CME Canadian Dollar Future June 2021

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

Day Change Summary
	Previous	Current
	25-Feb-2021	26-Feb-2021	Change	Change %	Previous Week
Open	0.7991	0.7934	-0.0057	-0.7%	0.7931
High	0.8021	0.7944	-0.0078	-1.0%	0.8021
Low	0.7928	0.7842	-0.0086	-1.1%	0.7842
Close	0.7951	0.7870	-0.0082	-1.0%	0.7870
Range	0.0094	0.0102	0.0008	8.6%	0.0179
ATR	0.0053	0.0057	0.0004	7.5%	0.0000
Volume	2,544	3,276	732	28.8%	11,240

Daily Pivots for day following 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8190	0.8131	0.7925
R3	0.8088	0.8030	0.7897
R2	0.7987	0.7987	0.7888
R1	0.7928	0.7928	0.7879	0.7907
PP	0.7885	0.7885	0.7885	0.7874
S1	0.7827	0.7827	0.7860	0.7805
S2	0.7784	0.7784	0.7851
S3	0.7682	0.7725	0.7842
S4	0.7581	0.7624	0.7814

Weekly Pivots for week ending 26-Feb-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8448	0.8338	0.7968
R3	0.8269	0.8159	0.7919
R2	0.8090	0.8090	0.7902
R1	0.7980	0.7980	0.7886	0.7945
PP	0.7911	0.7911	0.7911	0.7894
S1	0.7801	0.7801	0.7853	0.7766
S2	0.7732	0.7732	0.7837
S3	0.7553	0.7622	0.7820
S4	0.7374	0.7443	0.7771

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8021	0.7842	0.0179	2.3%	0.0068	0.9%	15%	False	True	2,248
10	0.8021	0.7836	0.0185	2.4%	0.0060	0.8%	18%	False	False	1,287
20	0.8021	0.7769	0.0252	3.2%	0.0052	0.7%	40%	False	False	738
40	0.8021	0.7766	0.0256	3.2%	0.0055	0.7%	41%	False	False	468
60	0.8021	0.7701	0.0320	4.1%	0.0051	0.7%	53%	False	False	353
80	0.8021	0.7490	0.0532	6.8%	0.0050	0.6%	71%	False	False	286

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 77 trading days

Fibonacci Retracements and Extensions
4.250	0.8375
2.618	0.8209
1.618	0.8108
1.000	0.8045
0.618	0.8006
HIGH	0.7944
0.618	0.7905
0.500	0.7893
0.382	0.7881
LOW	0.7842
0.618	0.7779
1.000	0.7741
1.618	0.7678
2.618	0.7576
4.250	0.7411

Fisher Pivots for day following 26-Feb-2021
Pivot	1 day	3 day
R1	0.7893	0.7932
PP	0.7885	0.7911
S1	0.7877	0.7890

Download as Excel Spreadsheet

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

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