CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 30-Mar-2021

Day Change Summary
	Previous	Current
	29-Mar-2021	30-Mar-2021	Change	Change %	Previous Week
Open	0.7952	0.7943	-0.0009	-0.1%	0.7985
High	0.7954	0.7950	-0.0004	-0.1%	0.8019
Low	0.7920	0.7908	-0.0012	-0.1%	0.7918
Close	0.7940	0.7917	-0.0023	-0.3%	0.7942
Range	0.0034	0.0042	0.0008	22.1%	0.0101
ATR	0.0053	0.0053	-0.0001	-1.6%	0.0000
Volume	50,866	61,351	10,485	20.6%	324,611

Daily Pivots for day following 30-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8049	0.8025	0.7940
R3	0.8008	0.7983	0.7928
R2	0.7966	0.7966	0.7925
R1	0.7942	0.7942	0.7921	0.7933
PP	0.7925	0.7925	0.7925	0.7921
S1	0.7900	0.7900	0.7913	0.7892
S2	0.7883	0.7883	0.7909
S3	0.7842	0.7859	0.7906
S4	0.7800	0.7817	0.7894

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	0.7974	0.7908	0.0066	0.8%	0.0040	0.5%	14%	False	True	61,490
10	0.8088	0.7908	0.0180	2.3%	0.0051	0.6%	5%	False	True	68,804
20	0.8088	0.7852	0.0236	3.0%	0.0053	0.7%	28%	False	False	57,907
40	0.8088	0.7772	0.0317	4.0%	0.0052	0.7%	46%	False	False	29,435
60	0.8088	0.7766	0.0323	4.1%	0.0055	0.7%	47%	False	False	19,693
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	53%	False	False	14,801
100	0.8088	0.7528	0.0561	7.1%	0.0050	0.6%	69%	False	False	11,857

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8126
2.618	0.8058
1.618	0.8017
1.000	0.7991
0.618	0.7975
HIGH	0.7950
0.618	0.7934
0.500	0.7929
0.382	0.7924
LOW	0.7908
0.618	0.7882
1.000	0.7867
1.618	0.7841
2.618	0.7799
4.250	0.7732

Fisher Pivots for day following 30-Mar-2021
Pivot	1 day	3 day
R1	0.7929	0.7935
PP	0.7925	0.7929
S1	0.7921	0.7923

Download as Excel Spreadsheet

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

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