CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 10-May-2021

Day Change Summary
	Previous	Current
	07-May-2021	10-May-2021	Change	Change %	Previous Week
Open	0.8224	0.8252	0.0028	0.3%	0.8143
High	0.8249	0.8280	0.0031	0.4%	0.8249
Low	0.8203	0.8248	0.0045	0.5%	0.8097
Close	0.8238	0.8267	0.0030	0.4%	0.8238
Range	0.0046	0.0032	-0.0014	-30.4%	0.0152
ATR	0.0051	0.0051	-0.0001	-1.3%	0.0000
Volume	657	821	164	25.0%	2,614

Daily Pivots for day following 10-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8361	0.8346	0.8285
R3	0.8329	0.8314	0.8276
R2	0.8297	0.8297	0.8273
R1	0.8282	0.8282	0.8270	0.8289
PP	0.8265	0.8265	0.8265	0.8268
S1	0.8250	0.8250	0.8264	0.8257
S2	0.8233	0.8233	0.8261
S3	0.8201	0.8218	0.8258
S4	0.8169	0.8186	0.8249

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	0.8280	0.8097	0.0183	2.2%	0.0053	0.6%	93%	True	False	655
10	0.8280	0.8055	0.0225	2.7%	0.0045	0.5%	94%	True	False	433
20	0.8280	0.7905	0.0375	4.5%	0.0052	0.6%	97%	True	False	309
40	0.8280	0.7905	0.0375	4.5%	0.0049	0.6%	97%	True	False	187
60	0.8280	0.7837	0.0443	5.4%	0.0050	0.6%	97%	True	False	146
80	0.8280	0.7767	0.0513	6.2%	0.0049	0.6%	98%	True	False	119
100	0.8280	0.7729	0.0551	6.7%	0.0046	0.6%	98%	True	False	99
120	0.8280	0.7631	0.0649	7.9%	0.0044	0.5%	98%	True	False	86

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0008
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8416
2.618	0.8363
1.618	0.8331
1.000	0.8312
0.618	0.8299
HIGH	0.8280
0.618	0.8267
0.500	0.8264
0.382	0.8260
LOW	0.8248
0.618	0.8228
1.000	0.8216
1.618	0.8196
2.618	0.8164
4.250	0.8112

Fisher Pivots for day following 10-May-2021
Pivot	1 day	3 day
R1	0.8266	0.8248
PP	0.8265	0.8229
S1	0.8264	0.8209

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

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