-0.3%	0.7875
Close	0.8055	0.7996	-0.0059	-0.7%	0.8023
Range	0.0061	0.0105	0.0044	72.7%	0.0151
ATR	0.0056	0.0060	0.0003	6.1%	0.0000
Volume	77,606	99,344	21,738	28.0%	334,900

Daily Pivots for day following 18-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8336	0.8270	0.8053
R3	0.8231	0.8166	0.8024
R2	0.8127	0.8127	0.8015
R1	0.8061	0.8061	0.8005	0.8042
PP	0.8022	0.8022	0.8022	0.8013
S1	0.7957	0.7957	0.7986	0.7937
S2	0.7918	0.7918	0.7976
S3	0.7813	0.7852	0.7967
S4	0.7709	0.7748	0.7938

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	0.8088	0.7955	0.0134	1.7%	0.0065	0.8%	31%	True	False	80,077
10	0.8088	0.7852	0.0236	3.0%	0.0060	0.7%	61%	True	False	64,240
20	0.8088	0.7842	0.0246	3.1%	0.0062	0.8%	62%	True	False	33,170
40	0.8088	0.7766	0.0323	4.0%	0.0055	0.7%	71%	True	False	16,703
60	0.8088	0.7723	0.0365	4.6%	0.0055	0.7%	75%	True	False	11,186
80	0.8088	0.7633	0.0455	5.7%	0.0052	0.6%	80%	True	False	8,420
100	0.8088	0.7476	0.0612	7.7%	0.0050	0.6%	85%	True	False	6,750

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0017
Widest range in 91 trading days

Fibonacci Retracements and Extensions
4.250	0.8532
2.618	0.8362
1.618	0.8257
1.000	0.8193
0.618	0.8153
HIGH	0.8088
0.618	0.8048
0.500	0.8036
0.382	0.8023
LOW	0.7984
0.618	0.7919
1.000	0.7879
1.618	0.7814
2.618	0.7710
4.250	0.7539

Fisher Pivots for day following 18-Mar-2021
Pivot	1 day	3 day
R1	0.8036	0.8036
PP	0.8022	0.8022
S1	0.8009	0.8009

Download as Excel Spreadsheet

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

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