CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 20-May-2021

Day Change Summary
	Previous	Current
	19-May-2021	20-May-2021	Change	Change %	Previous Week
Open	0.8290	0.8245	-0.0046	-0.5%	0.8244
High	0.8296	0.8299	0.0003	0.0%	0.8302
Low	0.8235	0.8234	-0.0001	0.0%	0.8195
Close	0.8241	0.8292	0.0051	0.6%	0.8256
Range	0.0061	0.0065	0.0004	6.6%	0.0107
ATR	0.0054	0.0055	0.0001	1.5%	0.0000
Volume	90,723	68,428	-22,295	-24.6%	393,408

Daily Pivots for day following 20-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8470	0.8446	0.8328
R3	0.8405	0.8381	0.8310
R2	0.8340	0.8340	0.8304
R1	0.8316	0.8316	0.8298	0.8328
PP	0.8275	0.8275	0.8275	0.8281
S1	0.8251	0.8251	0.8286	0.8263
S2	0.8210	0.8210	0.8280
S3	0.8145	0.8186	0.8274
S4	0.8080	0.8121	0.8256

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	0.8211	0.0114	1.4%	0.0059	0.7%	71%	False	False	67,938
10	0.8325	0.8195	0.0130	1.6%	0.0054	0.7%	75%	False	False	75,076
20	0.8325	0.7995	0.0330	4.0%	0.0051	0.6%	90%	False	False	74,818
40	0.8325	0.7904	0.0421	5.1%	0.0052	0.6%	92%	False	False	71,094
60	0.8325	0.7842	0.0483	5.8%	0.0055	0.7%	93%	False	False	62,805
80	0.8325	0.7766	0.0559	6.7%	0.0053	0.6%	94%	False	False	47,222
100	0.8325	0.7766	0.0559	6.7%	0.0054	0.6%	94%	False	False	37,814
120	0.8325	0.7684	0.0641	7.7%	0.0052	0.6%	95%	False	False	31,533

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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8575
2.618	0.8469
1.618	0.8404
1.000	0.8364
0.618	0.8339
HIGH	0.8299
0.618	0.8274
0.500	0.8267
0.382	0.8259
LOW	0.8234
0.618	0.8194
1.000	0.8169
1.618	0.8129
2.618	0.8064
4.250	0.7958

Fisher Pivots for day following 20-May-2021
Pivot	1 day	3 day
R1	0.8284	0.8288
PP	0.8275	0.8284
S1	0.8267	0.8279

Download as Excel Spreadsheet

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

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