CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 13-Apr-2021

Day Change Summary
	Previous	Current
	12-Apr-2021	13-Apr-2021	Change	Change %	Previous Week
Open	0.7970	0.7961	-0.0010	-0.1%	0.7950
High	0.7980	0.7985	0.0005	0.1%	0.8000
Low	0.7956	0.7923	-0.0033	-0.4%	0.7917
Close	0.7962	0.7980	0.0018	0.2%	0.7985
Range	0.0025	0.0062	0.0038	153.1%	0.0083
ATR	0.0047	0.0048	0.0001	2.2%	0.0000
Volume	17	98	81	476.5%	310

Daily Pivots for day following 13-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8148	0.8126	0.8014
R3	0.8086	0.8064	0.7997
R2	0.8024	0.8024	0.7991
R1	0.8002	0.8002	0.7986	0.8013
PP	0.7962	0.7962	0.7962	0.7968
S1	0.7940	0.7940	0.7974	0.7951
S2	0.7900	0.7900	0.7969
S3	0.7838	0.7878	0.7963
S4	0.7776	0.7816	0.7946

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	0.7985	0.7917	0.0068	0.8%	0.0045	0.6%	93%	True	False	66
10	0.8000	0.7909	0.0091	1.1%	0.0045	0.6%	78%	False	False	75
20	0.8087	0.7909	0.0178	2.2%	0.0047	0.6%	40%	False	False	69
40	0.8087	0.7843	0.0244	3.1%	0.0050	0.6%	56%	False	False	67
60	0.8087	0.7767	0.0320	4.0%	0.0048	0.6%	67%	False	False	57
80	0.8087	0.7729	0.0358	4.5%	0.0045	0.6%	70%	False	False	47
100	0.8087	0.7631	0.0456	5.7%	0.0043	0.5%	77%	False	False	42

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8248
2.618	0.8147
1.618	0.8085
1.000	0.8047
0.618	0.8023
HIGH	0.7985
0.618	0.7961
0.500	0.7954
0.382	0.7946
LOW	0.7923
0.618	0.7884
1.000	0.7861
1.618	0.7822
2.618	0.7760
4.250	0.7659

Fisher Pivots for day following 13-Apr-2021
Pivot	1 day	3 day
R1	0.7971	0.7971
PP	0.7962	0.7962
S1	0.7954	0.7954

Download as Excel Spreadsheet

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

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