CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 15-Jun-2021

Day Change Summary
	Previous	Current
	14-Jun-2021	15-Jun-2021	Change	Change %	Previous Week
Open	0.8220	0.8235	0.0016	0.2%	0.8282
High	0.8246	0.8245	-0.0001	0.0%	0.8293
Low	0.8216	0.8194	-0.0022	-0.3%	0.8100
Close	0.8234	0.8204	-0.0030	-0.4%	0.8219
Range	0.0030	0.0051	0.0021	71.2%	0.0193
ATR	0.0056	0.0055	0.0000	-0.7%	0.0000
Volume	56,192	61,677	5,485	9.8%	332,141

Daily Pivots for day following 15-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8366	0.8335	0.8231
R3	0.8315	0.8285	0.8217
R2	0.8265	0.8265	0.8213
R1	0.8234	0.8234	0.8208	0.8224
PP	0.8214	0.8214	0.8214	0.8209
S1	0.8184	0.8184	0.8199	0.8174
S2	0.8164	0.8164	0.8194
S3	0.8113	0.8133	0.8190
S4	0.8063	0.8083	0.8176

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	2.4%	0.0074	0.9%	54%	False	False	78,094
10	0.8313	0.8100	0.0213	2.6%	0.0058	0.7%	49%	False	False	46,747
20	0.8328	0.8100	0.0228	2.8%	0.0053	0.7%	45%	False	False	24,186
40	0.8328	0.7905	0.0423	5.2%	0.0054	0.7%	71%	False	False	12,323
60	0.8328	0.7905	0.0423	5.2%	0.0050	0.6%	71%	False	False	8,242
80	0.8328	0.7843	0.0485	5.9%	0.0052	0.6%	74%	False	False	6,200
100	0.8328	0.7767	0.0561	6.8%	0.0050	0.6%	78%	False	False	4,967
120	0.8328	0.7748	0.0580	7.1%	0.0048	0.6%	79%	False	False	4,143

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8459
2.618	0.8377
1.618	0.8326
1.000	0.8295
0.618	0.8276
HIGH	0.8245
0.618	0.8225
0.500	0.8219
0.382	0.8213
LOW	0.8194
0.618	0.8163
1.000	0.8144
1.618	0.8112
2.618	0.8062
4.250	0.7979

Fisher Pivots for day following 15-Jun-2021
Pivot	1 day	3 day
R1	0.8219	0.8236
PP	0.8214	0.8225
S1	0.8209	0.8214

Download as Excel Spreadsheet

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

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