CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 18-May-2021

Day Change Summary
	Previous	Current
	17-May-2021	18-May-2021	Change	Change %	Previous Week
Open	0.8255	0.8287	0.0032	0.4%	0.8252
High	0.8291	0.8324	0.0033	0.4%	0.8302
Low	0.8240	0.8278	0.0038	0.5%	0.8194
Close	0.8291	0.8293	0.0002	0.0%	0.8256
Range	0.0051	0.0046	-0.0005	-9.8%	0.0108
ATR	0.0052	0.0052	0.0000	-0.9%	0.0000
Volume	212	397	185	87.3%	4,227

Daily Pivots for day following 18-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8436	0.8411	0.8318
R3	0.8390	0.8365	0.8306
R2	0.8344	0.8344	0.8301
R1	0.8319	0.8319	0.8297	0.8331
PP	0.8298	0.8298	0.8298	0.8304
S1	0.8273	0.8273	0.8289	0.8285
S2	0.8252	0.8252	0.8285
S3	0.8206	0.8227	0.8280
S4	0.8160	0.8181	0.8268

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	0.8324	0.8194	0.0130	1.6%	0.0059	0.7%	77%	True	False	732
10	0.8324	0.8125	0.0199	2.4%	0.0054	0.6%	85%	True	False	634
20	0.8324	0.7905	0.0419	5.1%	0.0051	0.6%	93%	True	False	458
40	0.8324	0.7905	0.0419	5.1%	0.0049	0.6%	93%	True	False	279
60	0.8324	0.7843	0.0481	5.8%	0.0051	0.6%	94%	True	False	211
80	0.8324	0.7767	0.0557	6.7%	0.0050	0.6%	95%	True	False	166
100	0.8324	0.7756	0.0568	6.8%	0.0048	0.6%	95%	True	False	138
120	0.8324	0.7655	0.0669	8.1%	0.0045	0.5%	95%	True	False	119

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8519
2.618	0.8444
1.618	0.8398
1.000	0.8370
0.618	0.8352
HIGH	0.8324
0.618	0.8306
0.500	0.8301
0.382	0.8295
LOW	0.8278
0.618	0.8249
1.000	0.8232
1.618	0.8203
2.618	0.8157
4.250	0.8082

Fisher Pivots for day following 18-May-2021
Pivot	1 day	3 day
R1	0.8301	0.8285
PP	0.8298	0.8276
S1	0.8296	0.8268

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

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