CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 25-May-2021

Day Change Summary
	Previous	Current
	24-May-2021	25-May-2021	Change	Change %	Previous Week
Open	0.8283	0.8302	0.0019	0.2%	0.8255
High	0.8304	0.8313	0.0009	0.1%	0.8324
Low	0.8275	0.8280	0.0005	0.1%	0.8235
Close	0.8301	0.8292	-0.0009	-0.1%	0.8290
Range	0.0029	0.0033	0.0004	12.1%	0.0089
ATR	0.0051	0.0050	-0.0001	-2.6%	0.0000
Volume	459	513	54	11.8%	1,558

Daily Pivots for day following 25-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8392	0.8375	0.8310
R3	0.8360	0.8342	0.8301
R2	0.8327	0.8327	0.8298
R1	0.8310	0.8310	0.8295	0.8302
PP	0.8295	0.8295	0.8295	0.8291
S1	0.8277	0.8277	0.8289	0.8270
S2	0.8262	0.8262	0.8286
S3	0.8230	0.8245	0.8283
S4	0.8197	0.8212	0.8274

Weekly Pivots for week ending 21-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8550	0.8509	0.8338
R3	0.8461	0.8420	0.8314
R2	0.8372	0.8372	0.8306
R1	0.8331	0.8331	0.8298	0.8351
PP	0.8283	0.8283	0.8283	0.8293
S1	0.8242	0.8242	0.8281	0.8262
S2	0.8194	0.8194	0.8273
S3	0.8105	0.8153	0.8265
S4	0.8016	0.8064	0.8241

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8313	0.8235	0.0079	0.9%	0.0046	0.6%	73%	False	False	384
10	0.8324	0.8194	0.0130	1.6%	0.0052	0.6%	76%	False	False	558
20	0.8324	0.8055	0.0269	3.2%	0.0049	0.6%	88%	False	False	511
40	0.8324	0.7905	0.0419	5.1%	0.0050	0.6%	92%	False	False	319
60	0.8324	0.7853	0.0471	5.7%	0.0050	0.6%	93%	False	False	238
80	0.8324	0.7774	0.0550	6.6%	0.0049	0.6%	94%	False	False	187
100	0.8324	0.7767	0.0557	6.7%	0.0049	0.6%	94%	False	False	157
120	0.8324	0.7729	0.0595	7.2%	0.0046	0.6%	95%	False	False	134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8451
2.618	0.8398
1.618	0.8365
1.000	0.8345
0.618	0.8333
HIGH	0.8313
0.618	0.8300
0.500	0.8296
0.382	0.8292
LOW	0.8280
0.618	0.8260
1.000	0.8248
1.618	0.8227
2.618	0.8195
4.250	0.8142

Fisher Pivots for day following 25-May-2021
Pivot	1 day	3 day
R1	0.8296	0.8292
PP	0.8295	0.8291
S1	0.8293	0.8291

Download as Excel Spreadsheet

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

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