CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 02-Feb-2021

Day Change Summary
	Previous	Current
	01-Feb-2021	02-Feb-2021	Change	Change %	Previous Week
Open	0.7808	0.7797	-0.0011	-0.1%	0.7861
High	0.7837	0.7825	-0.0012	-0.1%	0.7885
Low	0.7776	0.7772	-0.0005	-0.1%	0.7766
Close	0.7788	0.7811	0.0023	0.3%	0.7813
Range	0.0061	0.0054	-0.0007	-11.6%	0.0119
ATR	0.0059	0.0059	0.0000	-0.7%	0.0000
Volume	110	440	330	300.0%	1,057

Daily Pivots for day following 02-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7963	0.7941	0.7840
R3	0.7910	0.7887	0.7826
R2	0.7856	0.7856	0.7821
R1	0.7834	0.7834	0.7816	0.7845
PP	0.7803	0.7803	0.7803	0.7808
S1	0.7780	0.7780	0.7806	0.7791
S2	0.7749	0.7749	0.7801
S3	0.7696	0.7727	0.7796
S4	0.7642	0.7673	0.7782

Weekly Pivots for week ending 29-Jan-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8114	0.7878
R3	0.8059	0.7995	0.7845
R2	0.7940	0.7940	0.7834
R1	0.7876	0.7876	0.7823	0.7849
PP	0.7821	0.7821	0.7821	0.7807
S1	0.7757	0.7757	0.7802	0.7730
S2	0.7702	0.7702	0.7791
S3	0.7583	0.7638	0.7780
S4	0.7464	0.7519	0.7747

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7885	0.7766	0.0119	1.5%	0.0067	0.9%	38%	False	False	249
10	0.7945	0.7766	0.0180	2.3%	0.0062	0.8%	25%	False	False	271
20	0.7945	0.7766	0.0180	2.3%	0.0061	0.8%	25%	False	False	222
40	0.7945	0.7723	0.0222	2.8%	0.0053	0.7%	40%	False	False	172
60	0.7945	0.7599	0.0347	4.4%	0.0048	0.6%	61%	False	False	145

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0018
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8052
2.618	0.7965
1.618	0.7912
1.000	0.7879
0.618	0.7858
HIGH	0.7825
0.618	0.7805
0.500	0.7798
0.382	0.7792
LOW	0.7772
0.618	0.7738
1.000	0.7718
1.618	0.7685
2.618	0.7631
4.250	0.7544

Fisher Pivots for day following 02-Feb-2021
Pivot	1 day	3 day
R1	0.7807	0.7811
PP	0.7803	0.7810
S1	0.7798	0.7810

Download as Excel Spreadsheet

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

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