CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 18-May-2021

Day Change Summary
	Previous	Current
	17-May-2021	18-May-2021	Change	Change %	Previous Week
Open	0.8260	0.8285	0.0025	0.3%	0.8244
High	0.8292	0.8325	0.0033	0.4%	0.8302
Low	0.8240	0.8277	0.0038	0.5%	0.8195
Close	0.8291	0.8293	0.0002	0.0%	0.8256
Range	0.0052	0.0048	-0.0005	-8.7%	0.0107
ATR	0.0054	0.0053	0.0000	-0.8%	0.0000
Volume	53,097	65,089	11,992	22.6%	393,408

Daily Pivots for day following 18-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8441	0.8414	0.8319
R3	0.8393	0.8367	0.8306
R2	0.8346	0.8346	0.8302
R1	0.8319	0.8319	0.8297	0.8333
PP	0.8298	0.8298	0.8298	0.8305
S1	0.8272	0.8272	0.8289	0.8285
S2	0.8251	0.8251	0.8284
S3	0.8203	0.8224	0.8280
S4	0.8156	0.8177	0.8267

Weekly Pivots for week ending 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8570	0.8519	0.8314
R3	0.8464	0.8413	0.8285
R2	0.8357	0.8357	0.8275
R1	0.8306	0.8306	0.8265	0.8332
PP	0.8251	0.8251	0.8251	0.8263
S1	0.8200	0.8200	0.8246	0.8225
S2	0.8144	0.8144	0.8236
S3	0.8038	0.8093	0.8226
S4	0.7931	0.7987	0.8197

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8325	0.8195	0.0130	1.6%	0.0059	0.7%	76%	True	False	73,348
10	0.8325	0.8125	0.0200	2.4%	0.0055	0.7%	84%	True	False	72,320
20	0.8325	0.7904	0.0421	5.1%	0.0053	0.6%	93%	True	False	76,827
40	0.8325	0.7904	0.0421	5.1%	0.0051	0.6%	93%	True	False	70,611
60	0.8325	0.7842	0.0483	5.8%	0.0054	0.7%	93%	True	False	60,229
80	0.8325	0.7766	0.0559	6.7%	0.0053	0.6%	94%	True	False	45,237
100	0.8325	0.7751	0.0574	6.9%	0.0053	0.6%	95%	True	False	36,224
120	0.8325	0.7645	0.0680	8.2%	0.0052	0.6%	95%	True	False	30,208

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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8526
2.618	0.8449
1.618	0.8401
1.000	0.8372
0.618	0.8354
HIGH	0.8325
0.618	0.8306
0.500	0.8301
0.382	0.8295
LOW	0.8277
0.618	0.8248
1.000	0.8230
1.618	0.8200
2.618	0.8153
4.250	0.8075

Fisher Pivots for day following 18-May-2021
Pivot	1 day	3 day
R1	0.8301	0.8285
PP	0.8298	0.8276
S1	0.8296	0.8268

Download as Excel Spreadsheet

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

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