CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 19-Mar-2021

Day Change Summary
	Previous	Current
	18-Mar-2021	19-Mar-2021	Change	Change %	Previous Week
Open	0.8061	0.8007	-0.0054	-0.7%	0.8017
High	0.8088	0.8025	-0.0063	-0.8%	0.8088
Low	0.7984	0.7971	-0.0013	-0.2%	0.7971
Close	0.7996	0.8004	0.0009	0.1%	0.8004
Range	0.0105	0.0055	-0.0050	-47.8%	0.0118
ATR	0.0060	0.0059	0.0000	-0.6%	0.0000
Volume	99,344	74,264	-25,080	-25.2%	372,769

Daily Pivots for day following 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8163	0.8138	0.8034
R3	0.8109	0.8084	0.8019
R2	0.8054	0.8054	0.8014
R1	0.8029	0.8029	0.8009	0.8015
PP	0.8000	0.8000	0.8000	0.7993
S1	0.7975	0.7975	0.7999	0.7960
S2	0.7945	0.7945	0.7994
S3	0.7891	0.7920	0.7989
S4	0.7836	0.7866	0.7974

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8373	0.8306	0.8069
R3	0.8256	0.8189	0.8036
R2	0.8138	0.8138	0.8026
R1	0.8071	0.8071	0.8015	0.8046
PP	0.8021	0.8021	0.8021	0.8008
S1	0.7954	0.7954	0.7993	0.7929
S2	0.7903	0.7903	0.7982
S3	0.7786	0.7836	0.7972
S4	0.7668	0.7719	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	0.7971	0.0118	1.5%	0.0062	0.8%	29%	False	True	74,553
10	0.8088	0.7875	0.0213	2.7%	0.0060	0.7%	61%	False	False	70,766
20	0.8088	0.7842	0.0246	3.1%	0.0061	0.8%	66%	False	False	36,868
40	0.8088	0.7766	0.0323	4.0%	0.0056	0.7%	74%	False	False	18,549
60	0.8088	0.7740	0.0348	4.3%	0.0055	0.7%	76%	False	False	12,422
80	0.8088	0.7633	0.0455	5.7%	0.0052	0.6%	82%	False	False	9,348
100	0.8088	0.7476	0.0612	7.6%	0.0051	0.6%	86%	False	False	7,492

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	0.0017
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8257
2.618	0.8168
1.618	0.8113
1.000	0.8080
0.618	0.8059
HIGH	0.8025
0.618	0.8004
0.500	0.7998
0.382	0.7991
LOW	0.7971
0.618	0.7937
1.000	0.7916
1.618	0.7882
2.618	0.7828
4.250	0.7739

Fisher Pivots for day following 19-Mar-2021
Pivot	1 day	3 day
R1	0.8002	0.8029
PP	0.8000	0.8021
S1	0.7998	0.8012

Download as Excel Spreadsheet

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

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