CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 26-Apr-2021

Day Change Summary
	Previous	Current
	23-Apr-2021	26-Apr-2021	Change	Change %	Previous Week
Open	0.8010	0.8025	0.0016	0.2%	0.7986
High	0.8026	0.8076	0.0050	0.6%	0.8027
Low	0.7996	0.8009	0.0013	0.2%	0.7905
Close	0.8018	0.8067	0.0049	0.6%	0.8018
Range	0.0030	0.0068	0.0038	125.0%	0.0122
ATR	0.0053	0.0054	0.0001	2.0%	0.0000
Volume	65	367	302	464.6%	1,180

Daily Pivots for day following 26-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8253	0.8227	0.8104
R3	0.8185	0.8160	0.8085
R2	0.8118	0.8118	0.8079
R1	0.8092	0.8092	0.8073	0.8105
PP	0.8050	0.8050	0.8050	0.8057
S1	0.8025	0.8025	0.8060	0.8038
S2	0.7983	0.7983	0.8054
S3	0.7915	0.7957	0.8048
S4	0.7848	0.7890	0.8029

Weekly Pivots for week ending 23-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8349	0.8306	0.8085
R3	0.8227	0.8184	0.8052
R2	0.8105	0.8105	0.8040
R1	0.8062	0.8062	0.8029	0.8083
PP	0.7983	0.7983	0.7983	0.7994
S1	0.7940	0.7940	0.8007	0.7961
S2	0.7861	0.7861	0.7996
S3	0.7739	0.7818	0.7984
S4	0.7617	0.7696	0.7951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8076	0.7905	0.0172	2.1%	0.0070	0.9%	94%	True	False	250
10	0.8076	0.7905	0.0172	2.1%	0.0059	0.7%	94%	True	False	184
20	0.8076	0.7905	0.0172	2.1%	0.0051	0.6%	94%	True	False	126
40	0.8087	0.7853	0.0234	2.9%	0.0051	0.6%	91%	False	False	102
60	0.8087	0.7771	0.0316	3.9%	0.0049	0.6%	94%	False	False	79
80	0.8087	0.7767	0.0320	4.0%	0.0049	0.6%	94%	False	False	68
100	0.8087	0.7704	0.0383	4.7%	0.0045	0.6%	95%	False	False	58

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8363
2.618	0.8253
1.618	0.8185
1.000	0.8144
0.618	0.8118
HIGH	0.8076
0.618	0.8050
0.500	0.8042
0.382	0.8034
LOW	0.8009
0.618	0.7967
1.000	0.7941
1.618	0.7899
2.618	0.7832
4.250	0.7722

Fisher Pivots for day following 26-Apr-2021
Pivot	1 day	3 day
R1	0.8058	0.8054
PP	0.8050	0.8041
S1	0.8042	0.8028

Download as Excel Spreadsheet

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

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