CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 10-Jun-2021

Day Change Summary
	Previous	Current
	09-Jun-2021	10-Jun-2021	Change	Change %	Previous Week
Open	0.8257	0.8255	-0.0002	0.0%	0.8280
High	0.8293	0.8285	-0.0008	-0.1%	0.8328
Low	0.8253	0.8100	-0.0153	-1.8%	0.8242
Close	0.8261	0.8273	0.0012	0.1%	0.8281
Range	0.0041	0.0185	0.0145	356.8%	0.0086
ATR	0.0047	0.0057	0.0010	20.9%	0.0000
Volume	82,690	85,981	3,291	4.0%	26,293

Daily Pivots for day following 10-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8774	0.8708	0.8374
R3	0.8589	0.8523	0.8323
R2	0.8404	0.8404	0.8306
R1	0.8338	0.8338	0.8289	0.8371
PP	0.8219	0.8219	0.8219	0.8236
S1	0.8153	0.8153	0.8256	0.8186
S2	0.8034	0.8034	0.8239
S3	0.7849	0.7968	0.8222
S4	0.7664	0.7783	0.8171

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	0.8293	0.8100	0.0193	2.3%	0.0066	0.8%	89%	False	True	46,777
10	0.8328	0.8100	0.0228	2.8%	0.0059	0.7%	76%	False	True	25,790
20	0.8328	0.8100	0.0228	2.8%	0.0055	0.7%	76%	False	True	13,242
40	0.8328	0.7905	0.0423	5.1%	0.0053	0.6%	87%	False	False	6,788
60	0.8328	0.7905	0.0423	5.1%	0.0051	0.6%	87%	False	False	4,549
80	0.8328	0.7843	0.0485	5.9%	0.0051	0.6%	89%	False	False	3,428
100	0.8328	0.7767	0.0561	6.8%	0.0050	0.6%	90%	False	False	2,750
120	0.8328	0.7729	0.0599	7.2%	0.0048	0.6%	91%	False	False	2,295

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	0.0012
Widest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	0.9071
2.618	0.8769
1.618	0.8584
1.000	0.8470
0.618	0.8399
HIGH	0.8285
0.618	0.8214
0.500	0.8193
0.382	0.8171
LOW	0.8100
0.618	0.7986
1.000	0.7915
1.618	0.7801
2.618	0.7616
4.250	0.7314

Fisher Pivots for day following 10-Jun-2021
Pivot	1 day	3 day
R1	0.8246	0.8247
PP	0.8219	0.8222
S1	0.8193	0.8197

Download as Excel Spreadsheet

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

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