CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	0.8146	0.8094	-0.0053	-0.6%	0.8220
High	0.8155	0.8105	-0.0050	-0.6%	0.8246
Low	0.8079	0.8013	-0.0066	-0.8%	0.8013
Close	0.8096	0.8048	-0.0048	-0.6%	0.8048
Range	0.0076	0.0092	0.0016	21.1%	0.0233
ATR	0.0059	0.0061	0.0002	4.1%	0.0000
Volume	95,611	101,743	6,132	6.4%	403,281

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8331	0.8282	0.8099
R3	0.8239	0.8190	0.8073
R2	0.8147	0.8147	0.8065
R1	0.8098	0.8098	0.8056	0.8076
PP	0.8055	0.8055	0.8055	0.8044
S1	0.8006	0.8006	0.8040	0.7984
S2	0.7963	0.7963	0.8031
S3	0.7871	0.7914	0.8023
S4	0.7779	0.7822	0.7997

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8801	0.8658	0.8176
R3	0.8568	0.8425	0.8112
R2	0.8335	0.8335	0.8091
R1	0.8192	0.8192	0.8069	0.8147
PP	0.8102	0.8102	0.8102	0.8080
S1	0.7959	0.7959	0.8027	0.7914
S2	0.7869	0.7869	0.8005
S3	0.7636	0.7726	0.7984
S4	0.7403	0.7493	0.7920

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8246	0.8013	0.0233	2.9%	0.0067	0.8%	15%	False	True	80,656
10	0.8293	0.8013	0.0281	3.5%	0.0069	0.9%	13%	False	True	73,542
20	0.8328	0.8013	0.0315	3.9%	0.0058	0.7%	11%	False	True	38,399
40	0.8328	0.7996	0.0332	4.1%	0.0054	0.7%	16%	False	False	19,438
60	0.8328	0.7905	0.0423	5.3%	0.0052	0.6%	34%	False	False	12,995
80	0.8328	0.7843	0.0485	6.0%	0.0053	0.7%	42%	False	False	9,767
100	0.8328	0.7767	0.0561	7.0%	0.0051	0.6%	50%	False	False	7,819
120	0.8328	0.7767	0.0561	7.0%	0.0050	0.6%	50%	False	False	6,521

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8496
2.618	0.8345
1.618	0.8253
1.000	0.8197
0.618	0.8161
HIGH	0.8105
0.618	0.8069
0.500	0.8059
0.382	0.8048
LOW	0.8013
0.618	0.7956
1.000	0.7921
1.618	0.7864
2.618	0.7772
4.250	0.7622

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	0.8059	0.8119
PP	0.8055	0.8095
S1	0.8052	0.8072

Download as Excel Spreadsheet

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

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