CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 23-Apr-2021

Day Change Summary
	Previous	Current
	22-Apr-2021	23-Apr-2021	Change	Change %	Previous Week
Open	0.8001	0.7998	-0.0004	0.0%	0.7996
High	0.8018	0.8026	0.0008	0.1%	0.8027
Low	0.7978	0.7995	0.0017	0.2%	0.7904
Close	0.8004	0.8017	0.0014	0.2%	0.8017
Range	0.0040	0.0031	-0.0009	-21.5%	0.0124
ATR	0.0057	0.0055	-0.0002	-3.3%	0.0000
Volume	74,629	61,359	-13,270	-17.8%	411,335

Daily Pivots for day following 23-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8105	0.8092	0.8034
R3	0.8074	0.8061	0.8026
R2	0.8043	0.8043	0.8023
R1	0.8030	0.8030	0.8020	0.8037
PP	0.8012	0.8012	0.8012	0.8016
S1	0.7999	0.7999	0.8014	0.8006
S2	0.7981	0.7981	0.8011
S3	0.7950	0.7968	0.8008
S4	0.7919	0.7937	0.8000

Weekly Pivots for week ending 23-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8353	0.8309	0.8085
R3	0.8230	0.8185	0.8051
R2	0.8106	0.8106	0.8040
R1	0.8062	0.8062	0.8028	0.8084
PP	0.7983	0.7983	0.7983	0.7994
S1	0.7938	0.7938	0.8006	0.7960
S2	0.7859	0.7859	0.7994
S3	0.7736	0.7815	0.7983
S4	0.7612	0.7691	0.7949

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%	0.0067	0.8%	92%	False	False	82,267
10	0.8027	0.7904	0.0124	1.5%	0.0058	0.7%	92%	False	False	73,223
20	0.8027	0.7904	0.0124	1.5%	0.0051	0.6%	92%	False	False	66,502
40	0.8088	0.7842	0.0246	3.1%	0.0055	0.7%	71%	False	False	58,268
60	0.8088	0.7766	0.0323	4.0%	0.0053	0.7%	78%	False	False	39,041
80	0.8088	0.7766	0.0323	4.0%	0.0054	0.7%	78%	False	False	29,329
100	0.8088	0.7697	0.0392	4.9%	0.0052	0.7%	82%	False	False	23,488
120	0.8088	0.7490	0.0599	7.5%	0.0051	0.6%	88%	False	False	19,586

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0019
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8157
2.618	0.8107
1.618	0.8076
1.000	0.8057
0.618	0.8045
HIGH	0.8026
0.618	0.8014
0.500	0.8010
0.382	0.8006
LOW	0.7995
0.618	0.7975
1.000	0.7964
1.618	0.7944
2.618	0.7913
4.250	0.7863

Fisher Pivots for day following 23-Apr-2021
Pivot	1 day	3 day
R1	0.8015	0.8000
PP	0.8012	0.7983
S1	0.8010	0.7965

Download as Excel Spreadsheet

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

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