CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 22-Apr-2021

Day Change Summary
	Previous	Current
	21-Apr-2021	22-Apr-2021	Change	Change %	Previous Week
Open	0.7931	0.8000	0.0069	0.9%	0.7970
High	0.8027	0.8018	-0.0009	-0.1%	0.8016
Low	0.7905	0.7980	0.0076	1.0%	0.7923
Close	0.8003	0.8004	0.0001	0.0%	0.8002
Range	0.0122	0.0038	-0.0085	-69.3%	0.0094
ATR	0.0056	0.0055	-0.0001	-2.3%	0.0000
Volume	233	147	-86	-36.9%	316

Daily Pivots for day following 22-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8113	0.8096	0.8025
R3	0.8076	0.8059	0.8014
R2	0.8038	0.8038	0.8011
R1	0.8021	0.8021	0.8007	0.8030
PP	0.8001	0.8001	0.8001	0.8005
S1	0.7984	0.7984	0.8001	0.7992
S2	0.7963	0.7963	0.7997
S3	0.7926	0.7946	0.7994
S4	0.7888	0.7909	0.7983

Weekly Pivots for week ending 16-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8261	0.8225	0.8053
R3	0.8167	0.8131	0.8027
R2	0.8074	0.8074	0.8019
R1	0.8038	0.8038	0.8010	0.8056
PP	0.7980	0.7980	0.7980	0.7989
S1	0.7944	0.7944	0.7993	0.7962
S2	0.7887	0.7887	0.7984
S3	0.7793	0.7851	0.7976
S4	0.7700	0.7757	0.7950

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8027	0.7905	0.0122	1.5%	0.0067	0.8%	82%	False	False	242
10	0.8027	0.7905	0.0122	1.5%	0.0057	0.7%	82%	False	False	147
20	0.8027	0.7905	0.0122	1.5%	0.0050	0.6%	82%	False	False	109
40	0.8087	0.7843	0.0244	3.0%	0.0053	0.7%	66%	False	False	96
60	0.8087	0.7767	0.0320	4.0%	0.0050	0.6%	74%	False	False	73
80	0.8087	0.7767	0.0320	4.0%	0.0048	0.6%	74%	False	False	63
100	0.8087	0.7686	0.0401	5.0%	0.0045	0.6%	79%	False	False	54

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	0.0019
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8177
2.618	0.8116
1.618	0.8078
1.000	0.8055
0.618	0.8041
HIGH	0.8018
0.618	0.8003
0.500	0.7999
0.382	0.7994
LOW	0.7980
0.618	0.7957
1.000	0.7943
1.618	0.7919
2.618	0.7882
4.250	0.7821

Fisher Pivots for day following 22-Apr-2021
Pivot	1 day	3 day
R1	0.8002	0.7991
PP	0.8001	0.7978
S1	0.7999	0.7966

Download as Excel Spreadsheet

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

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