CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 23-Mar-2021

Day Change Summary
	Previous	Current
	22-Mar-2021	23-Mar-2021	Change	Change %	Previous Week
Open	0.7997	0.7989	-0.0008	-0.1%	0.8022
High	0.8017	0.7989	-0.0028	-0.3%	0.8087
Low	0.7976	0.7942	-0.0034	-0.4%	0.7971
Close	0.7996	0.7957	-0.0039	-0.5%	0.8004
Range	0.0042	0.0047	0.0006	13.3%	0.0116
ATR	0.0055	0.0055	0.0000	-0.1%	0.0000
Volume	28	111	83	296.4%	293

Daily Pivots for day following 23-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8104	0.8077	0.7983
R3	0.8057	0.8030	0.7970
R2	0.8010	0.8010	0.7966
R1	0.7983	0.7983	0.7961	0.7973
PP	0.7963	0.7963	0.7963	0.7958
S1	0.7936	0.7936	0.7953	0.7926
S2	0.7916	0.7916	0.7948
S3	0.7869	0.7889	0.7944
S4	0.7822	0.7842	0.7931

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8368	0.8302	0.8068
R3	0.8252	0.8186	0.8036
R2	0.8136	0.8136	0.8025
R1	0.8070	0.8070	0.8015	0.8045
PP	0.8020	0.8020	0.8020	0.8008
S1	0.7954	0.7954	0.7993	0.7929
S2	0.7904	0.7904	0.7983
S3	0.7788	0.7838	0.7972
S4	0.7672	0.7722	0.7940

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8087	0.7942	0.0145	1.8%	0.0060	0.8%	10%	False	True	68
10	0.8087	0.7886	0.0201	2.5%	0.0054	0.7%	35%	False	False	74
20	0.8087	0.7843	0.0244	3.1%	0.0057	0.7%	47%	False	False	80
40	0.8087	0.7767	0.0320	4.0%	0.0050	0.6%	60%	False	False	55
60	0.8087	0.7767	0.0320	4.0%	0.0047	0.6%	60%	False	False	46
80	0.8087	0.7684	0.0403	5.1%	0.0043	0.5%	68%	False	False	39

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8189
2.618	0.8112
1.618	0.8065
1.000	0.8036
0.618	0.8018
HIGH	0.7989
0.618	0.7971
0.500	0.7966
0.382	0.7960
LOW	0.7942
0.618	0.7913
1.000	0.7895
1.618	0.7866
2.618	0.7819
4.250	0.7742

Fisher Pivots for day following 23-Mar-2021
Pivot	1 day	3 day
R1	0.7966	0.7983
PP	0.7963	0.7974
S1	0.7960	0.7966

Download as Excel Spreadsheet

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

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