CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 31-Mar-2021

Day Change Summary
	Previous	Current
	30-Mar-2021	31-Mar-2021	Change	Change %	Previous Week
Open	0.7920	0.7916	-0.0004	-0.1%	0.8000
High	0.7948	0.7973	0.0025	0.3%	0.8016
Low	0.7909	0.7916	0.0007	0.1%	0.7920
Close	0.7917	0.7958	0.0041	0.5%	0.7942
Range	0.0039	0.0057	0.0018	44.9%	0.0096
ATR	0.0046	0.0047	0.0001	1.6%	0.0000
Volume	24	65	41	170.8%	84

Daily Pivots for day following 31-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8118	0.8094	0.7989
R3	0.8062	0.8038	0.7973
R2	0.8005	0.8005	0.7968
R1	0.7981	0.7981	0.7963	0.7993
PP	0.7949	0.7949	0.7949	0.7955
S1	0.7925	0.7925	0.7952	0.7937
S2	0.7892	0.7892	0.7947
S3	0.7836	0.7868	0.7942
S4	0.7779	0.7812	0.7926

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8246	0.8189	0.7994
R3	0.8150	0.8094	0.7968
R2	0.8055	0.8055	0.7959
R1	0.7998	0.7998	0.7950	0.7979
PP	0.7959	0.7959	0.7959	0.7949
S1	0.7903	0.7903	0.7933	0.7883
S2	0.7864	0.7864	0.7924
S3	0.7768	0.7807	0.7915
S4	0.7673	0.7712	0.7889

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7973	0.7909	0.0064	0.8%	0.0039	0.5%	76%	True	False	27
10	0.8084	0.7909	0.0175	2.2%	0.0046	0.6%	28%	False	False	29
20	0.8084	0.7858	0.0227	2.8%	0.0045	0.6%	44%	False	False	64
40	0.8084	0.7791	0.0294	3.7%	0.0042	0.5%	57%	False	False	61

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8213
2.618	0.8120
1.618	0.8064
1.000	0.8029
0.618	0.8007
HIGH	0.7973
0.618	0.7951
0.500	0.7944
0.382	0.7938
LOW	0.7916
0.618	0.7881
1.000	0.7860
1.618	0.7825
2.618	0.7768
4.250	0.7676

Fisher Pivots for day following 31-Mar-2021
Pivot	1 day	3 day
R1	0.7953	0.7952
PP	0.7949	0.7946
S1	0.7944	0.7941

Download as Excel Spreadsheet

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

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