CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 07-Apr-2021

Day Change Summary
	Previous	Current
	06-Apr-2021	07-Apr-2021	Change	Change %	Previous Week
Open	0.7989	0.7955	-0.0034	-0.4%	0.7939
High	0.7990	0.7959	-0.0032	-0.4%	0.7976
Low	0.7949	0.7917	-0.0032	-0.4%	0.7909
Close	0.7952	0.7922	-0.0030	-0.4%	0.7971
Range	0.0041	0.0042	0.0001	1.2%	0.0067
ATR	0.0049	0.0049	-0.0001	-1.1%	0.0000
Volume	20	100	80	400.0%	361

Daily Pivots for day following 07-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8057	0.8031	0.7945
R3	0.8016	0.7990	0.7933
R2	0.7974	0.7974	0.7930
R1	0.7948	0.7948	0.7926	0.7940
PP	0.7933	0.7933	0.7933	0.7929
S1	0.7907	0.7907	0.7918	0.7899
S2	0.7891	0.7891	0.7914
S3	0.7850	0.7865	0.7911
S4	0.7808	0.7824	0.7899

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	0.7917	0.0083	1.0%	0.0046	0.6%	6%	False	True	101
10	0.8000	0.7909	0.0091	1.1%	0.0042	0.5%	14%	False	False	74
20	0.8087	0.7886	0.0201	2.5%	0.0048	0.6%	18%	False	False	74
40	0.8087	0.7836	0.0251	3.2%	0.0049	0.6%	34%	False	False	63
60	0.8087	0.7767	0.0320	4.0%	0.0047	0.6%	49%	False	False	55
80	0.8087	0.7729	0.0358	4.5%	0.0045	0.6%	54%	False	False	45
100	0.8087	0.7600	0.0487	6.1%	0.0042	0.5%	66%	False	False	40

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8135
2.618	0.8067
1.618	0.8026
1.000	0.8000
0.618	0.7984
HIGH	0.7959
0.618	0.7943
0.500	0.7938
0.382	0.7933
LOW	0.7917
0.618	0.7891
1.000	0.7876
1.618	0.7850
2.618	0.7808
4.250	0.7741

Fisher Pivots for day following 07-Apr-2021
Pivot	1 day	3 day
R1	0.7938	0.7958
PP	0.7933	0.7946
S1	0.7927	0.7934

Download as Excel Spreadsheet

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

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