CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 13-Apr-2021

Day Change Summary
	Previous	Current
	12-Apr-2021	13-Apr-2021	Change	Change %	Previous Week
Open	0.7981	0.7961	-0.0021	-0.3%	0.7945
High	0.7983	0.7984	0.0001	0.0%	0.8000
Low	0.7954	0.7911	-0.0043	-0.5%	0.7916
Close	0.7961	0.7979	0.0018	0.2%	0.7984
Range	0.0030	0.0074	0.0044	149.2%	0.0084
ATR	0.0049	0.0051	0.0002	3.5%	0.0000
Volume	53,179	72,494	19,315	36.3%	289,742

Daily Pivots for day following 13-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8178	0.8152	0.8019
R3	0.8105	0.8079	0.7999
R2	0.8031	0.8031	0.7992
R1	0.8005	0.8005	0.7986	0.8018
PP	0.7958	0.7958	0.7958	0.7964
S1	0.7932	0.7932	0.7972	0.7945
S2	0.7884	0.7884	0.7966
S3	0.7811	0.7858	0.7959
S4	0.7737	0.7785	0.7939

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	0.7985	0.7911	0.0074	0.9%	0.0049	0.6%	93%	False	True	63,146
10	0.8000	0.7908	0.0092	1.1%	0.0048	0.6%	78%	False	False	61,931
20	0.8088	0.7908	0.0180	2.3%	0.0050	0.6%	39%	False	False	65,072
40	0.8088	0.7842	0.0246	3.1%	0.0054	0.7%	56%	False	False	43,340
60	0.8088	0.7766	0.0323	4.0%	0.0054	0.7%	66%	False	False	28,974
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	70%	False	False	21,754
100	0.8088	0.7626	0.0463	5.8%	0.0050	0.6%	76%	False	False	17,429
120	0.8088	0.7476	0.0612	7.7%	0.0049	0.6%	82%	False	False	14,535

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8296
2.618	0.8176
1.618	0.8103
1.000	0.8058
0.618	0.8029
HIGH	0.7984
0.618	0.7956
0.500	0.7947
0.382	0.7939
LOW	0.7911
0.618	0.7865
1.000	0.7837
1.618	0.7792
2.618	0.7718
4.250	0.7598

Fisher Pivots for day following 13-Apr-2021
Pivot	1 day	3 day
R1	0.7968	0.7969
PP	0.7958	0.7958
S1	0.7947	0.7948

Download as Excel Spreadsheet

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

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