CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 19-Apr-2021

Day Change Summary
	Previous	Current
	16-Apr-2021	19-Apr-2021	Change	Change %	Previous Week
Open	0.7973	0.7996	0.0023	0.3%	0.7981
High	0.8005	0.8020	0.0015	0.2%	0.8016
Low	0.7963	0.7972	0.0009	0.1%	0.7911
Close	0.8000	0.7982	-0.0019	-0.2%	0.8000
Range	0.0042	0.0048	0.0006	14.3%	0.0106
ATR	0.0050	0.0050	0.0000	-0.3%	0.0000
Volume	56,469	65,797	9,328	16.5%	320,899

Daily Pivots for day following 19-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8135	0.8106	0.8008
R3	0.8087	0.8058	0.7995
R2	0.8039	0.8039	0.7990
R1	0.8010	0.8010	0.7986	0.8001
PP	0.7991	0.7991	0.7991	0.7986
S1	0.7962	0.7962	0.7977	0.7953
S2	0.7943	0.7943	0.7973
S3	0.7895	0.7914	0.7968
S4	0.7847	0.7866	0.7955

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	0.8020	0.7911	0.0109	1.4%	0.0053	0.7%	65%	True	False	66,703
10	0.8020	0.7911	0.0109	1.4%	0.0048	0.6%	65%	True	False	63,079
20	0.8020	0.7908	0.0112	1.4%	0.0046	0.6%	66%	True	False	62,790
40	0.8088	0.7842	0.0246	3.1%	0.0054	0.7%	57%	False	False	49,829
60	0.8088	0.7766	0.0323	4.0%	0.0053	0.7%	67%	False	False	33,296
80	0.8088	0.7740	0.0348	4.4%	0.0053	0.7%	69%	False	False	25,014
100	0.8088	0.7633	0.0455	5.7%	0.0051	0.6%	77%	False	False	20,036
120	0.8088	0.7476	0.0612	7.7%	0.0050	0.6%	83%	False	False	16,708

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8224
2.618	0.8145
1.618	0.8097
1.000	0.8068
0.618	0.8049
HIGH	0.8020
0.618	0.8001
0.500	0.7996
0.382	0.7990
LOW	0.7972
0.618	0.7942
1.000	0.7924
1.618	0.7894
2.618	0.7846
4.250	0.7768

Fisher Pivots for day following 19-Apr-2021
Pivot	1 day	3 day
R1	0.7996	0.7991
PP	0.7991	0.7988
S1	0.7986	0.7985

Download as Excel Spreadsheet

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

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