CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 03-May-2021

Day Change Summary
	Previous	Current
	30-Apr-2021	03-May-2021	Change	Change %	Previous Week
Open	0.8142	0.8141	-0.0002	0.0%	0.8014
High	0.8153	0.8153	0.0000	0.0%	0.8153
Low	0.8116	0.8119	0.0003	0.0%	0.8007
Close	0.8144	0.8148	0.0004	0.0%	0.8144
Range	0.0038	0.0035	-0.0003	-8.0%	0.0146
ATR	0.0052	0.0051	-0.0001	-2.4%	0.0000
Volume	101,889	65,336	-36,553	-35.9%	400,467

Daily Pivots for day following 03-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8243	0.8230	0.8166
R3	0.8209	0.8195	0.8157
R2	0.8174	0.8174	0.8154
R1	0.8161	0.8161	0.8151	0.8168
PP	0.8140	0.8140	0.8140	0.8143
S1	0.8126	0.8126	0.8144	0.8133
S2	0.8105	0.8105	0.8141
S3	0.8071	0.8092	0.8138
S4	0.8036	0.8057	0.8129

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	0.8053	0.0100	1.2%	0.0039	0.5%	95%	True	False	78,328
10	0.8153	0.7904	0.0250	3.1%	0.0055	0.7%	98%	True	False	81,134
20	0.8153	0.7904	0.0250	3.1%	0.0051	0.6%	98%	True	False	72,106
40	0.8153	0.7875	0.0278	3.4%	0.0052	0.6%	98%	True	False	69,370
60	0.8153	0.7795	0.0359	4.4%	0.0052	0.6%	98%	True	False	46,785
80	0.8153	0.7766	0.0388	4.8%	0.0053	0.7%	99%	True	False	35,144
100	0.8153	0.7723	0.0430	5.3%	0.0053	0.6%	99%	True	False	28,138
120	0.8153	0.7599	0.0555	6.8%	0.0050	0.6%	99%	True	False	23,466

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	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8300
2.618	0.8243
1.618	0.8209
1.000	0.8188
0.618	0.8174
HIGH	0.8153
0.618	0.8140
0.500	0.8136
0.382	0.8132
LOW	0.8119
0.618	0.8097
1.000	0.8084
1.618	0.8063
2.618	0.8028
4.250	0.7972

Fisher Pivots for day following 03-May-2021
Pivot	1 day	3 day
R1	0.8144	0.8143
PP	0.8140	0.8139
S1	0.8136	0.8134

Download as Excel Spreadsheet

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

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