CME Canadian Dollar Future June 2021

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

Day Change Summary
	Previous	Current
	24-Mar-2021	25-Mar-2021	Change	Change %	Previous Week
Open	0.7947	0.7951	0.0004	0.1%	0.8017
High	0.7974	0.7971	-0.0003	0.0%	0.8088
Low	0.7932	0.7918	-0.0014	-0.2%	0.7971
Close	0.7960	0.7928	-0.0032	-0.4%	0.8004
Range	0.0042	0.0053	0.0011	26.2%	0.0118
ATR	0.0057	0.0057	0.0000	-0.5%	0.0000
Volume	63,210	78,718	15,508	24.5%	372,769

Daily Pivots for day following 25-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8098	0.8066	0.7957
R3	0.8045	0.8013	0.7943
R2	0.7992	0.7992	0.7938
R1	0.7960	0.7960	0.7933	0.7950
PP	0.7939	0.7939	0.7939	0.7934
S1	0.7907	0.7907	0.7923	0.7897
S2	0.7886	0.7886	0.7918
S3	0.7833	0.7854	0.7913
S4	0.7780	0.7801	0.7899

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	0.8025	0.7918	0.0107	1.3%	0.0049	0.6%	9%	False	True	69,113
10	0.8088	0.7918	0.0170	2.1%	0.0057	0.7%	6%	False	True	74,595
20	0.8088	0.7842	0.0246	3.1%	0.0059	0.7%	35%	False	False	50,035
40	0.8088	0.7766	0.0323	4.1%	0.0054	0.7%	50%	False	False	25,310
60	0.8088	0.7766	0.0323	4.1%	0.0056	0.7%	50%	False	False	16,938
80	0.8088	0.7697	0.0392	4.9%	0.0053	0.7%	59%	False	False	12,734
100	0.8088	0.7490	0.0599	7.5%	0.0051	0.6%	73%	False	False	10,203

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8196
2.618	0.8110
1.618	0.8057
1.000	0.8024
0.618	0.8004
HIGH	0.7971
0.618	0.7951
0.500	0.7945
0.382	0.7938
LOW	0.7918
0.618	0.7885
1.000	0.7865
1.618	0.7832
2.618	0.7779
4.250	0.7693

Fisher Pivots for day following 25-Mar-2021
Pivot	1 day	3 day
R1	0.7945	0.7954
PP	0.7939	0.7945
S1	0.7934	0.7937

Download as Excel Spreadsheet

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

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