CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 05-Apr-2021

Day Change Summary
	Previous	Current
	01-Apr-2021	05-Apr-2021	Change	Change %	Previous Week
Open	0.7960	0.7945	-0.0015	-0.2%	0.7952
High	0.7973	0.8000	0.0027	0.3%	0.7975
Low	0.7936	0.7941	0.0005	0.1%	0.7908
Close	0.7970	0.7985	0.0015	0.2%	0.7970
Range	0.0037	0.0059	0.0022	59.5%	0.0067
ATR	0.0052	0.0052	0.0001	1.0%	0.0000
Volume	64,107	45,641	-18,466	-28.8%	254,767

Daily Pivots for day following 05-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8152	0.8128	0.8017
R3	0.8093	0.8069	0.8001
R2	0.8034	0.8034	0.7996
R1	0.8010	0.8010	0.7990	0.8022
PP	0.7975	0.7975	0.7975	0.7981
S1	0.7951	0.7951	0.7980	0.7963
S2	0.7916	0.7916	0.7974
S3	0.7857	0.7892	0.7969
S4	0.7798	0.7833	0.7953

Weekly Pivots for week ending 02-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8152	0.8128	0.8007
R3	0.8085	0.8061	0.7988
R2	0.8018	0.8018	0.7982
R1	0.7994	0.7994	0.7976	0.8006
PP	0.7951	0.7951	0.7951	0.7957
S1	0.7927	0.7927	0.7964	0.7939
S2	0.7884	0.7884	0.7958
S3	0.7817	0.7860	0.7952
S4	0.7750	0.7793	0.7933

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8000	0.7908	0.0092	1.1%	0.0046	0.6%	84%	True	False	60,081
10	0.8019	0.7908	0.0111	1.4%	0.0045	0.6%	70%	False	False	62,501
20	0.8088	0.7875	0.0213	2.7%	0.0052	0.7%	52%	False	False	66,634
40	0.8088	0.7795	0.0294	3.7%	0.0053	0.7%	65%	False	False	34,124
60	0.8088	0.7766	0.0323	4.0%	0.0054	0.7%	68%	False	False	22,823
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	72%	False	False	17,146
100	0.8088	0.7599	0.0490	6.1%	0.0050	0.6%	79%	False	False	13,738

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	0.0008
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8250
2.618	0.8154
1.618	0.8095
1.000	0.8059
0.618	0.8036
HIGH	0.8000
0.618	0.7977
0.500	0.7970
0.382	0.7963
LOW	0.7941
0.618	0.7904
1.000	0.7882
1.618	0.7845
2.618	0.7786
4.250	0.7690

Fisher Pivots for day following 05-Apr-2021
Pivot	1 day	3 day
R1	0.7980	0.7976
PP	0.7975	0.7968
S1	0.7970	0.7959

Download as Excel Spreadsheet

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

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