CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 25-Feb-2021

Day Change Summary
	Previous	Current
	24-Feb-2021	25-Feb-2021	Change	Change %	Previous Week
Open	0.7944	0.7991	0.0047	0.6%	0.7882
High	0.7998	0.8021	0.0024	0.3%	0.7940
Low	0.7938	0.7928	-0.0011	-0.1%	0.7846
Close	0.7982	0.7951	-0.0031	-0.4%	0.7923
Range	0.0060	0.0094	0.0034	57.1%	0.0094
ATR	0.0050	0.0053	0.0003	6.2%	0.0000
Volume	1,627	2,544	917	56.4%	1,460

Daily Pivots for day following 25-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8247	0.8193	0.8002
R3	0.8154	0.8099	0.7977
R2	0.8060	0.8060	0.7968
R1	0.8006	0.8006	0.7960	0.7986
PP	0.7967	0.7967	0.7967	0.7957
S1	0.7912	0.7912	0.7942	0.7893
S2	0.7873	0.7873	0.7934
S3	0.7780	0.7819	0.7925
S4	0.7686	0.7725	0.7900

Weekly Pivots for week ending 19-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8183	0.8147	0.7974
R3	0.8090	0.8053	0.7949
R2	0.7996	0.7996	0.7940
R1	0.7960	0.7960	0.7932	0.7978
PP	0.7903	0.7903	0.7903	0.7912
S1	0.7866	0.7866	0.7914	0.7885
S2	0.7809	0.7809	0.7906
S3	0.7716	0.7773	0.7897
S4	0.7622	0.7679	0.7872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8021	0.7866	0.0155	1.9%	0.0063	0.8%	55%	True	False	1,656
10	0.8021	0.7836	0.0185	2.3%	0.0053	0.7%	62%	True	False	971
20	0.8021	0.7766	0.0256	3.2%	0.0050	0.6%	73%	True	False	586
40	0.8021	0.7766	0.0256	3.2%	0.0054	0.7%	73%	True	False	390
60	0.8021	0.7697	0.0325	4.1%	0.0051	0.6%	78%	True	False	300
80	0.8021	0.7490	0.0532	6.7%	0.0049	0.6%	87%	True	False	246

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	0.8418
2.618	0.8266
1.618	0.8172
1.000	0.8115
0.618	0.8079
HIGH	0.8021
0.618	0.7985
0.500	0.7974
0.382	0.7963
LOW	0.7928
0.618	0.7870
1.000	0.7834
1.618	0.7776
2.618	0.7683
4.250	0.7530

Fisher Pivots for day following 25-Feb-2021
Pivot	1 day	3 day
R1	0.7974	0.7964
PP	0.7967	0.7960
S1	0.7959	0.7955

Download as Excel Spreadsheet

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

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