CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 09-Jun-2021

Day Change Summary
	Previous	Current
	08-Jun-2021	09-Jun-2021	Change	Change %	Previous Week
Open	0.8275	0.8257	-0.0019	-0.2%	0.8280
High	0.8284	0.8293	0.0010	0.1%	0.8328
Low	0.8252	0.8253	0.0001	0.0%	0.8242
Close	0.8261	0.8261	0.0000	0.0%	0.8281
Range	0.0032	0.0041	0.0009	28.6%	0.0086
ATR	0.0048	0.0047	-0.0001	-1.1%	0.0000
Volume	50,022	82,690	32,668	65.3%	26,293

Daily Pivots for day following 09-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8390	0.8366	0.8283
R3	0.8350	0.8325	0.8272
R2	0.8309	0.8309	0.8268
R1	0.8285	0.8285	0.8264	0.8297
PP	0.8269	0.8269	0.8269	0.8275
S1	0.8244	0.8244	0.8257	0.8257
S2	0.8228	0.8228	0.8253
S3	0.8188	0.8204	0.8249
S4	0.8147	0.8163	0.8238

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	31,416
10	0.8328	0.8236	0.0092	1.1%	0.0046	0.6%	27%	False	False	17,362
20	0.8328	0.8194	0.0134	1.6%	0.0049	0.6%	50%	False	False	8,960
40	0.8328	0.7905	0.0423	5.1%	0.0050	0.6%	84%	False	False	4,641
60	0.8328	0.7905	0.0423	5.1%	0.0049	0.6%	84%	False	False	3,117
80	0.8328	0.7843	0.0485	5.9%	0.0050	0.6%	86%	False	False	2,354
100	0.8328	0.7767	0.0561	6.8%	0.0049	0.6%	88%	False	False	1,890
120	0.8328	0.7729	0.0599	7.2%	0.0047	0.6%	89%	False	False	1,579

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8465
2.618	0.8399
1.618	0.8359
1.000	0.8334
0.618	0.8318
HIGH	0.8293
0.618	0.8278
0.500	0.8273
0.382	0.8268
LOW	0.8253
0.618	0.8227
1.000	0.8212
1.618	0.8187
2.618	0.8146
4.250	0.8080

Fisher Pivots for day following 09-Jun-2021
Pivot	1 day	3 day
R1	0.8273	0.8273
PP	0.8269	0.8269
S1	0.8265	0.8265

Download as Excel Spreadsheet

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

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