CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 07-May-2021

Day Change Summary
	Previous	Current
	06-May-2021	07-May-2021	Change	Change %	Previous Week
Open	0.8154	0.8224	0.0070	0.9%	0.8143
High	0.8237	0.8249	0.0012	0.1%	0.8249
Low	0.8139	0.8203	0.0064	0.8%	0.8097
Close	0.8209	0.8238	0.0029	0.3%	0.8238
Range	0.0098	0.0046	-0.0052	-53.1%	0.0152
ATR	0.0052	0.0051	0.0000	-0.8%	0.0000
Volume	657	657	0	0.0%	2,614

Daily Pivots for day following 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8368	0.8349	0.8263
R3	0.8322	0.8303	0.8250
R2	0.8276	0.8276	0.8246
R1	0.8257	0.8257	0.8242	0.8266
PP	0.8230	0.8230	0.8230	0.8234
S1	0.8211	0.8211	0.8233	0.8220
S2	0.8184	0.8184	0.8229
S3	0.8138	0.8165	0.8225
S4	0.8092	0.8119	0.8212

Weekly Pivots for week ending 07-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8649	0.8595	0.8321
R3	0.8497	0.8443	0.8279
R2	0.8346	0.8346	0.8265
R1	0.8292	0.8292	0.8251	0.8319
PP	0.8194	0.8194	0.8194	0.8208
S1	0.8140	0.8140	0.8224	0.8167
S2	0.8043	0.8043	0.8210
S3	0.7891	0.7989	0.8196
S4	0.7740	0.7837	0.8154

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8249	0.8097	0.0152	1.8%	0.0053	0.6%	93%	True	False	522
10	0.8249	0.8009	0.0240	2.9%	0.0048	0.6%	95%	True	False	388
20	0.8249	0.7905	0.0344	4.2%	0.0052	0.6%	97%	True	False	269
40	0.8249	0.7905	0.0344	4.2%	0.0050	0.6%	97%	True	False	171
60	0.8249	0.7837	0.0412	5.0%	0.0050	0.6%	97%	True	False	133
80	0.8249	0.7767	0.0482	5.9%	0.0049	0.6%	98%	True	False	109
100	0.8249	0.7729	0.0520	6.3%	0.0046	0.6%	98%	True	False	91
120	0.8249	0.7600	0.0649	7.9%	0.0044	0.5%	98%	True	False	79

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	0.8444
2.618	0.8369
1.618	0.8323
1.000	0.8295
0.618	0.8277
HIGH	0.8249
0.618	0.8231
0.500	0.8226
0.382	0.8220
LOW	0.8203
0.618	0.8174
1.000	0.8157
1.618	0.8128
2.618	0.8082
4.250	0.8007

Fisher Pivots for day following 07-May-2021
Pivot	1 day	3 day
R1	0.8234	0.8221
PP	0.8230	0.8204
S1	0.8226	0.8187

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

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