CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 11-Jun-2021

Day Change Summary
	Previous	Current
	10-Jun-2021	11-Jun-2021	Change	Change %	Previous Week
Open	0.8255	0.8270	0.0015	0.2%	0.8282
High	0.8285	0.8278	-0.0008	-0.1%	0.8293
Low	0.8100	0.8212	0.0112	1.4%	0.8100
Close	0.8273	0.8219	-0.0054	-0.7%	0.8219
Range	0.0185	0.0066	-0.0119	-64.3%	0.0193
ATR	0.0057	0.0058	0.0001	1.1%	0.0000
Volume	85,981	103,932	17,951	20.9%	332,141

Daily Pivots for day following 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8434	0.8392	0.8255
R3	0.8368	0.8326	0.8237
R2	0.8302	0.8302	0.8231
R1	0.8260	0.8260	0.8225	0.8248
PP	0.8236	0.8236	0.8236	0.8230
S1	0.8194	0.8194	0.8212	0.8182
S2	0.8170	0.8170	0.8206
S3	0.8104	0.8128	0.8200
S4	0.8038	0.8062	0.8182

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8783	0.8694	0.8325
R3	0.8590	0.8501	0.8272
R2	0.8397	0.8397	0.8254
R1	0.8308	0.8308	0.8236	0.8256
PP	0.8204	0.8204	0.8204	0.8178
S1	0.8115	0.8115	0.8201	0.8063
S2	0.8011	0.8011	0.8183
S3	0.7818	0.7922	0.8165
S4	0.7625	0.7729	0.8112

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%	0.0071	0.9%	61%	False	False	66,428
10	0.8328	0.8100	0.0228	2.8%	0.0060	0.7%	52%	False	False	36,024
20	0.8328	0.8100	0.0228	2.8%	0.0055	0.7%	52%	False	False	18,349
40	0.8328	0.7905	0.0423	5.1%	0.0054	0.7%	74%	False	False	9,386
60	0.8328	0.7905	0.0423	5.1%	0.0051	0.6%	74%	False	False	6,280
80	0.8328	0.7843	0.0485	5.9%	0.0052	0.6%	78%	False	False	4,727
100	0.8328	0.7767	0.0561	6.8%	0.0050	0.6%	81%	False	False	3,789
120	0.8328	0.7729	0.0599	7.3%	0.0049	0.6%	82%	False	False	3,161

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

Fibonacci Retracements and Extensions
4.250	0.8558
2.618	0.8450
1.618	0.8384
1.000	0.8344
0.618	0.8318
HIGH	0.8278
0.618	0.8252
0.500	0.8245
0.382	0.8237
LOW	0.8212
0.618	0.8171
1.000	0.8146
1.618	0.8105
2.618	0.8039
4.250	0.7931

Fisher Pivots for day following 11-Jun-2021
Pivot	1 day	3 day
R1	0.8245	0.8211
PP	0.8236	0.8204
S1	0.8227	0.8197

Download as Excel Spreadsheet

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

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