CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 06-Apr-2021

Day Change Summary
	Previous	Current
	05-Apr-2021	06-Apr-2021	Change	Change %	Previous Week
Open	0.7945	0.7985	0.0040	0.5%	0.7952
High	0.8000	0.7990	-0.0010	-0.1%	0.7975
Low	0.7941	0.7948	0.0007	0.1%	0.7908
Close	0.7985	0.7951	-0.0034	-0.4%	0.7970
Range	0.0059	0.0043	-0.0017	-28.0%	0.0067
ATR	0.0052	0.0052	-0.0001	-1.3%	0.0000
Volume	45,641	54,043	8,402	18.4%	254,767

Daily Pivots for day following 06-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8090	0.8063	0.7974
R3	0.8048	0.8021	0.7963
R2	0.8005	0.8005	0.7959
R1	0.7978	0.7978	0.7955	0.7971
PP	0.7963	0.7963	0.7963	0.7959
S1	0.7936	0.7936	0.7947	0.7928
S2	0.7920	0.7920	0.7943
S3	0.7878	0.7893	0.7939
S4	0.7835	0.7851	0.7928

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	1.2%	0.0047	0.6%	47%	False	False	60,717
10	0.8000	0.7908	0.0092	1.2%	0.0045	0.6%	47%	False	False	62,630
20	0.8088	0.7885	0.0204	2.6%	0.0052	0.7%	33%	False	False	68,377
40	0.8088	0.7825	0.0263	3.3%	0.0053	0.7%	48%	False	False	35,466
60	0.8088	0.7766	0.0323	4.1%	0.0054	0.7%	58%	False	False	23,721
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	62%	False	False	17,816
100	0.8088	0.7599	0.0490	6.2%	0.0050	0.6%	72%	False	False	14,278

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8171
2.618	0.8101
1.618	0.8059
1.000	0.8033
0.618	0.8016
HIGH	0.7990
0.618	0.7974
0.500	0.7969
0.382	0.7964
LOW	0.7948
0.618	0.7921
1.000	0.7905
1.618	0.7879
2.618	0.7836
4.250	0.7767

Fisher Pivots for day following 06-Apr-2021
Pivot	1 day	3 day
R1	0.7969	0.7968
PP	0.7963	0.7962
S1	0.7957	0.7957

Download as Excel Spreadsheet

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

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