CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 25-May-2021

Day Change Summary
	Previous	Current
	24-May-2021	25-May-2021	Change	Change %	Previous Week
Open	0.8290	0.8301	0.0011	0.1%	0.8260
High	0.8305	0.8313	0.0008	0.1%	0.8325
Low	0.8274	0.8280	0.0006	0.1%	0.8234
Close	0.8301	0.8292	-0.0009	-0.1%	0.8290
Range	0.0031	0.0034	0.0003	8.1%	0.0091
ATR	0.0052	0.0051	-0.0001	-2.6%	0.0000
Volume	45,567	59,315	13,748	30.2%	348,335

Daily Pivots for day following 25-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8395	0.8377	0.8310
R3	0.8362	0.8344	0.8301
R2	0.8328	0.8328	0.8298
R1	0.8310	0.8310	0.8295	0.8303
PP	0.8295	0.8295	0.8295	0.8291
S1	0.8277	0.8277	0.8289	0.8269
S2	0.8261	0.8261	0.8286
S3	0.8228	0.8243	0.8283
S4	0.8194	0.8210	0.8274

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8554	0.8512	0.8339
R3	0.8464	0.8422	0.8314
R2	0.8373	0.8373	0.8306
R1	0.8331	0.8331	0.8298	0.8352
PP	0.8283	0.8283	0.8283	0.8293
S1	0.8241	0.8241	0.8281	0.8262
S2	0.8192	0.8192	0.8273
S3	0.8102	0.8150	0.8265
S4	0.8011	0.8060	0.8240

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8314	0.8234	0.0080	1.0%	0.0047	0.6%	73%	False	False	67,006
10	0.8325	0.8195	0.0130	1.6%	0.0053	0.6%	75%	False	False	70,177
20	0.8325	0.8054	0.0271	3.3%	0.0051	0.6%	88%	False	False	74,072
40	0.8325	0.7904	0.0421	5.1%	0.0052	0.6%	92%	False	False	70,919
60	0.8325	0.7852	0.0473	5.7%	0.0052	0.6%	93%	False	False	65,594
80	0.8325	0.7772	0.0553	6.7%	0.0052	0.6%	94%	False	False	49,412
100	0.8325	0.7766	0.0559	6.7%	0.0054	0.6%	94%	False	False	39,570
120	0.8325	0.7722	0.0603	7.3%	0.0052	0.6%	95%	False	False	32,996

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8455
2.618	0.8401
1.618	0.8367
1.000	0.8347
0.618	0.8334
HIGH	0.8313
0.618	0.8300
0.500	0.8296
0.382	0.8292
LOW	0.8280
0.618	0.8259
1.000	0.8246
1.618	0.8225
2.618	0.8192
4.250	0.8137

Fisher Pivots for day following 25-May-2021
Pivot	1 day	3 day
R1	0.8296	0.8292
PP	0.8295	0.8291
S1	0.8293	0.8291

Download as Excel Spreadsheet

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

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