CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 27-Apr-2021

Day Change Summary
	Previous	Current
	26-Apr-2021	27-Apr-2021	Change	Change %	Previous Week
Open	0.8014	0.8068	0.0054	0.7%	0.7996
High	0.8076	0.8073	-0.0004	0.0%	0.8027
Low	0.8007	0.8053	0.0046	0.6%	0.7904
Close	0.8066	0.8061	-0.0005	-0.1%	0.8017
Range	0.0069	0.0020	-0.0050	-71.7%	0.0124
ATR	0.0056	0.0053	-0.0003	-4.7%	0.0000
Volume	74,162	55,277	-18,885	-25.5%	411,335

Daily Pivots for day following 27-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8121	0.8110	0.8072
R3	0.8101	0.8091	0.8066
R2	0.8082	0.8082	0.8065
R1	0.8071	0.8071	0.8063	0.8067
PP	0.8062	0.8062	0.8062	0.8060
S1	0.8052	0.8052	0.8059	0.8047
S2	0.8043	0.8043	0.8057
S3	0.8023	0.8032	0.8056
S4	0.8004	0.8013	0.8050

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%	0.0057	0.7%	91%	False	False	78,024
10	0.8076	0.7904	0.0173	2.1%	0.0057	0.7%	91%	False	False	73,600
20	0.8076	0.7904	0.0173	2.1%	0.0052	0.7%	91%	False	False	67,765
40	0.8088	0.7852	0.0236	2.9%	0.0053	0.7%	89%	False	False	61,356
60	0.8088	0.7772	0.0317	3.9%	0.0052	0.7%	91%	False	False	41,191
80	0.8088	0.7766	0.0323	4.0%	0.0054	0.7%	92%	False	False	30,944
100	0.8088	0.7722	0.0367	4.5%	0.0052	0.7%	93%	False	False	24,781
120	0.8088	0.7528	0.0561	7.0%	0.0051	0.6%	95%	False	False	20,664

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	0.0017
Narrowest range in 83 trading days

Fibonacci Retracements and Extensions
4.250	0.8155
2.618	0.8124
1.618	0.8104
1.000	0.8092
0.618	0.8085
HIGH	0.8073
0.618	0.8065
0.500	0.8063
0.382	0.8060
LOW	0.8053
0.618	0.8041
1.000	0.8034
1.618	0.8021
2.618	0.8002
4.250	0.7970

Fisher Pivots for day following 27-Apr-2021
Pivot	1 day	3 day
R1	0.8063	0.8052
PP	0.8062	0.8044
S1	0.8062	0.8035

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

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