CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 04-May-2021

Day Change Summary
	Previous	Current
	03-May-2021	04-May-2021	Change	Change %	Previous Week
Open	0.8141	0.8146	0.0006	0.1%	0.8014
High	0.8153	0.8147	-0.0007	-0.1%	0.8153
Low	0.8119	0.8096	-0.0023	-0.3%	0.8007
Close	0.8148	0.8126	-0.0022	-0.3%	0.8144
Range	0.0035	0.0051	0.0017	47.8%	0.0146
ATR	0.0051	0.0051	0.0000	0.2%	0.0000
Volume	65,336	86,854	21,518	32.9%	400,467

Daily Pivots for day following 04-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8276	0.8252	0.8154
R3	0.8225	0.8201	0.8140
R2	0.8174	0.8174	0.8135
R1	0.8150	0.8150	0.8131	0.8136
PP	0.8123	0.8123	0.8123	0.8116
S1	0.8099	0.8099	0.8121	0.8085
S2	0.8072	0.8072	0.8117
S3	0.8021	0.8048	0.8112
S4	0.7970	0.7997	0.8098

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	0.8054	0.0100	1.2%	0.0045	0.6%	73%	False	False	84,643
10	0.8153	0.7904	0.0250	3.1%	0.0051	0.6%	89%	False	False	81,333
20	0.8153	0.7904	0.0250	3.1%	0.0052	0.6%	89%	False	False	73,747
40	0.8153	0.7885	0.0269	3.3%	0.0052	0.6%	90%	False	False	71,062
60	0.8153	0.7825	0.0328	4.0%	0.0052	0.6%	92%	False	False	48,226
80	0.8153	0.7766	0.0388	4.8%	0.0054	0.7%	93%	False	False	36,228
100	0.8153	0.7723	0.0430	5.3%	0.0053	0.6%	94%	False	False	29,002
120	0.8153	0.7599	0.0555	6.8%	0.0050	0.6%	95%	False	False	24,189

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0009
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8363
2.618	0.8280
1.618	0.8229
1.000	0.8198
0.618	0.8178
HIGH	0.8147
0.618	0.8127
0.500	0.8121
0.382	0.8115
LOW	0.8096
0.618	0.8064
1.000	0.8045
1.618	0.8013
2.618	0.7962
4.250	0.7879

Fisher Pivots for day following 04-May-2021
Pivot	1 day	3 day
R1	0.8124	0.8125
PP	0.8123	0.8125
S1	0.8121	0.8124

Download as Excel Spreadsheet

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

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