CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 14-May-2021

Day Change Summary
	Previous	Current
	13-May-2021	14-May-2021	Change	Change %	Previous Week
Open	0.8248	0.8221	-0.0028	-0.3%	0.8252
High	0.8262	0.8277	0.0015	0.2%	0.8302
Low	0.8194	0.8212	0.0018	0.2%	0.8194
Close	0.8219	0.8256	0.0037	0.5%	0.8256
Range	0.0069	0.0066	-0.0003	-4.4%	0.0108
ATR	0.0051	0.0052	0.0001	2.0%	0.0000
Volume	1,791	922	-869	-48.5%	4,227

Daily Pivots for day following 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8445	0.8416	0.8292
R3	0.8379	0.8350	0.8274
R2	0.8314	0.8314	0.8268
R1	0.8285	0.8285	0.8262	0.8299
PP	0.8248	0.8248	0.8248	0.8255
S1	0.8219	0.8219	0.8249	0.8234
S2	0.8183	0.8183	0.8243
S3	0.8117	0.8154	0.8237
S4	0.8052	0.8088	0.8219

Weekly Pivots for week ending 14-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8574	0.8523	0.8315
R3	0.8466	0.8415	0.8285
R2	0.8358	0.8358	0.8275
R1	0.8307	0.8307	0.8265	0.8333
PP	0.8250	0.8250	0.8250	0.8263
S1	0.8199	0.8199	0.8246	0.8225
S2	0.8142	0.8142	0.8236
S3	0.8034	0.8091	0.8226
S4	0.7926	0.7983	0.8196

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%	0.0052	0.6%	57%	False	False	845
10	0.8302	0.8097	0.0205	2.5%	0.0052	0.6%	78%	False	False	684
20	0.8302	0.7905	0.0397	4.8%	0.0053	0.6%	88%	False	False	464
40	0.8302	0.7905	0.0397	4.8%	0.0049	0.6%	88%	False	False	266
60	0.8302	0.7843	0.0459	5.6%	0.0051	0.6%	90%	False	False	202
80	0.8302	0.7767	0.0535	6.5%	0.0049	0.6%	91%	False	False	160
100	0.8302	0.7729	0.0573	6.9%	0.0048	0.6%	92%	False	False	132
120	0.8302	0.7639	0.0663	8.0%	0.0045	0.5%	93%	False	False	114

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8555
2.618	0.8448
1.618	0.8383
1.000	0.8343
0.618	0.8317
HIGH	0.8277
0.618	0.8252
0.500	0.8244
0.382	0.8237
LOW	0.8212
0.618	0.8171
1.000	0.8146
1.618	0.8106
2.618	0.8040
4.250	0.7933

Fisher Pivots for day following 14-May-2021
Pivot	1 day	3 day
R1	0.8252	0.8253
PP	0.8248	0.8250
S1	0.8244	0.8248

Download as Excel Spreadsheet

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

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