CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 03-Jun-2021

Day Change Summary
	Previous	Current
	02-Jun-2021	03-Jun-2021	Change	Change %	Previous Week
Open	0.8283	0.8306	0.0023	0.3%	0.8283
High	0.8313	0.8313	0.0000	0.0%	0.8313
Low	0.8270	0.8250	-0.0020	-0.2%	0.8236
Close	0.8308	0.8260	-0.0048	-0.6%	0.8274
Range	0.0043	0.0063	0.0020	47.1%	0.0077
ATR	0.0050	0.0051	0.0001	1.8%	0.0000
Volume	2,609	9,178	6,569	251.8%	6,076

Daily Pivots for day following 03-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8462	0.8423	0.8294
R3	0.8399	0.8361	0.8277
R2	0.8337	0.8337	0.8271
R1	0.8298	0.8298	0.8266	0.8286
PP	0.8274	0.8274	0.8274	0.8268
S1	0.8236	0.8236	0.8254	0.8224
S2	0.8212	0.8212	0.8249
S3	0.8149	0.8173	0.8243
S4	0.8087	0.8111	0.8226

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%	0.0052	0.6%	27%	False	False	4,803
10	0.8328	0.8235	0.0093	1.1%	0.0049	0.6%	27%	False	False	2,739
20	0.8328	0.8139	0.0189	2.3%	0.0052	0.6%	64%	False	False	1,689
40	0.8328	0.7905	0.0423	5.1%	0.0051	0.6%	84%	False	False	949
60	0.8328	0.7886	0.0442	5.3%	0.0050	0.6%	85%	False	False	657
80	0.8328	0.7836	0.0492	6.0%	0.0050	0.6%	86%	False	False	506
100	0.8328	0.7767	0.0561	6.8%	0.0049	0.6%	88%	False	False	413
120	0.8328	0.7729	0.0599	7.2%	0.0047	0.6%	89%	False	False	346

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8578
2.618	0.8476
1.618	0.8414
1.000	0.8375
0.618	0.8351
HIGH	0.8313
0.618	0.8289
0.500	0.8281
0.382	0.8274
LOW	0.8250
0.618	0.8211
1.000	0.8188
1.618	0.8149
2.618	0.8086
4.250	0.7984

Fisher Pivots for day following 03-Jun-2021
Pivot	1 day	3 day
R1	0.8281	0.8289
PP	0.8274	0.8279
S1	0.8267	0.8270

Download as Excel Spreadsheet

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

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