CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 12-May-2021

Day Change Summary
	Previous	Current
	11-May-2021	12-May-2021	Change	Change %	Previous Week
Open	0.8269	0.8264	-0.0005	-0.1%	0.8143
High	0.8280	0.8302	0.0022	0.3%	0.8249
Low	0.8249	0.8240	-0.0009	-0.1%	0.8097
Close	0.8272	0.8261	-0.0011	-0.1%	0.8238
Range	0.0032	0.0062	0.0030	95.2%	0.0152
ATR	0.0049	0.0050	0.0001	1.8%	0.0000
Volume	355	338	-17	-4.8%	2,614

Daily Pivots for day following 12-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8452	0.8418	0.8295
R3	0.8391	0.8357	0.8278
R2	0.8329	0.8329	0.8272
R1	0.8295	0.8295	0.8267	0.8281
PP	0.8268	0.8268	0.8268	0.8261
S1	0.8234	0.8234	0.8255	0.8220
S2	0.8206	0.8206	0.8250
S3	0.8145	0.8172	0.8244
S4	0.8083	0.8111	0.8227

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	0.8302	0.8139	0.0163	2.0%	0.0054	0.7%	75%	True	False	565
10	0.8302	0.8097	0.0205	2.5%	0.0045	0.6%	80%	True	False	480
20	0.8302	0.7905	0.0397	4.8%	0.0051	0.6%	90%	True	False	335
40	0.8302	0.7905	0.0397	4.8%	0.0049	0.6%	90%	True	False	202
60	0.8302	0.7843	0.0459	5.6%	0.0050	0.6%	91%	True	False	157
80	0.8302	0.7767	0.0535	6.5%	0.0049	0.6%	92%	True	False	127
100	0.8302	0.7729	0.0573	6.9%	0.0047	0.6%	93%	True	False	106
120	0.8302	0.7631	0.0671	8.1%	0.0044	0.5%	94%	True	False	91

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8563
2.618	0.8463
1.618	0.8401
1.000	0.8363
0.618	0.8340
HIGH	0.8302
0.618	0.8278
0.500	0.8271
0.382	0.8263
LOW	0.8240
0.618	0.8202
1.000	0.8179
1.618	0.8140
2.618	0.8079
4.250	0.7979

Fisher Pivots for day following 12-May-2021
Pivot	1 day	3 day
R1	0.8271	0.8271
PP	0.8268	0.8268
S1	0.8264	0.8264

Download as Excel Spreadsheet

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

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