CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 10-May-2021

Day Change Summary
	Previous	Current
	07-May-2021	10-May-2021	Change	Change %	Previous Week
Open	0.8225	0.8244	0.0019	0.2%	0.8141
High	0.8248	0.8280	0.0032	0.4%	0.8248
Low	0.8201	0.8244	0.0043	0.5%	0.8096
Close	0.8237	0.8266	0.0029	0.4%	0.8237
Range	0.0047	0.0036	-0.0011	-23.4%	0.0153
ATR	0.0053	0.0052	-0.0001	-1.4%	0.0000
Volume	80,016	68,273	-11,743	-14.7%	363,801

Daily Pivots for day following 10-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8371	0.8355	0.8286
R3	0.8335	0.8319	0.8276
R2	0.8299	0.8299	0.8273
R1	0.8283	0.8283	0.8269	0.8291
PP	0.8263	0.8263	0.8263	0.8267
S1	0.8247	0.8247	0.8263	0.8255
S2	0.8227	0.8227	0.8259
S3	0.8191	0.8211	0.8256
S4	0.8155	0.8175	0.8246

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	0.8280	0.8096	0.0184	2.2%	0.0054	0.7%	93%	True	False	73,347
10	0.8280	0.8053	0.0227	2.7%	0.0046	0.6%	94%	True	False	75,837
20	0.8280	0.7904	0.0376	4.5%	0.0054	0.7%	96%	True	False	75,579
40	0.8280	0.7904	0.0376	4.5%	0.0051	0.6%	96%	True	False	70,166
60	0.8280	0.7836	0.0444	5.4%	0.0054	0.7%	97%	True	False	52,881
80	0.8280	0.7766	0.0514	6.2%	0.0053	0.6%	97%	True	False	39,721
100	0.8280	0.7723	0.0557	6.7%	0.0053	0.6%	98%	True	False	31,795
120	0.8280	0.7626	0.0654	7.9%	0.0051	0.6%	98%	True	False	26,517

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8433
2.618	0.8374
1.618	0.8338
1.000	0.8316
0.618	0.8302
HIGH	0.8280
0.618	0.8266
0.500	0.8262
0.382	0.8257
LOW	0.8244
0.618	0.8221
1.000	0.8208
1.618	0.8185
2.618	0.8149
4.250	0.8091

Fisher Pivots for day following 10-May-2021
Pivot	1 day	3 day
R1	0.8265	0.8247
PP	0.8263	0.8228
S1	0.8262	0.8209

Download as Excel Spreadsheet

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

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