CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 29-Mar-2021

Day Change Summary
	Previous	Current
	26-Mar-2021	29-Mar-2021	Change	Change %	Previous Week
Open	0.7932	0.7952	0.0020	0.3%	0.7985
High	0.7962	0.7954	-0.0009	-0.1%	0.8019
Low	0.7931	0.7920	-0.0011	-0.1%	0.7918
Close	0.7942	0.7940	-0.0002	0.0%	0.7942
Range	0.0032	0.0034	0.0003	7.9%	0.0101
ATR	0.0055	0.0053	-0.0001	-2.7%	0.0000
Volume	53,307	50,866	-2,441	-4.6%	324,611

Daily Pivots for day following 29-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.8024	0.7958
R3	0.8006	0.7990	0.7949
R2	0.7972	0.7972	0.7946
R1	0.7956	0.7956	0.7943	0.7947
PP	0.7938	0.7938	0.7938	0.7933
S1	0.7922	0.7922	0.7936	0.7913
S2	0.7904	0.7904	0.7933
S3	0.7870	0.7888	0.7930
S4	0.7836	0.7854	0.7921

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	0.7990	0.7918	0.0072	0.9%	0.0042	0.5%	30%	False	False	64,543
10	0.8088	0.7918	0.0170	2.1%	0.0051	0.6%	13%	False	False	68,212
20	0.8088	0.7852	0.0236	3.0%	0.0054	0.7%	37%	False	False	54,946
40	0.8088	0.7772	0.0317	4.0%	0.0052	0.7%	53%	False	False	27,904
60	0.8088	0.7766	0.0323	4.1%	0.0055	0.7%	54%	False	False	18,671
80	0.8088	0.7722	0.0367	4.6%	0.0052	0.7%	59%	False	False	14,034
100	0.8088	0.7528	0.0561	7.1%	0.0050	0.6%	74%	False	False	11,244

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8098
2.618	0.8043
1.618	0.8009
1.000	0.7988
0.618	0.7975
HIGH	0.7954
0.618	0.7941
0.500	0.7937
0.382	0.7932
LOW	0.7920
0.618	0.7898
1.000	0.7886
1.618	0.7864
2.618	0.7830
4.250	0.7775

Fisher Pivots for day following 29-Mar-2021
Pivot	1 day	3 day
R1	0.7939	0.7945
PP	0.7938	0.7943
S1	0.7937	0.7941

Download as Excel Spreadsheet

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

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