CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 06-May-2021

Day Change Summary
	Previous	Current
	05-May-2021	06-May-2021	Change	Change %	Previous Week
Open	0.8125	0.8154	0.0029	0.4%	0.8025
High	0.8163	0.8237	0.0074	0.9%	0.8153
Low	0.8125	0.8139	0.0014	0.2%	0.8009
Close	0.8144	0.8209	0.0065	0.8%	0.8145
Range	0.0038	0.0098	0.0060	157.9%	0.0145
ATR	0.0048	0.0052	0.0004	7.4%	0.0000
Volume	190	657	467	245.8%	1,270

Daily Pivots for day following 06-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8489	0.8447	0.8263
R3	0.8391	0.8349	0.8236
R2	0.8293	0.8293	0.8227
R1	0.8251	0.8251	0.8218	0.8272
PP	0.8195	0.8195	0.8195	0.8206
S1	0.8153	0.8153	0.8200	0.8174
S2	0.8097	0.8097	0.8191
S3	0.7999	0.8055	0.8182
S4	0.7901	0.7957	0.8155

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	0.8237	0.8097	0.0140	1.7%	0.0051	0.6%	80%	True	False	480
10	0.8237	0.7996	0.0241	2.9%	0.0047	0.6%	88%	True	False	329
20	0.8237	0.7905	0.0333	4.1%	0.0052	0.6%	92%	True	False	238
40	0.8237	0.7905	0.0333	4.1%	0.0050	0.6%	92%	True	False	155
60	0.8237	0.7837	0.0400	4.9%	0.0050	0.6%	93%	True	False	123
80	0.8237	0.7767	0.0471	5.7%	0.0049	0.6%	94%	True	False	102
100	0.8237	0.7729	0.0508	6.2%	0.0046	0.6%	94%	True	False	84
120	0.8237	0.7600	0.0637	7.8%	0.0044	0.5%	96%	True	False	74

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8654
2.618	0.8494
1.618	0.8396
1.000	0.8335
0.618	0.8298
HIGH	0.8237
0.618	0.8200
0.500	0.8188
0.382	0.8176
LOW	0.8139
0.618	0.8078
1.000	0.8041
1.618	0.7980
2.618	0.7882
4.250	0.7723

Fisher Pivots for day following 06-May-2021
Pivot	1 day	3 day
R1	0.8202	0.8195
PP	0.8195	0.8181
S1	0.8188	0.8167

Download as Excel Spreadsheet

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

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