CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 01-Apr-2021

Day Change Summary
	Previous	Current
	31-Mar-2021	01-Apr-2021	Change	Change %	Previous Week
Open	0.7922	0.7960	0.0038	0.5%	0.7985
High	0.7975	0.7973	-0.0002	0.0%	0.8019
Low	0.7918	0.7936	0.0018	0.2%	0.7918
Close	0.7957	0.7970	0.0013	0.2%	0.7942
Range	0.0057	0.0037	-0.0020	-35.1%	0.0101
ATR	0.0053	0.0052	-0.0001	-2.2%	0.0000
Volume	78,443	64,107	-14,336	-18.3%	324,611

Daily Pivots for day following 01-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8071	0.8057	0.7990
R3	0.8034	0.8020	0.7980
R2	0.7997	0.7997	0.7977
R1	0.7983	0.7983	0.7973	0.7990
PP	0.7960	0.7960	0.7960	0.7963
S1	0.7946	0.7946	0.7967	0.7953
S2	0.7923	0.7923	0.7963
S3	0.7886	0.7909	0.7960
S4	0.7849	0.7872	0.7950

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%	0.0040	0.5%	93%	False	False	61,614
10	0.8025	0.7908	0.0117	1.5%	0.0044	0.6%	53%	False	False	65,364
20	0.8088	0.7852	0.0236	3.0%	0.0052	0.7%	50%	False	False	64,802
40	0.8088	0.7787	0.0301	3.8%	0.0052	0.7%	61%	False	False	32,984
60	0.8088	0.7766	0.0323	4.0%	0.0054	0.7%	63%	False	False	22,064
80	0.8088	0.7723	0.0365	4.6%	0.0052	0.7%	68%	False	False	16,578
100	0.8088	0.7599	0.0490	6.1%	0.0049	0.6%	76%	False	False	13,282

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8130
2.618	0.8070
1.618	0.8033
1.000	0.8010
0.618	0.7996
HIGH	0.7973
0.618	0.7959
0.500	0.7955
0.382	0.7950
LOW	0.7936
0.618	0.7913
1.000	0.7899
1.618	0.7876
2.618	0.7839
4.250	0.7779

Fisher Pivots for day following 01-Apr-2021
Pivot	1 day	3 day
R1	0.7965	0.7961
PP	0.7960	0.7951
S1	0.7955	0.7942

Download as Excel Spreadsheet

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

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