CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 09-Apr-2021

Day Change Summary
	Previous	Current
	08-Apr-2021	09-Apr-2021	Change	Change %	Previous Week
Open	0.7942	0.7961	0.0019	0.2%	0.7950
High	0.7964	0.7985	0.0021	0.3%	0.8000
Low	0.7922	0.7932	0.0010	0.1%	0.7917
Close	0.7960	0.7985	0.0025	0.3%	0.7985
Range	0.0043	0.0053	0.0011	24.7%	0.0083
ATR	0.0048	0.0049	0.0000	0.7%	0.0000
Volume	75	42	-33	-44.0%	310

Daily Pivots for day following 09-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8126	0.8108	0.8014
R3	0.8073	0.8055	0.7999
R2	0.8020	0.8020	0.7994
R1	0.8002	0.8002	0.7989	0.8011
PP	0.7967	0.7967	0.7967	0.7971
S1	0.7949	0.7949	0.7980	0.7958
S2	0.7914	0.7914	0.7975
S3	0.7861	0.7896	0.7970
S4	0.7808	0.7843	0.7955

Weekly Pivots for week ending 09-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8215	0.8182	0.8030
R3	0.8132	0.8100	0.8007
R2	0.8050	0.8050	0.8000
R1	0.8017	0.8017	0.7992	0.8033
PP	0.7967	0.7967	0.7967	0.7975
S1	0.7935	0.7935	0.7977	0.7951
S2	0.7885	0.7885	0.7969
S3	0.7802	0.7852	0.7962
S4	0.7720	0.7770	0.7939

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%	0.0047	0.6%	82%	False	False	62
10	0.8000	0.7909	0.0091	1.1%	0.0042	0.5%	83%	False	False	69
20	0.8087	0.7909	0.0178	2.2%	0.0048	0.6%	43%	False	False	74
40	0.8087	0.7837	0.0250	3.1%	0.0049	0.6%	59%	False	False	65
60	0.8087	0.7767	0.0320	4.0%	0.0048	0.6%	68%	False	False	56
80	0.8087	0.7729	0.0358	4.5%	0.0045	0.6%	71%	False	False	46
100	0.8087	0.7600	0.0487	6.1%	0.0042	0.5%	79%	False	False	41

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8210
2.618	0.8123
1.618	0.8070
1.000	0.8038
0.618	0.8017
HIGH	0.7985
0.618	0.7964
0.500	0.7958
0.382	0.7952
LOW	0.7932
0.618	0.7899
1.000	0.7879
1.618	0.7846
2.618	0.7793
4.250	0.7706

Fisher Pivots for day following 09-Apr-2021
Pivot	1 day	3 day
R1	0.7976	0.7973
PP	0.7967	0.7962
S1	0.7958	0.7951

Download as Excel Spreadsheet

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

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