CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 06-May-2021

Day Change Summary
	Previous	Current
	05-May-2021	06-May-2021	Change	Change %	Previous Week
Open	0.8128	0.8152	0.0024	0.3%	0.8014
High	0.8163	0.8237	0.0074	0.9%	0.8153
Low	0.8125	0.8138	0.0013	0.2%	0.8007
Close	0.8144	0.8209	0.0065	0.8%	0.8144
Range	0.0038	0.0099	0.0061	160.5%	0.0146
ATR	0.0050	0.0053	0.0004	7.0%	0.0000
Volume	54,979	76,616	21,637	39.4%	400,467

Daily Pivots for day following 06-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8491	0.8449	0.8263
R3	0.8392	0.8350	0.8236
R2	0.8293	0.8293	0.8227
R1	0.8251	0.8251	0.8218	0.8272
PP	0.8194	0.8194	0.8194	0.8205
S1	0.8152	0.8152	0.8199	0.8173
S2	0.8095	0.8095	0.8190
S3	0.7996	0.8053	0.8181
S4	0.7897	0.7954	0.8154

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	0.8237	0.8096	0.0141	1.7%	0.0052	0.6%	80%	True	False	77,134
10	0.8237	0.7995	0.0242	2.9%	0.0048	0.6%	88%	True	False	74,561
20	0.8237	0.7904	0.0333	4.1%	0.0054	0.7%	92%	True	False	74,115
40	0.8237	0.7904	0.0333	4.1%	0.0053	0.6%	92%	True	False	71,458
60	0.8237	0.7836	0.0401	4.9%	0.0053	0.7%	93%	True	False	50,413
80	0.8237	0.7766	0.0471	5.7%	0.0054	0.7%	94%	True	False	37,870
100	0.8237	0.7723	0.0514	6.3%	0.0053	0.6%	95%	True	False	30,315
120	0.8237	0.7599	0.0638	7.8%	0.0050	0.6%	96%	True	False	25,285

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8657
2.618	0.8496
1.618	0.8397
1.000	0.8336
0.618	0.8298
HIGH	0.8237
0.618	0.8199
0.500	0.8187
0.382	0.8175
LOW	0.8138
0.618	0.8076
1.000	0.8039
1.618	0.7977
2.618	0.7878
4.250	0.7717

Fisher Pivots for day following 06-May-2021
Pivot	1 day	3 day
R1	0.8201	0.8194
PP	0.8194	0.8180
S1	0.8187	0.8166

Download as Excel Spreadsheet

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

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