This script was designed to make the conversion in price of the currency pair BRL/USD traded at CME to the currency pair USD/BRL traded at B3.
Use this indicator with CME's 6L series chart.
This indicator gives you 3 values:
1. The Max Price of the candle;
2. The Min Price of the candle;
3. The 21 days simple volatility of the USD/BRL traded at B3 (you choose the mini or the full series).
MAKE SURE TO USE THIS INDICATOR WITH THE 1 MINUTE TIMEFRAME.