CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 15-Apr-2021

Day Change Summary
	Previous	Current
	14-Apr-2021	15-Apr-2021	Change	Change %	Previous Week
Open	0.7980	0.7989	0.0009	0.1%	0.7945
High	0.8002	0.8016	0.0015	0.2%	0.8000
Low	0.7952	0.7964	0.0012	0.1%	0.7916
Close	0.7985	0.7977	-0.0009	-0.1%	0.7984
Range	0.0050	0.0053	0.0003	6.1%	0.0084
ATR	0.0051	0.0051	0.0000	0.2%	0.0000
Volume	71,550	67,207	-4,343	-6.1%	289,742

Daily Pivots for day following 15-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8143	0.8112	0.8005
R3	0.8090	0.8060	0.7991
R2	0.8038	0.8038	0.7986
R1	0.8007	0.8007	0.7981	0.7996
PP	0.7985	0.7985	0.7985	0.7980
S1	0.7955	0.7955	0.7972	0.7944
S2	0.7933	0.7933	0.7967
S3	0.7880	0.7902	0.7962
S4	0.7828	0.7850	0.7948

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	0.8016	0.7911	0.0106	1.3%	0.0052	0.7%	63%	True	False	66,049
10	0.8016	0.7911	0.0106	1.3%	0.0049	0.6%	63%	True	False	61,827
20	0.8088	0.7908	0.0180	2.3%	0.0050	0.6%	38%	False	False	65,357
40	0.8088	0.7842	0.0246	3.1%	0.0054	0.7%	55%	False	False	46,785
60	0.8088	0.7766	0.0323	4.0%	0.0053	0.7%	65%	False	False	31,273
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	69%	False	False	23,488
100	0.8088	0.7626	0.0463	5.8%	0.0051	0.6%	76%	False	False	18,814
120	0.8088	0.7476	0.0612	7.7%	0.0050	0.6%	82%	False	False	15,690

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8239
2.618	0.8153
1.618	0.8101
1.000	0.8069
0.618	0.8048
HIGH	0.8016
0.618	0.7996
0.500	0.7990
0.382	0.7984
LOW	0.7964
0.618	0.7931
1.000	0.7911
1.618	0.7879
2.618	0.7826
4.250	0.7740

Fisher Pivots for day following 15-Apr-2021
Pivot	1 day	3 day
R1	0.7990	0.7972
PP	0.7985	0.7968
S1	0.7981	0.7963

Download as Excel Spreadsheet

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

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