CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 27-Apr-2021

Day Change Summary
	Previous	Current
	26-Apr-2021	27-Apr-2021	Change	Change %	Previous Week
Open	0.8025	0.8069	0.0044	0.5%	0.7986
High	0.8076	0.8073	-0.0003	0.0%	0.8027
Low	0.8009	0.8055	0.0047	0.6%	0.7905
Close	0.8067	0.8062	-0.0005	-0.1%	0.8018
Range	0.0068	0.0018	-0.0050	-73.3%	0.0122
ATR	0.0054	0.0051	-0.0003	-4.8%	0.0000
Volume	367	46	-321	-87.5%	1,180

Daily Pivots for day following 27-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8117	0.8108	0.8072
R3	0.8099	0.8090	0.8067
R2	0.8081	0.8081	0.8065
R1	0.8072	0.8072	0.8064	0.8068
PP	0.8063	0.8063	0.8063	0.8061
S1	0.8054	0.8054	0.8060	0.8050
S2	0.8045	0.8045	0.8059
S3	0.8027	0.8036	0.8057
S4	0.8009	0.8018	0.8052

Weekly Pivots for week ending 23-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8349	0.8306	0.8085
R3	0.8227	0.8184	0.8052
R2	0.8105	0.8105	0.8040
R1	0.8062	0.8062	0.8029	0.8083
PP	0.7983	0.7983	0.7983	0.7994
S1	0.7940	0.7940	0.8007	0.7961
S2	0.7861	0.7861	0.7996
S3	0.7739	0.7818	0.7984
S4	0.7617	0.7696	0.7951

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8076	0.7905	0.0172	2.1%	0.0055	0.7%	92%	False	False	171
10	0.8076	0.7905	0.0172	2.1%	0.0055	0.7%	92%	False	False	179
20	0.8076	0.7905	0.0172	2.1%	0.0050	0.6%	92%	False	False	127
40	0.8087	0.7853	0.0234	2.9%	0.0050	0.6%	90%	False	False	102
60	0.8087	0.7774	0.0313	3.9%	0.0048	0.6%	92%	False	False	79
80	0.8087	0.7767	0.0320	4.0%	0.0048	0.6%	92%	False	False	68
100	0.8087	0.7729	0.0358	4.4%	0.0045	0.6%	93%	False	False	58

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	0.0017
Narrowest range in 82 trading days

Fibonacci Retracements and Extensions
4.250	0.8150
2.618	0.8120
1.618	0.8102
1.000	0.8091
0.618	0.8084
HIGH	0.8073
0.618	0.8066
0.500	0.8064
0.382	0.8062
LOW	0.8055
0.618	0.8044
1.000	0.8037
1.618	0.8026
2.618	0.8008
4.250	0.7979

Fisher Pivots for day following 27-Apr-2021
Pivot	1 day	3 day
R1	0.8064	0.8053
PP	0.8063	0.8045
S1	0.8063	0.8036

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

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