CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 12-May-2021

Day Change Summary
	Previous	Current
	11-May-2021	12-May-2021	Change	Change %	Previous Week
Open	0.8262	0.8267	0.0005	0.1%	0.8141
High	0.8280	0.8302	0.0022	0.3%	0.8248
Low	0.8247	0.8239	-0.0009	-0.1%	0.8096
Close	0.8272	0.8261	-0.0011	-0.1%	0.8237
Range	0.0033	0.0063	0.0030	90.9%	0.0153
ATR	0.0051	0.0052	0.0001	1.7%	0.0000
Volume	76,577	88,749	12,172	15.9%	363,801

Daily Pivots for day following 12-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8456	0.8421	0.8295
R3	0.8393	0.8358	0.8278
R2	0.8330	0.8330	0.8272
R1	0.8295	0.8295	0.8266	0.8281
PP	0.8267	0.8267	0.8267	0.8260
S1	0.8232	0.8232	0.8255	0.8218
S2	0.8204	0.8204	0.8249
S3	0.8141	0.8169	0.8243
S4	0.8078	0.8106	0.8226

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	0.8302	0.8138	0.0164	2.0%	0.0056	0.7%	75%	True	False	78,046
10	0.8302	0.8096	0.0206	2.5%	0.0047	0.6%	80%	True	False	78,173
20	0.8302	0.7904	0.0398	4.8%	0.0053	0.6%	90%	True	False	76,643
40	0.8302	0.7904	0.0398	4.8%	0.0052	0.6%	90%	True	False	71,260
60	0.8302	0.7842	0.0460	5.6%	0.0054	0.6%	91%	True	False	55,622
80	0.8302	0.7766	0.0536	6.5%	0.0053	0.6%	92%	True	False	41,778
100	0.8302	0.7723	0.0579	7.0%	0.0053	0.6%	93%	True	False	33,447
120	0.8302	0.7626	0.0676	8.2%	0.0051	0.6%	94%	True	False	27,893

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8569
2.618	0.8466
1.618	0.8403
1.000	0.8365
0.618	0.8340
HIGH	0.8302
0.618	0.8277
0.500	0.8270
0.382	0.8263
LOW	0.8239
0.618	0.8200
1.000	0.8176
1.618	0.8137
2.618	0.8074
4.250	0.7971

Fisher Pivots for day following 12-May-2021
Pivot	1 day	3 day
R1	0.8270	0.8270
PP	0.8267	0.8267
S1	0.8264	0.8264

Download as Excel Spreadsheet

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

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