CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 22-Apr-2021

Day Change Summary
	Previous	Current
	21-Apr-2021	22-Apr-2021	Change	Change %	Previous Week
Open	0.7931	0.8001	0.0070	0.9%	0.7981
High	0.8027	0.8018	-0.0010	-0.1%	0.8016
Low	0.7904	0.7978	0.0075	0.9%	0.7911
Close	0.8003	0.8004	0.0001	0.0%	0.8000
Range	0.0124	0.0040	-0.0084	-68.0%	0.0106
ATR	0.0058	0.0057	-0.0001	-2.3%	0.0000
Volume	124,693	74,629	-50,064	-40.1%	320,899

Daily Pivots for day following 22-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8118	0.8100	0.8025
R3	0.8079	0.8061	0.8014
R2	0.8039	0.8039	0.8011
R1	0.8021	0.8021	0.8007	0.8030
PP	0.8000	0.8000	0.8000	0.8004
S1	0.7982	0.7982	0.8000	0.7991
S2	0.7960	0.7960	0.7996
S3	0.7921	0.7942	0.7993
S4	0.7881	0.7903	0.7982

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%	0.0069	0.9%	81%	False	False	81,289
10	0.8027	0.7904	0.0124	1.5%	0.0061	0.8%	81%	False	False	73,669
20	0.8027	0.7904	0.0124	1.5%	0.0052	0.7%	81%	False	False	67,370
40	0.8088	0.7842	0.0246	3.1%	0.0057	0.7%	66%	False	False	56,798
60	0.8088	0.7766	0.0323	4.0%	0.0054	0.7%	74%	False	False	38,023
80	0.8088	0.7766	0.0323	4.0%	0.0055	0.7%	74%	False	False	28,563
100	0.8088	0.7684	0.0405	5.1%	0.0052	0.7%	79%	False	False	22,876
120	0.8088	0.7476	0.0612	7.6%	0.0051	0.6%	86%	False	False	19,075

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0021
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8185
2.618	0.8121
1.618	0.8081
1.000	0.8057
0.618	0.8042
HIGH	0.8018
0.618	0.8002
0.500	0.7998
0.382	0.7993
LOW	0.7978
0.618	0.7954
1.000	0.7939
1.618	0.7914
2.618	0.7875
4.250	0.7810

Fisher Pivots for day following 22-Apr-2021
Pivot	1 day	3 day
R1	0.8002	0.7991
PP	0.8000	0.7978
S1	0.7998	0.7965

Download as Excel Spreadsheet

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

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