CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 09-Jun-2021

Day Change Summary
	Previous	Current
	08-Jun-2021	09-Jun-2021	Change	Change %	Previous Week
Open	0.8276	0.8256	-0.0020	-0.2%	0.8282
High	0.8284	0.8293	0.0009	0.1%	0.8328
Low	0.8253	0.8252	-0.0001	0.0%	0.8242
Close	0.8261	0.8261	0.0000	0.0%	0.8282
Range	0.0032	0.0041	0.0010	30.2%	0.0086
ATR	0.0049	0.0048	-0.0001	-1.1%	0.0000
Volume	90,542	126,272	35,730	39.5%	295,145

Daily Pivots for day following 09-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8392	0.8367	0.8283
R3	0.8351	0.8326	0.8272
R2	0.8310	0.8310	0.8268
R1	0.8285	0.8285	0.8264	0.8297
PP	0.8269	0.8269	0.8269	0.8275
S1	0.8244	0.8244	0.8257	0.8256
S2	0.8228	0.8228	0.8253
S3	0.8187	0.8203	0.8249
S4	0.8146	0.8162	0.8238

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8542	0.8498	0.8329
R3	0.8456	0.8412	0.8305
R2	0.8370	0.8370	0.8297
R1	0.8326	0.8326	0.8289	0.8305
PP	0.8284	0.8284	0.8284	0.8273
S1	0.8240	0.8240	0.8274	0.8219
S2	0.8198	0.8198	0.8266
S3	0.8112	0.8154	0.8258
S4	0.8026	0.8068	0.8234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8313	0.8242	0.0071	0.9%	0.0042	0.5%	26%	False	False	82,468
10	0.8328	0.8235	0.0093	1.1%	0.0047	0.6%	27%	False	False	76,007
20	0.8328	0.8195	0.0133	1.6%	0.0050	0.6%	49%	False	False	73,092
40	0.8328	0.7904	0.0425	5.1%	0.0051	0.6%	84%	False	False	74,438
60	0.8328	0.7904	0.0425	5.1%	0.0051	0.6%	84%	False	False	71,316
80	0.8328	0.7842	0.0486	5.9%	0.0053	0.6%	86%	False	False	58,889
100	0.8328	0.7766	0.0563	6.8%	0.0053	0.6%	88%	False	False	47,159
120	0.8328	0.7723	0.0605	7.3%	0.0052	0.6%	89%	False	False	39,315

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

Fibonacci Retracements and Extensions
4.250	0.8467
2.618	0.8400
1.618	0.8359
1.000	0.8334
0.618	0.8318
HIGH	0.8293
0.618	0.8277
0.500	0.8273
0.382	0.8268
LOW	0.8252
0.618	0.8227
1.000	0.8211
1.618	0.8186
2.618	0.8145
4.250	0.8078

Fisher Pivots for day following 09-Jun-2021
Pivot	1 day	3 day
R1	0.8273	0.8273
PP	0.8269	0.8269
S1	0.8265	0.8265

Download as Excel Spreadsheet

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

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