CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 07-Jun-2021

Day Change Summary
	Previous	Current
	04-Jun-2021	07-Jun-2021	Change	Change %	Previous Week
Open	0.8259	0.8282	0.0023	0.3%	0.8280
High	0.8284	0.8293	0.0010	0.1%	0.8328
Low	0.8242	0.8260	0.0018	0.2%	0.8242
Close	0.8281	0.8284	0.0003	0.0%	0.8281
Range	0.0042	0.0034	-0.0008	-19.3%	0.0086
ATR	0.0050	0.0049	-0.0001	-2.4%	0.0000
Volume	5,676	9,516	3,840	67.7%	26,293

Daily Pivots for day following 07-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8379	0.8365	0.8302
R3	0.8346	0.8332	0.8293
R2	0.8312	0.8312	0.8290
R1	0.8298	0.8298	0.8287	0.8305
PP	0.8279	0.8279	0.8279	0.8282
S1	0.8265	0.8265	0.8281	0.8272
S2	0.8245	0.8245	0.8278
S3	0.8212	0.8231	0.8275
S4	0.8178	0.8198	0.8266

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8540	0.8496	0.8328
R3	0.8455	0.8411	0.8305
R2	0.8369	0.8369	0.8297
R1	0.8325	0.8325	0.8289	0.8347
PP	0.8284	0.8284	0.8284	0.8295
S1	0.8240	0.8240	0.8273	0.8262
S2	0.8198	0.8198	0.8265
S3	0.8113	0.8154	0.8257
S4	0.8027	0.8069	0.8234

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8328	0.8242	0.0086	1.0%	0.0048	0.6%	49%	False	False	7,161
10	0.8328	0.8236	0.0092	1.1%	0.0045	0.5%	53%	False	False	4,188
20	0.8328	0.8194	0.0134	1.6%	0.0049	0.6%	68%	False	False	2,383
40	0.8328	0.7905	0.0423	5.1%	0.0050	0.6%	90%	False	False	1,326
60	0.8328	0.7905	0.0423	5.1%	0.0050	0.6%	90%	False	False	908
80	0.8328	0.7837	0.0491	5.9%	0.0050	0.6%	91%	False	False	695
100	0.8328	0.7767	0.0561	6.8%	0.0049	0.6%	92%	False	False	564
120	0.8328	0.7729	0.0599	7.2%	0.0047	0.6%	93%	False	False	473

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0011
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8435
2.618	0.8381
1.618	0.8347
1.000	0.8327
0.618	0.8314
HIGH	0.8293
0.618	0.8280
0.500	0.8276
0.382	0.8272
LOW	0.8260
0.618	0.8239
1.000	0.8226
1.618	0.8205
2.618	0.8172
4.250	0.8117

Fisher Pivots for day following 07-Jun-2021
Pivot	1 day	3 day
R1	0.8281	0.8282
PP	0.8279	0.8280
S1	0.8276	0.8277

Download as Excel Spreadsheet

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

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