CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 05-May-2021

Day Change Summary
	Previous	Current
	04-May-2021	05-May-2021	Change	Change %	Previous Week
Open	0.8146	0.8125	-0.0021	-0.3%	0.8025
High	0.8146	0.8163	0.0017	0.2%	0.8153
Low	0.8097	0.8125	0.0028	0.3%	0.8009
Close	0.8127	0.8144	0.0018	0.2%	0.8145
Range	0.0049	0.0038	-0.0011	-22.4%	0.0145
ATR	0.0049	0.0048	-0.0001	-1.6%	0.0000
Volume	954	190	-764	-80.1%	1,270

Daily Pivots for day following 05-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8258	0.8239	0.8165
R3	0.8220	0.8201	0.8154
R2	0.8182	0.8182	0.8151
R1	0.8163	0.8163	0.8147	0.8173
PP	0.8144	0.8144	0.8144	0.8149
S1	0.8125	0.8125	0.8141	0.8135
S2	0.8106	0.8106	0.8137
S3	0.8068	0.8087	0.8134
S4	0.8030	0.8049	0.8123

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	0.8163	0.8097	0.0066	0.8%	0.0037	0.5%	71%	True	False	394
10	0.8163	0.7980	0.0183	2.2%	0.0041	0.5%	90%	True	False	278
20	0.8163	0.7905	0.0259	3.2%	0.0049	0.6%	93%	True	False	209
40	0.8163	0.7886	0.0277	3.4%	0.0049	0.6%	93%	True	False	141
60	0.8163	0.7836	0.0327	4.0%	0.0049	0.6%	94%	True	False	112
80	0.8163	0.7767	0.0397	4.9%	0.0048	0.6%	95%	True	False	94
100	0.8163	0.7729	0.0434	5.3%	0.0046	0.6%	96%	True	False	78
120	0.8163	0.7600	0.0563	6.9%	0.0043	0.5%	97%	True	False	68

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8325
2.618	0.8262
1.618	0.8224
1.000	0.8201
0.618	0.8186
HIGH	0.8163
0.618	0.8148
0.500	0.8144
0.382	0.8140
LOW	0.8125
0.618	0.8102
1.000	0.8087
1.618	0.8064
2.618	0.8026
4.250	0.7964

Fisher Pivots for day following 05-May-2021
Pivot	1 day	3 day
R1	0.8144	0.8139
PP	0.8144	0.8135
S1	0.8144	0.8130

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

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