CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 14-Jun-2021

Day Change Summary
	Previous	Current
	11-Jun-2021	14-Jun-2021	Change	Change %	Previous Week
Open	0.8270	0.8220	-0.0051	-0.6%	0.8282
High	0.8278	0.8246	-0.0032	-0.4%	0.8293
Low	0.8212	0.8216	0.0005	0.1%	0.8100
Close	0.8219	0.8234	0.0015	0.2%	0.8219
Range	0.0066	0.0030	-0.0037	-55.3%	0.0193
ATR	0.0058	0.0056	-0.0002	-3.5%	0.0000
Volume	103,932	56,192	-47,740	-45.9%	332,141

Daily Pivots for day following 14-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8320	0.8306	0.8250
R3	0.8291	0.8277	0.8242
R2	0.8261	0.8261	0.8239
R1	0.8247	0.8247	0.8236	0.8254
PP	0.8232	0.8232	0.8232	0.8235
S1	0.8218	0.8218	0.8231	0.8225
S2	0.8202	0.8202	0.8228
S3	0.8173	0.8188	0.8225
S4	0.8143	0.8159	0.8217

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%	69%	False	False	75,763
10	0.8328	0.8100	0.0228	2.8%	0.0059	0.7%	59%	False	False	41,462
20	0.8328	0.8100	0.0228	2.8%	0.0053	0.6%	59%	False	False	21,113
40	0.8328	0.7905	0.0423	5.1%	0.0053	0.6%	78%	False	False	10,788
60	0.8328	0.7905	0.0423	5.1%	0.0050	0.6%	78%	False	False	7,215
80	0.8328	0.7843	0.0485	5.9%	0.0052	0.6%	81%	False	False	5,429
100	0.8328	0.7767	0.0561	6.8%	0.0050	0.6%	83%	False	False	4,350
120	0.8328	0.7729	0.0599	7.3%	0.0049	0.6%	84%	False	False	3,629

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	0.8371
2.618	0.8323
1.618	0.8293
1.000	0.8275
0.618	0.8264
HIGH	0.8246
0.618	0.8234
0.500	0.8231
0.382	0.8227
LOW	0.8216
0.618	0.8198
1.000	0.8187
1.618	0.8168
2.618	0.8139
4.250	0.8091

Fisher Pivots for day following 14-Jun-2021
Pivot	1 day	3 day
R1	0.8233	0.8220
PP	0.8232	0.8206
S1	0.8231	0.8193

Download as Excel Spreadsheet

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

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