CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 17-Feb-2021

Day Change Summary
	Previous	Current
	16-Feb-2021	17-Feb-2021	Change	Change %	Previous Week
Open	0.7882	0.7874	-0.0008	-0.1%	0.7840
High	0.7930	0.7882	-0.0049	-0.6%	0.7899
Low	0.7873	0.7846	-0.0027	-0.3%	0.7825
Close	0.7888	0.7875	-0.0013	-0.2%	0.7872
Range	0.0058	0.0036	-0.0022	-38.3%	0.0074
ATR	0.0050	0.0049	-0.0001	-1.1%	0.0000
Volume	680	282	-398	-58.5%	771

Daily Pivots for day following 17-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7974	0.7960	0.7895
R3	0.7939	0.7925	0.7885
R2	0.7903	0.7903	0.7882
R1	0.7889	0.7889	0.7878	0.7896
PP	0.7868	0.7868	0.7868	0.7871
S1	0.7854	0.7854	0.7872	0.7861
S2	0.7832	0.7832	0.7868
S3	0.7797	0.7818	0.7865
S4	0.7761	0.7783	0.7855

Weekly Pivots for week ending 12-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8086	0.8052	0.7912
R3	0.8012	0.7979	0.7892
R2	0.7939	0.7939	0.7885
R1	0.7905	0.7905	0.7878	0.7922
PP	0.7865	0.7865	0.7865	0.7873
S1	0.7832	0.7832	0.7865	0.7848
S2	0.7792	0.7792	0.7858
S3	0.7718	0.7758	0.7851
S4	0.7645	0.7685	0.7831

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7930	0.7836	0.0094	1.2%	0.0040	0.5%	41%	False	False	273
10	0.7930	0.7787	0.0143	1.8%	0.0039	0.5%	62%	False	False	231
20	0.7945	0.7766	0.0180	2.3%	0.0050	0.6%	61%	False	False	251
40	0.7945	0.7723	0.0222	2.8%	0.0052	0.7%	68%	False	False	191
60	0.7945	0.7626	0.0320	4.1%	0.0048	0.6%	78%	False	False	167
80	0.7945	0.7476	0.0469	6.0%	0.0047	0.6%	85%	False	False	143

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8032
2.618	0.7974
1.618	0.7939
1.000	0.7917
0.618	0.7903
HIGH	0.7882
0.618	0.7868
0.500	0.7864
0.382	0.7860
LOW	0.7846
0.618	0.7824
1.000	0.7811
1.618	0.7789
2.618	0.7753
4.250	0.7695

Fisher Pivots for day following 17-Feb-2021
Pivot	1 day	3 day
R1	0.7871	0.7883
PP	0.7868	0.7880
S1	0.7864	0.7878

Download as Excel Spreadsheet

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

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