CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 08-Apr-2021

Day Change Summary
	Previous	Current
	07-Apr-2021	08-Apr-2021	Change	Change %	Previous Week
Open	0.7956	0.7930	-0.0026	-0.3%	0.7952
High	0.7959	0.7964	0.0006	0.1%	0.7975
Low	0.7916	0.7920	0.0005	0.1%	0.7908
Close	0.7922	0.7959	0.0037	0.5%	0.7970
Range	0.0043	0.0044	0.0001	2.3%	0.0067
ATR	0.0051	0.0051	-0.0001	-1.0%	0.0000
Volume	69,080	55,163	-13,917	-20.1%	254,767

Daily Pivots for day following 08-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8063	0.7983
R3	0.8036	0.8019	0.7971
R2	0.7992	0.7992	0.7967
R1	0.7975	0.7975	0.7963	0.7983
PP	0.7948	0.7948	0.7948	0.7952
S1	0.7931	0.7931	0.7954	0.7939
S2	0.7904	0.7904	0.7950
S3	0.7860	0.7887	0.7946
S4	0.7816	0.7843	0.7934

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%	0.0045	0.6%	51%	False	False	57,606
10	0.8000	0.7908	0.0092	1.1%	0.0044	0.6%	55%	False	False	61,071
20	0.8088	0.7908	0.0180	2.3%	0.0051	0.6%	28%	False	False	68,802
40	0.8088	0.7836	0.0252	3.2%	0.0053	0.7%	49%	False	False	38,563
60	0.8088	0.7766	0.0323	4.1%	0.0053	0.7%	60%	False	False	25,788
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	65%	False	False	19,365
100	0.8088	0.7599	0.0490	6.2%	0.0050	0.6%	74%	False	False	15,519
120	0.8088	0.7476	0.0612	7.7%	0.0049	0.6%	79%	False	False	12,940

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	0.0007
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8151
2.618	0.8079
1.618	0.8035
1.000	0.8008
0.618	0.7991
HIGH	0.7964
0.618	0.7947
0.500	0.7942
0.382	0.7937
LOW	0.7920
0.618	0.7893
1.000	0.7876
1.618	0.7849
2.618	0.7805
4.250	0.7733

Fisher Pivots for day following 08-Apr-2021
Pivot	1 day	3 day
R1	0.7953	0.7957
PP	0.7948	0.7955
S1	0.7942	0.7953

Download as Excel Spreadsheet

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

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