CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 12-Apr-2021

Day Change Summary
	Previous	Current
	09-Apr-2021	12-Apr-2021	Change	Change %	Previous Week
Open	0.7961	0.7970	0.0010	0.1%	0.7950
High	0.7985	0.7980	-0.0005	-0.1%	0.8000
Low	0.7932	0.7956	0.0024	0.3%	0.7917
Close	0.7985	0.7962	-0.0023	-0.3%	0.7985
Range	0.0053	0.0025	-0.0029	-53.8%	0.0083
ATR	0.0049	0.0047	-0.0001	-2.9%	0.0000
Volume	42	17	-25	-59.5%	310

Daily Pivots for day following 12-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8039	0.8025	0.7975
R3	0.8015	0.8001	0.7969
R2	0.7990	0.7990	0.7966
R1	0.7976	0.7976	0.7964	0.7971
PP	0.7966	0.7966	0.7966	0.7963
S1	0.7952	0.7952	0.7960	0.7947
S2	0.7941	0.7941	0.7958
S3	0.7917	0.7927	0.7955
S4	0.7892	0.7903	0.7949

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	0.7990	0.7917	0.0073	0.9%	0.0041	0.5%	62%	False	False	50
10	0.8000	0.7909	0.0091	1.1%	0.0042	0.5%	59%	False	False	68
20	0.8087	0.7909	0.0178	2.2%	0.0046	0.6%	30%	False	False	65
40	0.8087	0.7837	0.0250	3.1%	0.0049	0.6%	50%	False	False	65
60	0.8087	0.7767	0.0320	4.0%	0.0048	0.6%	61%	False	False	55
80	0.8087	0.7729	0.0358	4.5%	0.0045	0.6%	65%	False	False	46
100	0.8087	0.7631	0.0456	5.7%	0.0042	0.5%	73%	False	False	41

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8084
2.618	0.8044
1.618	0.8020
1.000	0.8005
0.618	0.7995
HIGH	0.7980
0.618	0.7971
0.500	0.7968
0.382	0.7965
LOW	0.7956
0.618	0.7940
1.000	0.7931
1.618	0.7916
2.618	0.7891
4.250	0.7851

Fisher Pivots for day following 12-Apr-2021
Pivot	1 day	3 day
R1	0.7968	0.7959
PP	0.7966	0.7956
S1	0.7964	0.7953

Download as Excel Spreadsheet

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

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