CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 05-May-2021

Day Change Summary
	Previous	Current
	04-May-2021	05-May-2021	Change	Change %	Previous Week
Open	0.8146	0.8128	-0.0018	-0.2%	0.8014
High	0.8147	0.8163	0.0017	0.2%	0.8153
Low	0.8096	0.8125	0.0030	0.4%	0.8007
Close	0.8126	0.8144	0.0018	0.2%	0.8144
Range	0.0051	0.0038	-0.0013	-25.5%	0.0146
ATR	0.0051	0.0050	-0.0001	-1.8%	0.0000
Volume	86,854	54,979	-31,875	-36.7%	400,467

Daily Pivots for day following 05-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8258	0.8239	0.8164
R3	0.8220	0.8201	0.8154
R2	0.8182	0.8182	0.8150
R1	0.8163	0.8163	0.8147	0.8172
PP	0.8144	0.8144	0.8144	0.8149
S1	0.8125	0.8125	0.8140	0.8134
S2	0.8106	0.8106	0.8137
S3	0.8068	0.8087	0.8133
S4	0.8030	0.8049	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	0.8163	0.8096	0.0068	0.8%	0.0038	0.5%	71%	True	False	78,300
10	0.8163	0.7978	0.0185	2.3%	0.0042	0.5%	89%	True	False	74,362
20	0.8163	0.7904	0.0260	3.2%	0.0052	0.6%	92%	True	False	73,042
40	0.8163	0.7886	0.0278	3.4%	0.0051	0.6%	93%	True	False	71,528
60	0.8163	0.7835	0.0328	4.0%	0.0053	0.6%	94%	True	False	49,140
80	0.8163	0.7766	0.0398	4.9%	0.0053	0.7%	95%	True	False	36,913
100	0.8163	0.7723	0.0440	5.4%	0.0053	0.6%	96%	True	False	29,550
120	0.8163	0.7599	0.0565	6.9%	0.0050	0.6%	97%	True	False	24,647

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8325
2.618	0.8262
1.618	0.8224
1.000	0.8201
0.618	0.8186
HIGH	0.8163
0.618	0.8148
0.500	0.8144
0.382	0.8140
LOW	0.8125
0.618	0.8102
1.000	0.8087
1.618	0.8064
2.618	0.8026
4.250	0.7964

Fisher Pivots for day following 05-May-2021
Pivot	1 day	3 day
R1	0.8144	0.8139
PP	0.8144	0.8134
S1	0.8144	0.8129

Download as Excel Spreadsheet

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

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