CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 13-May-2021

Day Change Summary
	Previous	Current
	12-May-2021	13-May-2021	Change	Change %	Previous Week
Open	0.8264	0.8248	-0.0016	-0.2%	0.8143
High	0.8302	0.8262	-0.0040	-0.5%	0.8249
Low	0.8240	0.8194	-0.0047	-0.6%	0.8097
Close	0.8261	0.8219	-0.0043	-0.5%	0.8238
Range	0.0062	0.0069	0.0007	11.4%	0.0152
ATR	0.0050	0.0051	0.0001	2.6%	0.0000
Volume	338	1,791	1,453	429.9%	2,614

Daily Pivots for day following 13-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8430	0.8393	0.8256
R3	0.8362	0.8324	0.8237
R2	0.8293	0.8293	0.8231
R1	0.8256	0.8256	0.8225	0.8240
PP	0.8225	0.8225	0.8225	0.8217
S1	0.8187	0.8187	0.8212	0.8172
S2	0.8156	0.8156	0.8206
S3	0.8088	0.8119	0.8200
S4	0.8019	0.8050	0.8181

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	0.8194	0.0108	1.3%	0.0048	0.6%	23%	False	True	792
10	0.8302	0.8097	0.0205	2.5%	0.0049	0.6%	59%	False	False	636
20	0.8302	0.7905	0.0397	4.8%	0.0052	0.6%	79%	False	False	423
40	0.8302	0.7905	0.0397	4.8%	0.0050	0.6%	79%	False	False	246
60	0.8302	0.7843	0.0459	5.6%	0.0051	0.6%	82%	False	False	187
80	0.8302	0.7767	0.0535	6.5%	0.0049	0.6%	84%	False	False	149
100	0.8302	0.7729	0.0573	7.0%	0.0047	0.6%	86%	False	False	123
120	0.8302	0.7631	0.0671	8.2%	0.0045	0.5%	88%	False	False	106

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8553
2.618	0.8441
1.618	0.8373
1.000	0.8331
0.618	0.8304
HIGH	0.8262
0.618	0.8236
0.500	0.8228
0.382	0.8220
LOW	0.8194
0.618	0.8151
1.000	0.8125
1.618	0.8083
2.618	0.8014
4.250	0.7902

Fisher Pivots for day following 13-May-2021
Pivot	1 day	3 day
R1	0.8228	0.8248
PP	0.8225	0.8238
S1	0.8222	0.8228

Download as Excel Spreadsheet

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

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