CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 26-Apr-2021

Day Change Summary
	Previous	Current
	23-Apr-2021	26-Apr-2021	Change	Change %	Previous Week
Open	0.7998	0.8014	0.0017	0.2%	0.7996
High	0.8026	0.8076	0.0051	0.6%	0.8027
Low	0.7995	0.8007	0.0013	0.2%	0.7904
Close	0.8017	0.8066	0.0049	0.6%	0.8017
Range	0.0031	0.0069	0.0038	122.6%	0.0124
ATR	0.0055	0.0056	0.0001	1.8%	0.0000
Volume	61,359	74,162	12,803	20.9%	411,335

Daily Pivots for day following 26-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8257	0.8230	0.8103
R3	0.8188	0.8161	0.8084
R2	0.8119	0.8119	0.8078
R1	0.8092	0.8092	0.8072	0.8105
PP	0.8050	0.8050	0.8050	0.8056
S1	0.8023	0.8023	0.8059	0.8036
S2	0.7981	0.7981	0.8053
S3	0.7912	0.7954	0.8047
S4	0.7843	0.7885	0.8028

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	0.8076	0.7904	0.0173	2.1%	0.0071	0.9%	94%	True	False	83,940
10	0.8076	0.7904	0.0173	2.1%	0.0062	0.8%	94%	True	False	75,321
20	0.8076	0.7904	0.0173	2.1%	0.0053	0.7%	94%	True	False	67,545
40	0.8088	0.7851	0.0238	2.9%	0.0054	0.7%	91%	False	False	60,040
60	0.8088	0.7769	0.0319	4.0%	0.0053	0.7%	93%	False	False	40,273
80	0.8088	0.7766	0.0323	4.0%	0.0055	0.7%	93%	False	False	30,254
100	0.8088	0.7701	0.0387	4.8%	0.0053	0.7%	94%	False	False	24,228
120	0.8088	0.7490	0.0599	7.4%	0.0051	0.6%	96%	False	False	20,204

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	0.0019
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8369
2.618	0.8257
1.618	0.8188
1.000	0.8145
0.618	0.8119
HIGH	0.8076
0.618	0.8050
0.500	0.8042
0.382	0.8033
LOW	0.8007
0.618	0.7964
1.000	0.7938
1.618	0.7895
2.618	0.7826
4.250	0.7714

Fisher Pivots for day following 26-Apr-2021
Pivot	1 day	3 day
R1	0.8058	0.8053
PP	0.8050	0.8040
S1	0.8042	0.8027

Download as Excel Spreadsheet

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

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