CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 16-Apr-2021

Day Change Summary
	Previous	Current
	15-Apr-2021	16-Apr-2021	Change	Change %	Previous Week
Open	0.7989	0.7973	-0.0016	-0.2%	0.7981
High	0.8016	0.8005	-0.0011	-0.1%	0.8016
Low	0.7964	0.7963	-0.0001	0.0%	0.7911
Close	0.7977	0.8000	0.0024	0.3%	0.8000
Range	0.0053	0.0042	-0.0011	-20.0%	0.0106
ATR	0.0051	0.0050	-0.0001	-1.3%	0.0000
Volume	67,207	56,469	-10,738	-16.0%	320,899

Daily Pivots for day following 16-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8115	0.8100	0.8023
R3	0.8073	0.8058	0.8012
R2	0.8031	0.8031	0.8008
R1	0.8016	0.8016	0.8004	0.8024
PP	0.7989	0.7989	0.7989	0.7993
S1	0.7974	0.7974	0.7996	0.7982
S2	0.7947	0.7947	0.7992
S3	0.7905	0.7932	0.7988
S4	0.7863	0.7890	0.7977

Weekly Pivots for week ending 16-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8292	0.8252	0.8058
R3	0.8187	0.8146	0.8029
R2	0.8081	0.8081	0.8019
R1	0.8041	0.8041	0.8010	0.8061
PP	0.7976	0.7976	0.7976	0.7986
S1	0.7935	0.7935	0.7990	0.7955
S2	0.7870	0.7870	0.7981
S3	0.7765	0.7830	0.7971
S4	0.7659	0.7724	0.7942

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%	0.0049	0.6%	85%	False	False	64,179
10	0.8016	0.7911	0.0106	1.3%	0.0049	0.6%	85%	False	False	61,064
20	0.8025	0.7908	0.0117	1.5%	0.0047	0.6%	79%	False	False	63,214
40	0.8088	0.7842	0.0246	3.1%	0.0055	0.7%	64%	False	False	48,192
60	0.8088	0.7766	0.0323	4.0%	0.0052	0.7%	73%	False	False	32,207
80	0.8088	0.7723	0.0365	4.6%	0.0053	0.7%	76%	False	False	24,193
100	0.8088	0.7633	0.0455	5.7%	0.0051	0.6%	81%	False	False	19,379
120	0.8088	0.7476	0.0612	7.7%	0.0050	0.6%	86%	False	False	16,161

Crabel Price Patterns
NR	True
NR4	True
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	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8184
2.618	0.8115
1.618	0.8073
1.000	0.8047
0.618	0.8031
HIGH	0.8005
0.618	0.7989
0.500	0.7984
0.382	0.7979
LOW	0.7963
0.618	0.7937
1.000	0.7921
1.618	0.7895
2.618	0.7853
4.250	0.7785

Fisher Pivots for day following 16-Apr-2021
Pivot	1 day	3 day
R1	0.7995	0.7995
PP	0.7989	0.7989
S1	0.7984	0.7984

Download as Excel Spreadsheet

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

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