CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 28-Apr-2021

Day Change Summary
	Previous	Current
	27-Apr-2021	28-Apr-2021	Change	Change %	Previous Week
Open	0.8068	0.8063	-0.0005	-0.1%	0.7996
High	0.8073	0.8124	0.0052	0.6%	0.8027
Low	0.8053	0.8054	0.0001	0.0%	0.7904
Close	0.8061	0.8120	0.0059	0.7%	0.8017
Range	0.0020	0.0071	0.0051	261.5%	0.0124
ATR	0.0053	0.0055	0.0001	2.3%	0.0000
Volume	55,277	86,695	31,418	56.8%	411,335

Daily Pivots for day following 28-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8311	0.8286	0.8159
R3	0.8240	0.8215	0.8139
R2	0.8170	0.8170	0.8133
R1	0.8145	0.8145	0.8126	0.8157
PP	0.8099	0.8099	0.8099	0.8105
S1	0.8074	0.8074	0.8114	0.8087
S2	0.8029	0.8029	0.8107
S3	0.7958	0.8004	0.8101
S4	0.7888	0.7933	0.8081

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	0.8124	0.7978	0.0146	1.8%	0.0046	0.6%	97%	True	False	70,424
10	0.8124	0.7904	0.0221	2.7%	0.0059	0.7%	98%	True	False	75,114
20	0.8124	0.7904	0.0221	2.7%	0.0054	0.7%	98%	True	False	69,033
40	0.8124	0.7852	0.0272	3.3%	0.0053	0.7%	99%	True	False	63,470
60	0.8124	0.7772	0.0353	4.3%	0.0053	0.6%	99%	True	False	42,634
80	0.8124	0.7766	0.0359	4.4%	0.0055	0.7%	99%	True	False	32,028
100	0.8124	0.7723	0.0401	4.9%	0.0053	0.7%	99%	True	False	25,647
120	0.8124	0.7528	0.0597	7.3%	0.0051	0.6%	99%	True	False	21,386

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8424
2.618	0.8309
1.618	0.8238
1.000	0.8195
0.618	0.8168
HIGH	0.8124
0.618	0.8097
0.500	0.8089
0.382	0.8080
LOW	0.8054
0.618	0.8010
1.000	0.7983
1.618	0.7939
2.618	0.7869
4.250	0.7754

Fisher Pivots for day following 28-Apr-2021
Pivot	1 day	3 day
R1	0.8110	0.8102
PP	0.8099	0.8084
S1	0.8089	0.8066

Download as Excel Spreadsheet

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

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