CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 28-May-2021

Day Change Summary
	Previous	Current
	27-May-2021	28-May-2021	Change	Change %	Previous Week
Open	0.8250	0.8286	0.0036	0.4%	0.8290
High	0.8294	0.8290	-0.0005	-0.1%	0.8313
Low	0.8235	0.8250	0.0015	0.2%	0.8235
Close	0.8288	0.8274	-0.0014	-0.2%	0.8274
Range	0.0059	0.0040	-0.0020	-33.1%	0.0078
ATR	0.0052	0.0051	-0.0001	-1.7%	0.0000
Volume	64,646	65,560	914	1.4%	303,052

Daily Pivots for day following 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8390	0.8371	0.8296
R3	0.8350	0.8332	0.8285
R2	0.8311	0.8311	0.8281
R1	0.8292	0.8292	0.8278	0.8282
PP	0.8271	0.8271	0.8271	0.8266
S1	0.8253	0.8253	0.8270	0.8242
S2	0.8232	0.8232	0.8267
S3	0.8192	0.8213	0.8263
S4	0.8153	0.8174	0.8252

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8508	0.8469	0.8317
R3	0.8430	0.8391	0.8295
R2	0.8352	0.8352	0.8288
R1	0.8313	0.8313	0.8281	0.8294
PP	0.8274	0.8274	0.8274	0.8264
S1	0.8235	0.8235	0.8267	0.8216
S2	0.8196	0.8196	0.8260
S3	0.8118	0.8157	0.8253
S4	0.8040	0.8079	0.8231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8313	0.8235	0.0078	0.9%	0.0044	0.5%	50%	False	False	60,610
10	0.8325	0.8234	0.0091	1.1%	0.0049	0.6%	44%	False	False	65,138
20	0.8325	0.8096	0.0229	2.8%	0.0051	0.6%	78%	False	False	70,429
40	0.8325	0.7904	0.0421	5.1%	0.0052	0.6%	88%	False	False	70,775
60	0.8325	0.7852	0.0473	5.7%	0.0052	0.6%	89%	False	False	68,784
80	0.8325	0.7787	0.0538	6.5%	0.0052	0.6%	91%	False	False	51,880
100	0.8325	0.7766	0.0559	6.8%	0.0053	0.6%	91%	False	False	41,549
120	0.8325	0.7723	0.0602	7.3%	0.0052	0.6%	92%	False	False	34,644

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8457
2.618	0.8393
1.618	0.8353
1.000	0.8329
0.618	0.8314
HIGH	0.8290
0.618	0.8274
0.500	0.8270
0.382	0.8265
LOW	0.8250
0.618	0.8226
1.000	0.8211
1.618	0.8186
2.618	0.8147
4.250	0.8082

Fisher Pivots for day following 28-May-2021
Pivot	1 day	3 day
R1	0.8273	0.8272
PP	0.8271	0.8271
S1	0.8270	0.8269

Download as Excel Spreadsheet

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

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