CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 23-Mar-2021

Day Change Summary
	Previous	Current
	22-Mar-2021	23-Mar-2021	Change	Change %	Previous Week
Open	0.7985	0.7987	0.0002	0.0%	0.8017
High	0.8019	0.7990	-0.0029	-0.4%	0.8088
Low	0.7975	0.7941	-0.0034	-0.4%	0.7971
Close	0.7996	0.7957	-0.0039	-0.5%	0.8004
Range	0.0044	0.0049	0.0005	11.4%	0.0118
ATR	0.0058	0.0058	0.0000	-0.5%	0.0000
Volume	52,761	76,615	23,854	45.2%	372,769

Daily Pivots for day following 23-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8110	0.8082	0.7983
R3	0.8061	0.8033	0.7970
R2	0.8012	0.8012	0.7965
R1	0.7984	0.7984	0.7961	0.7973
PP	0.7963	0.7963	0.7963	0.7957
S1	0.7935	0.7935	0.7952	0.7924
S2	0.7914	0.7914	0.7948
S3	0.7865	0.7886	0.7943
S4	0.7816	0.7837	0.7930

Weekly Pivots for week ending 19-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8373	0.8306	0.8069
R3	0.8256	0.8189	0.8036
R2	0.8138	0.8138	0.8026
R1	0.8071	0.8071	0.8015	0.8046
PP	0.8021	0.8021	0.8021	0.8008
S1	0.7954	0.7954	0.7993	0.7929
S2	0.7903	0.7903	0.7982
S3	0.7786	0.7836	0.7972
S4	0.7668	0.7719	0.7939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8088	0.7941	0.0147	1.8%	0.0063	0.8%	11%	False	True	76,118
10	0.8088	0.7886	0.0203	2.5%	0.0058	0.7%	35%	False	False	78,152
20	0.8088	0.7842	0.0246	3.1%	0.0062	0.8%	47%	False	False	43,147
40	0.8088	0.7766	0.0323	4.1%	0.0055	0.7%	59%	False	False	21,773
60	0.8088	0.7766	0.0323	4.1%	0.0055	0.7%	59%	False	False	14,574
80	0.8088	0.7680	0.0408	5.1%	0.0052	0.7%	68%	False	False	10,964
100	0.8088	0.7476	0.0612	7.7%	0.0051	0.6%	79%	False	False	8,785

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	0.0017
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8198
2.618	0.8118
1.618	0.8069
1.000	0.8039
0.618	0.8020
HIGH	0.7990
0.618	0.7971
0.500	0.7966
0.382	0.7960
LOW	0.7941
0.618	0.7911
1.000	0.7892
1.618	0.7862
2.618	0.7813
4.250	0.7733

Fisher Pivots for day following 23-Mar-2021
Pivot	1 day	3 day
R1	0.7966	0.7983
PP	0.7963	0.7974
S1	0.7960	0.7965

Download as Excel Spreadsheet

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

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