CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 08-Jun-2021

Day Change Summary
	Previous	Current
	07-Jun-2021	08-Jun-2021	Change	Change %	Previous Week
Open	0.8282	0.8275	-0.0007	-0.1%	0.8280
High	0.8293	0.8284	-0.0010	-0.1%	0.8328
Low	0.8260	0.8252	-0.0008	-0.1%	0.8242
Close	0.8284	0.8261	-0.0024	-0.3%	0.8281
Range	0.0034	0.0032	-0.0002	-6.0%	0.0086
ATR	0.0049	0.0048	-0.0001	-2.5%	0.0000
Volume	9,516	50,022	40,506	425.7%	26,293

Daily Pivots for day following 08-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8360	0.8342	0.8278
R3	0.8328	0.8310	0.8269
R2	0.8297	0.8297	0.8266
R1	0.8279	0.8279	0.8263	0.8272
PP	0.8265	0.8265	0.8265	0.8262
S1	0.8247	0.8247	0.8258	0.8241
S2	0.8234	0.8234	0.8255
S3	0.8202	0.8216	0.8252
S4	0.8171	0.8184	0.8243

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	0.8313	0.8242	0.0071	0.9%	0.0042	0.5%	26%	False	False	15,400
10	0.8328	0.8236	0.0092	1.1%	0.0045	0.5%	27%	False	False	9,144
20	0.8328	0.8194	0.0134	1.6%	0.0049	0.6%	50%	False	False	4,843
40	0.8328	0.7905	0.0423	5.1%	0.0050	0.6%	84%	False	False	2,576
60	0.8328	0.7905	0.0423	5.1%	0.0049	0.6%	84%	False	False	1,739
80	0.8328	0.7837	0.0491	5.9%	0.0050	0.6%	86%	False	False	1,321
100	0.8328	0.7767	0.0561	6.8%	0.0049	0.6%	88%	False	False	1,064
120	0.8328	0.7729	0.0599	7.2%	0.0047	0.6%	89%	False	False	890

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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8417
2.618	0.8366
1.618	0.8334
1.000	0.8315
0.618	0.8303
HIGH	0.8284
0.618	0.8271
0.500	0.8268
0.382	0.8264
LOW	0.8252
0.618	0.8233
1.000	0.8221
1.618	0.8201
2.618	0.8170
4.250	0.8118

Fisher Pivots for day following 08-Jun-2021
Pivot	1 day	3 day
R1	0.8268	0.8268
PP	0.8265	0.8265
S1	0.8263	0.8263

Download as Excel Spreadsheet

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

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