CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 21-Apr-2021

Day Change Summary
	Previous	Current
	20-Apr-2021	21-Apr-2021	Change	Change %	Previous Week
Open	0.7983	0.7931	-0.0052	-0.6%	0.7981
High	0.8015	0.8027	0.0012	0.1%	0.8016
Low	0.7922	0.7904	-0.0018	-0.2%	0.7911
Close	0.7926	0.8003	0.0077	1.0%	0.8000
Range	0.0094	0.0124	0.0030	32.1%	0.0106
ATR	0.0053	0.0058	0.0005	9.4%	0.0000
Volume	84,857	124,693	39,836	46.9%	320,899

Daily Pivots for day following 21-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8348	0.8299	0.8070
R3	0.8225	0.8175	0.8036
R2	0.8101	0.8101	0.8025
R1	0.8052	0.8052	0.8014	0.8077
PP	0.7978	0.7978	0.7978	0.7990
S1	0.7928	0.7928	0.7991	0.7953
S2	0.7854	0.7854	0.7980
S3	0.7731	0.7805	0.7969
S4	0.7607	0.7681	0.7935

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	0.8027	0.7904	0.0124	1.5%	0.0072	0.9%	80%	True	True	79,804
10	0.8027	0.7904	0.0124	1.5%	0.0061	0.8%	80%	True	True	71,722
20	0.8027	0.7904	0.0124	1.5%	0.0053	0.7%	80%	True	True	66,799
40	0.8088	0.7842	0.0246	3.1%	0.0057	0.7%	65%	False	False	54,973
60	0.8088	0.7766	0.0323	4.0%	0.0054	0.7%	73%	False	False	36,782
80	0.8088	0.7766	0.0323	4.0%	0.0054	0.7%	73%	False	False	27,630
100	0.8088	0.7680	0.0408	5.1%	0.0052	0.7%	79%	False	False	22,131
120	0.8088	0.7476	0.0612	7.6%	0.0051	0.6%	86%	False	False	18,454

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0020
Widest range in 131 trading days

Fibonacci Retracements and Extensions
4.250	0.8552
2.618	0.8350
1.618	0.8227
1.000	0.8151
0.618	0.8103
HIGH	0.8027
0.618	0.7980
0.500	0.7965
0.382	0.7951
LOW	0.7904
0.618	0.7827
1.000	0.7780
1.618	0.7704
2.618	0.7580
4.250	0.7379

Fisher Pivots for day following 21-Apr-2021
Pivot	1 day	3 day
R1	0.7990	0.7990
PP	0.7978	0.7978
S1	0.7965	0.7965

Download as Excel Spreadsheet

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

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