CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 29-Apr-2021

Day Change Summary
	Previous	Current
	28-Apr-2021	29-Apr-2021	Change	Change %	Previous Week
Open	0.8063	0.8117	0.0054	0.7%	0.7996
High	0.8124	0.8147	0.0023	0.3%	0.8027
Low	0.8054	0.8116	0.0063	0.8%	0.7904
Close	0.8120	0.8144	0.0024	0.3%	0.8017
Range	0.0071	0.0031	-0.0040	-56.0%	0.0124
ATR	0.0055	0.0053	-0.0002	-3.1%	0.0000
Volume	86,695	82,444	-4,251	-4.9%	411,335

Daily Pivots for day following 29-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8229	0.8217	0.8161
R3	0.8198	0.8186	0.8152
R2	0.8167	0.8167	0.8149
R1	0.8155	0.8155	0.8146	0.8161
PP	0.8136	0.8136	0.8136	0.8138
S1	0.8124	0.8124	0.8141	0.8130
S2	0.8105	0.8105	0.8138
S3	0.8074	0.8093	0.8135
S4	0.8043	0.8062	0.8126

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	0.8147	0.7995	0.0153	1.9%	0.0044	0.5%	98%	True	False	71,987
10	0.8147	0.7904	0.0244	3.0%	0.0057	0.7%	99%	True	False	76,638
20	0.8147	0.7904	0.0244	3.0%	0.0053	0.6%	99%	True	False	69,233
40	0.8147	0.7852	0.0295	3.6%	0.0053	0.7%	99%	True	False	65,486
60	0.8147	0.7787	0.0360	4.4%	0.0052	0.6%	99%	True	False	44,001
80	0.8147	0.7766	0.0382	4.7%	0.0054	0.7%	99%	True	False	33,056
100	0.8147	0.7723	0.0424	5.2%	0.0053	0.6%	99%	True	False	26,469
120	0.8147	0.7599	0.0549	6.7%	0.0050	0.6%	99%	True	False	22,073

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8279
2.618	0.8228
1.618	0.8197
1.000	0.8178
0.618	0.8166
HIGH	0.8147
0.618	0.8135
0.500	0.8132
0.382	0.8128
LOW	0.8116
0.618	0.8097
1.000	0.8085
1.618	0.8066
2.618	0.8035
4.250	0.7984

Fisher Pivots for day following 29-Apr-2021
Pivot	1 day	3 day
R1	0.8140	0.8129
PP	0.8136	0.8115
S1	0.8132	0.8100

Download as Excel Spreadsheet

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

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