CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 26-May-2021

Day Change Summary
	Previous	Current
	25-May-2021	26-May-2021	Change	Change %	Previous Week
Open	0.8302	0.8289	-0.0013	-0.2%	0.8255
High	0.8313	0.8303	-0.0010	-0.1%	0.8324
Low	0.8280	0.8246	-0.0034	-0.4%	0.8235
Close	0.8292	0.8255	-0.0038	-0.5%	0.8290
Range	0.0033	0.0057	0.0024	73.8%	0.0089
ATR	0.0050	0.0050	0.0000	1.0%	0.0000
Volume	513	1,703	1,190	232.0%	1,558

Daily Pivots for day following 26-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8437	0.8402	0.8286
R3	0.8381	0.8346	0.8270
R2	0.8324	0.8324	0.8265
R1	0.8289	0.8289	0.8260	0.8279
PP	0.8268	0.8268	0.8268	0.8262
S1	0.8233	0.8233	0.8249	0.8222
S2	0.8211	0.8211	0.8244
S3	0.8155	0.8176	0.8239
S4	0.8098	0.8120	0.8223

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	1.0%	0.0045	0.5%	25%	False	False	674
10	0.8324	0.8194	0.0130	1.6%	0.0052	0.6%	47%	False	False	694
20	0.8324	0.8097	0.0227	2.7%	0.0049	0.6%	70%	False	False	587
40	0.8324	0.7905	0.0419	5.1%	0.0050	0.6%	84%	False	False	361
60	0.8324	0.7853	0.0471	5.7%	0.0050	0.6%	85%	False	False	265
80	0.8324	0.7775	0.0549	6.6%	0.0048	0.6%	87%	False	False	208
100	0.8324	0.7767	0.0557	6.7%	0.0049	0.6%	88%	False	False	174
120	0.8324	0.7729	0.0595	7.2%	0.0046	0.6%	88%	False	False	148

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8543
2.618	0.8450
1.618	0.8394
1.000	0.8359
0.618	0.8337
HIGH	0.8303
0.618	0.8281
0.500	0.8274
0.382	0.8268
LOW	0.8246
0.618	0.8211
1.000	0.8190
1.618	0.8155
2.618	0.8098
4.250	0.8006

Fisher Pivots for day following 26-May-2021
Pivot	1 day	3 day
R1	0.8274	0.8279
PP	0.8268	0.8271
S1	0.8261	0.8263

Download as Excel Spreadsheet

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

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