CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 02-Jun-2021

Day Change Summary
	Previous	Current
	01-Jun-2021	02-Jun-2021	Change	Change %	Previous Week
Open	0.8280	0.8283	0.0003	0.0%	0.8283
High	0.8328	0.8313	-0.0015	-0.2%	0.8313
Low	0.8270	0.8270	0.0001	0.0%	0.8236
Close	0.8293	0.8308	0.0015	0.2%	0.8274
Range	0.0058	0.0043	-0.0016	-26.7%	0.0077
ATR	0.0050	0.0050	-0.0001	-1.1%	0.0000
Volume	8,830	2,609	-6,221	-70.5%	6,076

Daily Pivots for day following 02-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8424	0.8409	0.8331
R3	0.8382	0.8366	0.8320
R2	0.8339	0.8339	0.8316
R1	0.8324	0.8324	0.8312	0.8332
PP	0.8297	0.8297	0.8297	0.8301
S1	0.8281	0.8281	0.8304	0.8289
S2	0.8254	0.8254	0.8300
S3	0.8212	0.8239	0.8296
S4	0.8169	0.8196	0.8285

Weekly Pivots for week ending 28-May-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8505	0.8466	0.8316
R3	0.8428	0.8389	0.8295
R2	0.8351	0.8351	0.8288
R1	0.8312	0.8312	0.8281	0.8293
PP	0.8274	0.8274	0.8274	0.8264
S1	0.8235	0.8235	0.8266	0.8216
S2	0.8197	0.8197	0.8259
S3	0.8120	0.8158	0.8252
S4	0.8043	0.8081	0.8231

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8328	0.8236	0.0092	1.1%	0.0051	0.6%	79%	False	False	3,308
10	0.8328	0.8235	0.0093	1.1%	0.0048	0.6%	79%	False	False	1,846
20	0.8328	0.8125	0.0203	2.4%	0.0051	0.6%	90%	False	False	1,240
40	0.8328	0.7905	0.0423	5.1%	0.0050	0.6%	95%	False	False	722
60	0.8328	0.7886	0.0442	5.3%	0.0050	0.6%	96%	False	False	507
80	0.8328	0.7826	0.0502	6.0%	0.0049	0.6%	96%	False	False	392
100	0.8328	0.7767	0.0561	6.8%	0.0049	0.6%	97%	False	False	321
120	0.8328	0.7729	0.0599	7.2%	0.0047	0.6%	97%	False	False	271

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
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	0.8493
2.618	0.8424
1.618	0.8381
1.000	0.8355
0.618	0.8339
HIGH	0.8313
0.618	0.8296
0.500	0.8291
0.382	0.8286
LOW	0.8270
0.618	0.8244
1.000	0.8228
1.618	0.8201
2.618	0.8159
4.250	0.8089

Fisher Pivots for day following 02-Jun-2021
Pivot	1 day	3 day
R1	0.8302	0.8302
PP	0.8297	0.8295
S1	0.8291	0.8289

Download as Excel Spreadsheet

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

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