CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 31-Mar-2021

Day Change Summary
	Previous	Current
	30-Mar-2021	31-Mar-2021	Change	Change %	Previous Week
Open	0.7943	0.7922	-0.0021	-0.3%	0.7985
High	0.7950	0.7975	0.0026	0.3%	0.8019
Low	0.7908	0.7918	0.0010	0.1%	0.7918
Close	0.7917	0.7957	0.0040	0.5%	0.7942
Range	0.0042	0.0057	0.0016	37.3%	0.0101
ATR	0.0053	0.0053	0.0000	0.7%	0.0000
Volume	61,351	78,443	17,092	27.9%	324,611

Daily Pivots for day following 31-Mar-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8121	0.8096	0.7988
R3	0.8064	0.8039	0.7973
R2	0.8007	0.8007	0.7967
R1	0.7982	0.7982	0.7962	0.7995
PP	0.7950	0.7950	0.7950	0.7956
S1	0.7925	0.7925	0.7952	0.7938
S2	0.7893	0.7893	0.7947
S3	0.7836	0.7868	0.7941
S4	0.7779	0.7811	0.7926

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	0.7975	0.7908	0.0067	0.8%	0.0043	0.5%	73%	True	False	64,537
10	0.8088	0.7908	0.0180	2.3%	0.0051	0.6%	27%	False	False	68,887
20	0.8088	0.7852	0.0236	3.0%	0.0054	0.7%	44%	False	False	61,740
40	0.8088	0.7787	0.0301	3.8%	0.0052	0.7%	56%	False	False	31,386
60	0.8088	0.7766	0.0323	4.1%	0.0055	0.7%	59%	False	False	20,998
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	64%	False	False	15,779
100	0.8088	0.7599	0.0490	6.2%	0.0050	0.6%	73%	False	False	12,641

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8217
2.618	0.8124
1.618	0.8067
1.000	0.8032
0.618	0.8010
HIGH	0.7975
0.618	0.7953
0.500	0.7947
0.382	0.7940
LOW	0.7918
0.618	0.7883
1.000	0.7861
1.618	0.7826
2.618	0.7769
4.250	0.7676

Fisher Pivots for day following 31-Mar-2021
Pivot	1 day	3 day
R1	0.7954	0.7952
PP	0.7950	0.7947
S1	0.7947	0.7942

Download as Excel Spreadsheet

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

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