CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 09-Apr-2021

Day Change Summary
	Previous	Current
	08-Apr-2021	09-Apr-2021	Change	Change %	Previous Week
Open	0.7930	0.7961	0.0031	0.4%	0.7945
High	0.7964	0.7985	0.0021	0.3%	0.8000
Low	0.7920	0.7930	0.0010	0.1%	0.7916
Close	0.7959	0.7984	0.0025	0.3%	0.7984
Range	0.0044	0.0055	0.0011	23.9%	0.0084
ATR	0.0051	0.0051	0.0000	0.6%	0.0000
Volume	55,163	65,815	10,652	19.3%	289,742

Daily Pivots for day following 09-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8130	0.8111	0.8013
R3	0.8075	0.8057	0.7998
R2	0.8021	0.8021	0.7993
R1	0.8002	0.8002	0.7988	0.8011
PP	0.7966	0.7966	0.7966	0.7971
S1	0.7948	0.7948	0.7979	0.7957
S2	0.7912	0.7912	0.7974
S3	0.7857	0.7893	0.7969
S4	0.7803	0.7839	0.7954

Weekly Pivots for week ending 09-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8218	0.8185	0.8030
R3	0.8134	0.8101	0.8007
R2	0.8050	0.8050	0.7999
R1	0.8017	0.8017	0.7991	0.8034
PP	0.7966	0.7966	0.7966	0.7975
S1	0.7933	0.7933	0.7976	0.7950
S2	0.7882	0.7882	0.7968
S3	0.7798	0.7849	0.7960
S4	0.7714	0.7765	0.7937

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%	0.0049	0.6%	81%	False	False	57,948
10	0.8000	0.7908	0.0092	1.1%	0.0044	0.6%	83%	False	False	59,781
20	0.8088	0.7908	0.0180	2.3%	0.0051	0.6%	42%	False	False	67,188
40	0.8088	0.7836	0.0252	3.2%	0.0054	0.7%	59%	False	False	40,205
60	0.8088	0.7766	0.0323	4.0%	0.0053	0.7%	68%	False	False	26,883
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	71%	False	False	20,186
100	0.8088	0.7599	0.0490	6.1%	0.0050	0.6%	79%	False	False	16,172
120	0.8088	0.7476	0.0612	7.7%	0.0049	0.6%	83%	False	False	13,488

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8216
2.618	0.8127
1.618	0.8073
1.000	0.8039
0.618	0.8018
HIGH	0.7985
0.618	0.7964
0.500	0.7957
0.382	0.7951
LOW	0.7930
0.618	0.7896
1.000	0.7876
1.618	0.7842
2.618	0.7787
4.250	0.7698

Fisher Pivots for day following 09-Apr-2021
Pivot	1 day	3 day
R1	0.7975	0.7972
PP	0.7966	0.7961
S1	0.7957	0.7950

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols