CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 30-Apr-2021

Day Change Summary
	Previous	Current
	29-Apr-2021	30-Apr-2021	Change	Change %	Previous Week
Open	0.8127	0.8144	0.0017	0.2%	0.8025
High	0.8147	0.8153	0.0006	0.1%	0.8153
Low	0.8118	0.8118	0.0000	0.0%	0.8009
Close	0.8145	0.8145	0.0001	0.0%	0.8145
Range	0.0030	0.0036	0.0006	20.3%	0.0145
ATR	0.0051	0.0050	-0.0001	-2.2%	0.0000
Volume	226	447	221	97.8%	1,270

Daily Pivots for day following 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8245	0.8231	0.8165
R3	0.8210	0.8195	0.8155
R2	0.8174	0.8174	0.8152
R1	0.8160	0.8160	0.8148	0.8167
PP	0.8139	0.8139	0.8139	0.8142
S1	0.8124	0.8124	0.8142	0.8131
S2	0.8103	0.8103	0.8138
S3	0.8068	0.8089	0.8135
S4	0.8032	0.8053	0.8125

Weekly Pivots for week ending 30-Apr-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8536	0.8485	0.8224
R3	0.8391	0.8340	0.8185
R2	0.8247	0.8247	0.8171
R1	0.8196	0.8196	0.8158	0.8221
PP	0.8102	0.8102	0.8102	0.8115
S1	0.8051	0.8051	0.8132	0.8077
S2	0.7958	0.7958	0.8119
S3	0.7813	0.7907	0.8105
S4	0.7669	0.7762	0.8066

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8153	0.8009	0.0145	1.8%	0.0044	0.5%	94%	True	False	254
10	0.8153	0.7905	0.0249	3.1%	0.0055	0.7%	97%	True	False	245
20	0.8153	0.7905	0.0249	3.1%	0.0050	0.6%	97%	True	False	153
40	0.8153	0.7853	0.0300	3.7%	0.0049	0.6%	97%	True	False	115
60	0.8153	0.7789	0.0364	4.5%	0.0048	0.6%	98%	True	False	92
80	0.8153	0.7767	0.0387	4.7%	0.0048	0.6%	98%	True	False	78
100	0.8153	0.7729	0.0424	5.2%	0.0045	0.6%	98%	True	False	66

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8304
2.618	0.8246
1.618	0.8210
1.000	0.8189
0.618	0.8175
HIGH	0.8153
0.618	0.8139
0.500	0.8135
0.382	0.8131
LOW	0.8118
0.618	0.8096
1.000	0.8082
1.618	0.8060
2.618	0.8025
4.250	0.7967

Fisher Pivots for day following 30-Apr-2021
Pivot	1 day	3 day
R1	0.8142	0.8131
PP	0.8139	0.8118
S1	0.8135	0.8104

Download as Excel Spreadsheet

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

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