CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 14-Apr-2021

Day Change Summary
	Previous	Current
	13-Apr-2021	14-Apr-2021	Change	Change %	Previous Week
Open	0.7961	0.7980	0.0019	0.2%	0.7945
High	0.7984	0.8002	0.0018	0.2%	0.8000
Low	0.7911	0.7952	0.0042	0.5%	0.7916
Close	0.7979	0.7985	0.0006	0.1%	0.7984
Range	0.0074	0.0050	-0.0024	-32.7%	0.0084
ATR	0.0051	0.0051	0.0000	-0.2%	0.0000
Volume	72,494	71,550	-944	-1.3%	289,742

Daily Pivots for day following 14-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8128	0.8106	0.8012
R3	0.8079	0.8057	0.7999
R2	0.8029	0.8029	0.7994
R1	0.8007	0.8007	0.7990	0.8018
PP	0.7980	0.7980	0.7980	0.7985
S1	0.7958	0.7958	0.7980	0.7969
S2	0.7930	0.7930	0.7976
S3	0.7881	0.7908	0.7971
S4	0.7831	0.7859	0.7958

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	0.8002	0.7911	0.0091	1.1%	0.0050	0.6%	82%	True	False	63,640
10	0.8002	0.7911	0.0091	1.1%	0.0049	0.6%	82%	True	False	62,951
20	0.8088	0.7908	0.0180	2.3%	0.0050	0.6%	43%	False	False	65,877
40	0.8088	0.7842	0.0246	3.1%	0.0054	0.7%	58%	False	False	45,112
60	0.8088	0.7766	0.0323	4.0%	0.0053	0.7%	68%	False	False	30,156
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	72%	False	False	22,648
100	0.8088	0.7626	0.0463	5.8%	0.0050	0.6%	78%	False	False	18,143
120	0.8088	0.7476	0.0612	7.7%	0.0049	0.6%	83%	False	False	15,130

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8212
2.618	0.8131
1.618	0.8082
1.000	0.8051
0.618	0.8032
HIGH	0.8002
0.618	0.7983
0.500	0.7977
0.382	0.7971
LOW	0.7952
0.618	0.7921
1.000	0.7903
1.618	0.7872
2.618	0.7822
4.250	0.7742

Fisher Pivots for day following 14-Apr-2021
Pivot	1 day	3 day
R1	0.7982	0.7975
PP	0.7980	0.7966
S1	0.7977	0.7956

Download as Excel Spreadsheet

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

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