CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 08-Apr-2021

Day Change Summary
	Previous	Current
	07-Apr-2021	08-Apr-2021	Change	Change %	Previous Week
Open	0.7955	0.7942	-0.0013	-0.2%	0.7939
High	0.7959	0.7964	0.0006	0.1%	0.7976
Low	0.7917	0.7922	0.0005	0.1%	0.7909
Close	0.7922	0.7960	0.0038	0.5%	0.7971
Range	0.0042	0.0043	0.0001	2.4%	0.0067
ATR	0.0049	0.0048	0.0000	-0.9%	0.0000
Volume	100	75	-25	-25.0%	361

Daily Pivots for day following 08-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8076	0.8060	0.7983
R3	0.8033	0.8018	0.7971
R2	0.7991	0.7991	0.7967
R1	0.7975	0.7975	0.7963	0.7983
PP	0.7948	0.7948	0.7948	0.7952
S1	0.7933	0.7933	0.7956	0.7941
S2	0.7906	0.7906	0.7952
S3	0.7863	0.7890	0.7948
S4	0.7821	0.7848	0.7936

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%	0.0044	0.6%	52%	False	False	96
10	0.8000	0.7909	0.0091	1.1%	0.0042	0.5%	56%	False	False	71
20	0.8087	0.7909	0.0178	2.2%	0.0048	0.6%	28%	False	False	73
40	0.8087	0.7837	0.0250	3.1%	0.0049	0.6%	49%	False	False	65
60	0.8087	0.7767	0.0320	4.0%	0.0048	0.6%	60%	False	False	56
80	0.8087	0.7729	0.0358	4.5%	0.0045	0.6%	64%	False	False	46
100	0.8087	0.7600	0.0487	6.1%	0.0042	0.5%	74%	False	False	41

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8145
2.618	0.8075
1.618	0.8033
1.000	0.8007
0.618	0.7990
HIGH	0.7964
0.618	0.7948
0.500	0.7943
0.382	0.7938
LOW	0.7922
0.618	0.7895
1.000	0.7879
1.618	0.7853
2.618	0.7810
4.250	0.7741

Fisher Pivots for day following 08-Apr-2021
Pivot	1 day	3 day
R1	0.7954	0.7958
PP	0.7948	0.7956
S1	0.7943	0.7954

Download as Excel Spreadsheet

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

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