CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 20-Apr-2021

Day Change Summary
	Previous	Current
	19-Apr-2021	20-Apr-2021	Change	Change %	Previous Week
Open	0.7996	0.7983	-0.0013	-0.2%	0.7981
High	0.8020	0.8015	-0.0005	-0.1%	0.8016
Low	0.7972	0.7922	-0.0050	-0.6%	0.7911
Close	0.7982	0.7926	-0.0056	-0.7%	0.8000
Range	0.0048	0.0094	0.0046	94.8%	0.0106
ATR	0.0050	0.0053	0.0003	6.2%	0.0000
Volume	65,797	84,857	19,060	29.0%	320,899

Daily Pivots for day following 20-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8235	0.8174	0.7977
R3	0.8141	0.8080	0.7951
R2	0.8048	0.8048	0.7943
R1	0.7987	0.7987	0.7934	0.7970
PP	0.7954	0.7954	0.7954	0.7946
S1	0.7893	0.7893	0.7917	0.7877
S2	0.7861	0.7861	0.7908
S3	0.7767	0.7800	0.7900
S4	0.7674	0.7706	0.7874

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	0.7922	0.0098	1.2%	0.0057	0.7%	4%	False	True	69,176
10	0.8020	0.7911	0.0109	1.4%	0.0053	0.7%	14%	False	False	66,161
20	0.8020	0.7908	0.0112	1.4%	0.0049	0.6%	16%	False	False	64,395
40	0.8088	0.7842	0.0246	3.1%	0.0055	0.7%	34%	False	False	51,929
60	0.8088	0.7766	0.0323	4.1%	0.0053	0.7%	50%	False	False	34,707
80	0.8088	0.7751	0.0337	4.3%	0.0053	0.7%	52%	False	False	26,073
100	0.8088	0.7645	0.0443	5.6%	0.0051	0.6%	63%	False	False	20,884
120	0.8088	0.7476	0.0612	7.7%	0.0050	0.6%	73%	False	False	17,415

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0018
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8412
2.618	0.8260
1.618	0.8166
1.000	0.8109
0.618	0.8073
HIGH	0.8015
0.618	0.7979
0.500	0.7968
0.382	0.7957
LOW	0.7922
0.618	0.7864
1.000	0.7828
1.618	0.7770
2.618	0.7677
4.250	0.7524

Fisher Pivots for day following 20-Apr-2021
Pivot	1 day	3 day
R1	0.7968	0.7971
PP	0.7954	0.7956
S1	0.7940	0.7941

Download as Excel Spreadsheet

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

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