CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 30-Apr-2021

Day Change Summary
	Previous	Current
	29-Apr-2021	30-Apr-2021	Change	Change %	Previous Week
Open	0.8117	0.8142	0.0025	0.3%	0.8014
High	0.8147	0.8153	0.0006	0.1%	0.8153
Low	0.8116	0.8116	-0.0001	0.0%	0.8007
Close	0.8144	0.8144	0.0001	0.0%	0.8144
Range	0.0031	0.0038	0.0007	21.0%	0.0146
ATR	0.0053	0.0052	-0.0001	-2.1%	0.0000
Volume	82,444	101,889	19,445	23.6%	400,467

Daily Pivots for day following 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8250	0.8235	0.8165
R3	0.8213	0.8197	0.8154
R2	0.8175	0.8175	0.8151
R1	0.8160	0.8160	0.8147	0.8167
PP	0.8138	0.8138	0.8138	0.8141
S1	0.8122	0.8122	0.8141	0.8130
S2	0.8100	0.8100	0.8137
S3	0.8063	0.8085	0.8134
S4	0.8025	0.8047	0.8123

Weekly Pivots for week ending 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8539	0.8488	0.8224
R3	0.8393	0.8342	0.8184
R2	0.8247	0.8247	0.8171
R1	0.8196	0.8196	0.8157	0.8222
PP	0.8101	0.8101	0.8101	0.8114
S1	0.8050	0.8050	0.8131	0.8076
S2	0.7955	0.7955	0.8117
S3	0.7809	0.7904	0.8104
S4	0.7663	0.7758	0.8064

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8153	0.8007	0.0146	1.8%	0.0046	0.6%	94%	True	False	80,093
10	0.8153	0.7904	0.0250	3.1%	0.0056	0.7%	96%	True	False	81,180
20	0.8153	0.7904	0.0250	3.1%	0.0053	0.6%	96%	True	False	71,122
40	0.8153	0.7852	0.0301	3.7%	0.0052	0.6%	97%	True	False	67,962
60	0.8153	0.7787	0.0366	4.5%	0.0052	0.6%	98%	True	False	45,697
80	0.8153	0.7766	0.0388	4.8%	0.0054	0.7%	98%	True	False	34,328
100	0.8153	0.7723	0.0430	5.3%	0.0052	0.6%	98%	True	False	27,487
120	0.8153	0.7599	0.0555	6.8%	0.0050	0.6%	98%	True	False	22,922

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8312
2.618	0.8251
1.618	0.8214
1.000	0.8191
0.618	0.8176
HIGH	0.8153
0.618	0.8139
0.500	0.8134
0.382	0.8130
LOW	0.8116
0.618	0.8092
1.000	0.8078
1.618	0.8055
2.618	0.8017
4.250	0.7956

Fisher Pivots for day following 30-Apr-2021
Pivot	1 day	3 day
R1	0.8141	0.8130
PP	0.8138	0.8117
S1	0.8134	0.8103

Download as Excel Spreadsheet

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

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