CME Canadian Dollar Future June 2021

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

Day Change Summary
	Previous	Current
	25-Mar-2021	26-Mar-2021	Change	Change %	Previous Week
Open	0.7951	0.7932	-0.0020	-0.2%	0.7985
High	0.7971	0.7962	-0.0009	-0.1%	0.8019
Low	0.7918	0.7931	0.0013	0.2%	0.7918
Close	0.7928	0.7942	0.0014	0.2%	0.7942
Range	0.0053	0.0032	-0.0022	-40.6%	0.0101
ATR	0.0057	0.0055	-0.0002	-2.8%	0.0000
Volume	78,718	53,307	-25,411	-32.3%	324,611

Daily Pivots for day following 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8039	0.8022	0.7959
R3	0.8008	0.7990	0.7950
R2	0.7976	0.7976	0.7947
R1	0.7959	0.7959	0.7944	0.7968
PP	0.7945	0.7945	0.7945	0.7949
S1	0.7927	0.7927	0.7939	0.7936
S2	0.7913	0.7913	0.7936
S3	0.7882	0.7896	0.7933
S4	0.7850	0.7864	0.7924

Weekly Pivots for week ending 26-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8261	0.8202	0.7997
R3	0.8160	0.8101	0.7969
R2	0.8060	0.8060	0.7960
R1	0.8001	0.8001	0.7951	0.7980
PP	0.7959	0.7959	0.7959	0.7949
S1	0.7900	0.7900	0.7932	0.7880
S2	0.7859	0.7859	0.7923
S3	0.7758	0.7800	0.7914
S4	0.7658	0.7699	0.7886

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8019	0.7918	0.0101	1.3%	0.0044	0.6%	23%	False	False	64,922
10	0.8088	0.7918	0.0170	2.1%	0.0053	0.7%	14%	False	False	69,738
20	0.8088	0.7851	0.0238	3.0%	0.0055	0.7%	38%	False	False	52,536
40	0.8088	0.7769	0.0319	4.0%	0.0054	0.7%	54%	False	False	26,637
60	0.8088	0.7766	0.0323	4.1%	0.0055	0.7%	55%	False	False	17,824
80	0.8088	0.7701	0.0387	4.9%	0.0052	0.7%	62%	False	False	13,399
100	0.8088	0.7490	0.0599	7.5%	0.0051	0.6%	76%	False	False	10,736

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.8096
2.618	0.8044
1.618	0.8013
1.000	0.7994
0.618	0.7981
HIGH	0.7962
0.618	0.7950
0.500	0.7946
0.382	0.7943
LOW	0.7931
0.618	0.7911
1.000	0.7899
1.618	0.7880
2.618	0.7848
4.250	0.7797

Fisher Pivots for day following 26-Mar-2021
Pivot	1 day	3 day
R1	0.7946	0.7946
PP	0.7945	0.7944
S1	0.7943	0.7943

Download as Excel Spreadsheet

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

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