CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 11-Jun-2021

Day Change Summary
	Previous	Current
	10-Jun-2021	11-Jun-2021	Change	Change %	Previous Week
Open	0.8256	0.8270	0.0014	0.2%	0.8282
High	0.8285	0.8278	-0.0008	-0.1%	0.8294
Low	0.8247	0.8212	-0.0035	-0.4%	0.8212
Close	0.8273	0.8219	-0.0054	-0.7%	0.8219
Range	0.0039	0.0066	0.0028	71.4%	0.0082
ATR	0.0047	0.0049	0.0001	2.8%	0.0000
Volume	121,307	45,797	-75,510	-62.2%	433,860

Daily Pivots for day following 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8434	0.8392	0.8255
R3	0.8368	0.8326	0.8237
R2	0.8302	0.8302	0.8231
R1	0.8260	0.8260	0.8225	0.8248
PP	0.8236	0.8236	0.8236	0.8230
S1	0.8194	0.8194	0.8212	0.8182
S2	0.8170	0.8170	0.8206
S3	0.8104	0.8128	0.8200
S4	0.8038	0.8062	0.8182

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8487	0.8435	0.8264
R3	0.8405	0.8353	0.8241
R2	0.8323	0.8323	0.8234
R1	0.8271	0.8271	0.8226	0.8256
PP	0.8241	0.8241	0.8241	0.8234
S1	0.8189	0.8189	0.8211	0.8174
S2	0.8159	0.8159	0.8203
S3	0.8077	0.8107	0.8196
S4	0.7995	0.8025	0.8173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8294	0.8212	0.0082	1.0%	0.0042	0.5%	9%	False	True	86,772
10	0.8328	0.8212	0.0117	1.4%	0.0046	0.6%	6%	False	True	79,456
20	0.8328	0.8211	0.0117	1.4%	0.0049	0.6%	6%	False	False	72,137
40	0.8328	0.7904	0.0425	5.2%	0.0051	0.6%	74%	False	False	75,146
60	0.8328	0.7904	0.0425	5.2%	0.0051	0.6%	74%	False	False	71,883
80	0.8328	0.7842	0.0486	5.9%	0.0053	0.6%	77%	False	False	60,966
100	0.8328	0.7766	0.0563	6.8%	0.0052	0.6%	81%	False	False	48,823
120	0.8328	0.7723	0.0605	7.4%	0.0053	0.6%	82%	False	False	40,707

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.8558
2.618	0.8450
1.618	0.8384
1.000	0.8344
0.618	0.8318
HIGH	0.8278
0.618	0.8252
0.500	0.8245
0.382	0.8237
LOW	0.8212
0.618	0.8171
1.000	0.8146
1.618	0.8105
2.618	0.8039
4.250	0.7931

Fisher Pivots for day following 11-Jun-2021
Pivot	1 day	3 day
R1	0.8245	0.8252
PP	0.8236	0.8241
S1	0.8227	0.8230

Download as Excel Spreadsheet

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

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