CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 17-May-2021

Day Change Summary
	Previous	Current
	14-May-2021	17-May-2021	Change	Change %	Previous Week
Open	0.8221	0.8255	0.0034	0.4%	0.8252
High	0.8277	0.8291	0.0014	0.2%	0.8302
Low	0.8212	0.8240	0.0029	0.3%	0.8194
Close	0.8256	0.8291	0.0036	0.4%	0.8256
Range	0.0066	0.0051	-0.0015	-22.1%	0.0108
ATR	0.0052	0.0052	0.0000	-0.2%	0.0000
Volume	922	212	-710	-77.0%	4,227

Daily Pivots for day following 17-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8427	0.8410	0.8319
R3	0.8376	0.8359	0.8305
R2	0.8325	0.8325	0.8300
R1	0.8308	0.8308	0.8296	0.8317
PP	0.8274	0.8274	0.8274	0.8278
S1	0.8257	0.8257	0.8286	0.8266
S2	0.8223	0.8223	0.8282
S3	0.8172	0.8206	0.8277
S4	0.8121	0.8155	0.8263

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%	0.0056	0.7%	90%	False	False	723
10	0.8302	0.8097	0.0205	2.5%	0.0054	0.7%	95%	False	False	689
20	0.8302	0.7905	0.0397	4.8%	0.0054	0.6%	97%	False	False	460
40	0.8302	0.7905	0.0397	4.8%	0.0049	0.6%	97%	False	False	270
60	0.8302	0.7843	0.0459	5.5%	0.0051	0.6%	98%	False	False	205
80	0.8302	0.7767	0.0535	6.5%	0.0050	0.6%	98%	False	False	162
100	0.8302	0.7748	0.0554	6.7%	0.0047	0.6%	98%	False	False	134
120	0.8302	0.7639	0.0663	8.0%	0.0045	0.5%	98%	False	False	115

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8508
2.618	0.8425
1.618	0.8374
1.000	0.8342
0.618	0.8323
HIGH	0.8291
0.618	0.8272
0.500	0.8266
0.382	0.8259
LOW	0.8240
0.618	0.8208
1.000	0.8189
1.618	0.8157
2.618	0.8106
4.250	0.8023

Fisher Pivots for day following 17-May-2021
Pivot	1 day	3 day
R1	0.8283	0.8275
PP	0.8274	0.8259
S1	0.8266	0.8242

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

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