CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 12-Apr-2021

Day Change Summary
	Previous	Current
	09-Apr-2021	12-Apr-2021	Change	Change %	Previous Week
Open	0.7961	0.7981	0.0021	0.3%	0.7945
High	0.7985	0.7983	-0.0002	0.0%	0.8000
Low	0.7930	0.7954	0.0024	0.3%	0.7916
Close	0.7984	0.7961	-0.0023	-0.3%	0.7984
Range	0.0055	0.0030	-0.0025	-45.9%	0.0084
ATR	0.0051	0.0049	-0.0001	-2.9%	0.0000
Volume	65,815	53,179	-12,636	-19.2%	289,742

Daily Pivots for day following 12-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.8037	0.7977
R3	0.8025	0.8008	0.7969
R2	0.7995	0.7995	0.7966
R1	0.7978	0.7978	0.7964	0.7972
PP	0.7966	0.7966	0.7966	0.7963
S1	0.7949	0.7949	0.7958	0.7943
S2	0.7936	0.7936	0.7956
S3	0.7907	0.7919	0.7953
S4	0.7877	0.7890	0.7945

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	0.7990	0.7916	0.0075	0.9%	0.0043	0.5%	61%	False	False	59,456
10	0.8000	0.7908	0.0092	1.1%	0.0044	0.6%	58%	False	False	59,768
20	0.8088	0.7908	0.0180	2.3%	0.0048	0.6%	29%	False	False	64,753
40	0.8088	0.7836	0.0252	3.2%	0.0054	0.7%	50%	False	False	41,532
60	0.8088	0.7766	0.0323	4.1%	0.0053	0.7%	61%	False	False	27,768
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	65%	False	False	20,849
100	0.8088	0.7626	0.0463	5.8%	0.0050	0.6%	73%	False	False	16,704
120	0.8088	0.7476	0.0612	7.7%	0.0049	0.6%	79%	False	False	13,931

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.8108
2.618	0.8060
1.618	0.8031
1.000	0.8013
0.618	0.8001
HIGH	0.7983
0.618	0.7972
0.500	0.7968
0.382	0.7965
LOW	0.7954
0.618	0.7935
1.000	0.7924
1.618	0.7906
2.618	0.7876
4.250	0.7828

Fisher Pivots for day following 12-Apr-2021
Pivot	1 day	3 day
R1	0.7968	0.7958
PP	0.7966	0.7955
S1	0.7963	0.7952

Download as Excel Spreadsheet

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

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