CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	0.8256	0.8256	0.0000	0.0%	0.8282
High	0.8293	0.8285	-0.0008	-0.1%	0.8328
Low	0.8252	0.8247	-0.0006	-0.1%	0.8242
Close	0.8261	0.8273	0.0012	0.1%	0.8282
Range	0.0041	0.0039	-0.0003	-6.1%	0.0086
ATR	0.0048	0.0047	-0.0001	-1.4%	0.0000
Volume	126,272	121,307	-4,965	-3.9%	295,145

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8384	0.8367	0.8294
R3	0.8345	0.8328	0.8283
R2	0.8307	0.8307	0.8280
R1	0.8290	0.8290	0.8276	0.8298
PP	0.8268	0.8268	0.8268	0.8272
S1	0.8251	0.8251	0.8269	0.8260
S2	0.8230	0.8230	0.8265
S3	0.8191	0.8213	0.8262
S4	0.8153	0.8174	0.8251

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	0.8294	0.8242	0.0052	0.6%	0.0037	0.5%	59%	False	False	92,570
10	0.8328	0.8235	0.0093	1.1%	0.0045	0.5%	40%	False	False	81,341
20	0.8328	0.8195	0.0133	1.6%	0.0049	0.6%	58%	False	False	74,720
40	0.8328	0.7904	0.0425	5.1%	0.0051	0.6%	87%	False	False	75,682
60	0.8328	0.7904	0.0425	5.1%	0.0051	0.6%	87%	False	False	72,413
80	0.8328	0.7842	0.0486	5.9%	0.0052	0.6%	89%	False	False	60,397
100	0.8328	0.7766	0.0563	6.8%	0.0052	0.6%	90%	False	False	48,366
120	0.8328	0.7723	0.0605	7.3%	0.0052	0.6%	91%	False	False	40,326

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8449
2.618	0.8386
1.618	0.8347
1.000	0.8324
0.618	0.8309
HIGH	0.8285
0.618	0.8270
0.500	0.8266
0.382	0.8261
LOW	0.8247
0.618	0.8223
1.000	0.8208
1.618	0.8184
2.618	0.8146
4.250	0.8083

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	0.8270	0.8272
PP	0.8268	0.8271
S1	0.8266	0.8270

Download as Excel Spreadsheet

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

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