CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 06-Apr-2021

Day Change Summary
	Previous	Current
	05-Apr-2021	06-Apr-2021	Change	Change %	Previous Week
Open	0.7950	0.7989	0.0039	0.5%	0.7939
High	0.8000	0.7990	-0.0010	-0.1%	0.7976
Low	0.7942	0.7949	0.0008	0.1%	0.7909
Close	0.7986	0.7952	-0.0034	-0.4%	0.7971
Range	0.0058	0.0041	-0.0017	-29.3%	0.0067
ATR	0.0050	0.0049	-0.0001	-1.3%	0.0000
Volume	73	20	-53	-72.6%	361

Daily Pivots for day following 06-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8087	0.8060	0.7974
R3	0.8046	0.8019	0.7963
R2	0.8005	0.8005	0.7959
R1	0.7978	0.7978	0.7955	0.7971
PP	0.7964	0.7964	0.7964	0.7960
S1	0.7937	0.7937	0.7948	0.7930
S2	0.7923	0.7923	0.7944
S3	0.7882	0.7896	0.7940
S4	0.7841	0.7855	0.7929

Weekly Pivots for week ending 02-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8127	0.8007
R3	0.8085	0.8061	0.7989
R2	0.8018	0.8018	0.7983
R1	0.7994	0.7994	0.7977	0.8006
PP	0.7952	0.7952	0.7952	0.7958
S1	0.7928	0.7928	0.7964	0.7940
S2	0.7885	0.7885	0.7958
S3	0.7819	0.7861	0.7952
S4	0.7752	0.7795	0.7934

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8000	0.7909	0.0091	1.1%	0.0046	0.6%	47%	False	False	84
10	0.8000	0.7909	0.0091	1.1%	0.0042	0.5%	47%	False	False	76
20	0.8087	0.7886	0.0201	2.5%	0.0048	0.6%	33%	False	False	76
40	0.8087	0.7826	0.0261	3.3%	0.0048	0.6%	48%	False	False	61
60	0.8087	0.7767	0.0320	4.0%	0.0047	0.6%	58%	False	False	54
80	0.8087	0.7729	0.0358	4.5%	0.0045	0.6%	62%	False	False	45
100	0.8087	0.7600	0.0487	6.1%	0.0042	0.5%	72%	False	False	39

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8164
2.618	0.8097
1.618	0.8056
1.000	0.8031
0.618	0.8015
HIGH	0.7990
0.618	0.7974
0.500	0.7970
0.382	0.7965
LOW	0.7949
0.618	0.7924
1.000	0.7908
1.618	0.7883
2.618	0.7842
4.250	0.7775

Fisher Pivots for day following 06-Apr-2021
Pivot	1 day	3 day
R1	0.7970	0.7968
PP	0.7964	0.7963
S1	0.7958	0.7957

Download as Excel Spreadsheet

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

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