CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 15-Apr-2021

Day Change Summary
	Previous	Current
	14-Apr-2021	15-Apr-2021	Change	Change %	Previous Week
Open	0.7978	0.7992	0.0014	0.2%	0.7950
High	0.8002	0.8016	0.0015	0.2%	0.8000
Low	0.7954	0.7965	0.0011	0.1%	0.7917
Close	0.7986	0.7978	-0.0009	-0.1%	0.7985
Range	0.0048	0.0051	0.0004	7.4%	0.0083
ATR	0.0048	0.0048	0.0000	0.4%	0.0000
Volume	70	33	-37	-52.9%	310

Daily Pivots for day following 15-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8139	0.8109	0.8006
R3	0.8088	0.8058	0.7992
R2	0.8037	0.8037	0.7987
R1	0.8007	0.8007	0.7982	0.7997
PP	0.7986	0.7986	0.7986	0.7981
S1	0.7956	0.7956	0.7973	0.7946
S2	0.7935	0.7935	0.7968
S3	0.7884	0.7905	0.7963
S4	0.7833	0.7854	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	0.8016	0.7923	0.0094	1.2%	0.0048	0.6%	59%	True	False	52
10	0.8016	0.7917	0.0099	1.2%	0.0046	0.6%	61%	True	False	74
20	0.8087	0.7909	0.0178	2.2%	0.0047	0.6%	39%	False	False	69
40	0.8087	0.7843	0.0244	3.1%	0.0050	0.6%	55%	False	False	69
60	0.8087	0.7767	0.0320	4.0%	0.0048	0.6%	66%	False	False	58
80	0.8087	0.7729	0.0358	4.5%	0.0046	0.6%	70%	False	False	48
100	0.8087	0.7631	0.0456	5.7%	0.0043	0.5%	76%	False	False	43

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8233
2.618	0.8150
1.618	0.8099
1.000	0.8067
0.618	0.8048
HIGH	0.8016
0.618	0.7997
0.500	0.7991
0.382	0.7984
LOW	0.7965
0.618	0.7933
1.000	0.7914
1.618	0.7882
2.618	0.7831
4.250	0.7748

Fisher Pivots for day following 15-Apr-2021
Pivot	1 day	3 day
R1	0.7991	0.7975
PP	0.7986	0.7972
S1	0.7982	0.7969

Download as Excel Spreadsheet

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

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