CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 07-May-2021

Day Change Summary
	Previous	Current
	06-May-2021	07-May-2021	Change	Change %	Previous Week
Open	0.8152	0.8225	0.0073	0.9%	0.8141
High	0.8237	0.8248	0.0012	0.1%	0.8248
Low	0.8138	0.8201	0.0064	0.8%	0.8096
Close	0.8209	0.8237	0.0029	0.3%	0.8237
Range	0.0099	0.0047	-0.0052	-52.5%	0.0153
ATR	0.0053	0.0053	0.0000	-0.9%	0.0000
Volume	76,616	80,016	3,400	4.4%	363,801

Daily Pivots for day following 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8370	0.8350	0.8263
R3	0.8323	0.8303	0.8250
R2	0.8276	0.8276	0.8246
R1	0.8256	0.8256	0.8241	0.8266
PP	0.8229	0.8229	0.8229	0.8234
S1	0.8209	0.8209	0.8233	0.8219
S2	0.8182	0.8182	0.8228
S3	0.8135	0.8162	0.8224
S4	0.8088	0.8115	0.8211

Weekly Pivots for week ending 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8651	0.8597	0.8321
R3	0.8499	0.8444	0.8279
R2	0.8346	0.8346	0.8265
R1	0.8292	0.8292	0.8251	0.8319
PP	0.8194	0.8194	0.8194	0.8207
S1	0.8139	0.8139	0.8223	0.8166
S2	0.8041	0.8041	0.8209
S3	0.7889	0.7987	0.8195
S4	0.7736	0.7834	0.8153

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8248	0.8096	0.0153	1.9%	0.0054	0.7%	93%	True	False	72,760
10	0.8248	0.8007	0.0241	2.9%	0.0050	0.6%	95%	True	False	76,426
20	0.8248	0.7904	0.0345	4.2%	0.0054	0.7%	97%	True	False	74,825
40	0.8248	0.7904	0.0345	4.2%	0.0052	0.6%	97%	True	False	71,006
60	0.8248	0.7836	0.0412	5.0%	0.0054	0.7%	97%	True	False	51,745
80	0.8248	0.7766	0.0483	5.9%	0.0054	0.7%	98%	True	False	38,869
100	0.8248	0.7723	0.0525	6.4%	0.0053	0.6%	98%	True	False	31,114
120	0.8248	0.7599	0.0650	7.9%	0.0050	0.6%	98%	True	False	25,948

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8448
2.618	0.8371
1.618	0.8324
1.000	0.8295
0.618	0.8277
HIGH	0.8248
0.618	0.8230
0.500	0.8225
0.382	0.8219
LOW	0.8201
0.618	0.8172
1.000	0.8154
1.618	0.8125
2.618	0.8078
4.250	0.8001

Fisher Pivots for day following 07-May-2021
Pivot	1 day	3 day
R1	0.8233	0.8220
PP	0.8229	0.8203
S1	0.8225	0.8187

Download as Excel Spreadsheet

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

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