CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 07-Apr-2021

Day Change Summary
	Previous	Current
	06-Apr-2021	07-Apr-2021	Change	Change %	Previous Week
Open	0.7985	0.7956	-0.0030	-0.4%	0.7952
High	0.7990	0.7959	-0.0032	-0.4%	0.7975
Low	0.7948	0.7916	-0.0032	-0.4%	0.7908
Close	0.7951	0.7922	-0.0030	-0.4%	0.7970
Range	0.0043	0.0043	0.0001	1.2%	0.0067
ATR	0.0052	0.0051	-0.0001	-1.2%	0.0000
Volume	54,043	69,080	15,037	27.8%	254,767

Daily Pivots for day following 07-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8061	0.8034	0.7945
R3	0.8018	0.7991	0.7933
R2	0.7975	0.7975	0.7929
R1	0.7948	0.7948	0.7925	0.7940
PP	0.7932	0.7932	0.7932	0.7928
S1	0.7905	0.7905	0.7918	0.7897
S2	0.7889	0.7889	0.7914
S3	0.7846	0.7862	0.7910
S4	0.7803	0.7819	0.7898

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	0.7916	0.0084	1.1%	0.0048	0.6%	7%	False	True	62,262
10	0.8000	0.7908	0.0092	1.2%	0.0044	0.6%	15%	False	False	61,876
20	0.8088	0.7886	0.0203	2.6%	0.0051	0.6%	18%	False	False	70,014
40	0.8088	0.7835	0.0253	3.2%	0.0053	0.7%	34%	False	False	37,189
60	0.8088	0.7766	0.0323	4.1%	0.0054	0.7%	48%	False	False	24,870
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	54%	False	False	18,677
100	0.8088	0.7599	0.0490	6.2%	0.0050	0.6%	66%	False	False	14,968
120	0.8088	0.7476	0.0612	7.7%	0.0049	0.6%	73%	False	False	12,480

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	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8141
2.618	0.8071
1.618	0.8028
1.000	0.8002
0.618	0.7985
HIGH	0.7959
0.618	0.7942
0.500	0.7937
0.382	0.7932
LOW	0.7916
0.618	0.7889
1.000	0.7873
1.618	0.7846
2.618	0.7803
4.250	0.7733

Fisher Pivots for day following 07-Apr-2021
Pivot	1 day	3 day
R1	0.7937	0.7958
PP	0.7932	0.7946
S1	0.7927	0.7934

Download as Excel Spreadsheet

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

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