CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 21-Jun-2021

Day Change Summary
	Previous	Current
	18-Jun-2021	21-Jun-2021	Change	Change %	Previous Week
Open	0.8094	0.8024	-0.0070	-0.9%	0.8220
High	0.8105	0.8096	-0.0009	-0.1%	0.8246
Low	0.8013	0.8008	-0.0005	-0.1%	0.8013
Close	0.8048	0.8092	0.0044	0.5%	0.8048
Range	0.0092	0.0088	-0.0005	-4.9%	0.0233
ATR	0.0061	0.0063	0.0002	3.1%	0.0000
Volume	101,743	74,714	-27,029	-26.6%	403,281

Daily Pivots for day following 21-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8328	0.8297	0.8140
R3	0.8240	0.8210	0.8116
R2	0.8153	0.8153	0.8108
R1	0.8122	0.8122	0.8100	0.8137
PP	0.8065	0.8065	0.8065	0.8073
S1	0.8035	0.8035	0.8083	0.8050
S2	0.7978	0.7978	0.8075
S3	0.7890	0.7947	0.8067
S4	0.7803	0.7860	0.8043

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	0.8245	0.8008	0.0237	2.9%	0.0078	1.0%	35%	False	True	84,360
10	0.8293	0.8008	0.0285	3.5%	0.0074	0.9%	29%	False	True	80,062
20	0.8328	0.8008	0.0320	3.9%	0.0060	0.7%	26%	False	True	42,125
40	0.8328	0.8008	0.0320	3.9%	0.0055	0.7%	26%	False	True	21,304
60	0.8328	0.7905	0.0423	5.2%	0.0053	0.7%	44%	False	False	14,239
80	0.8328	0.7843	0.0485	6.0%	0.0053	0.7%	51%	False	False	10,700
100	0.8328	0.7767	0.0561	6.9%	0.0051	0.6%	58%	False	False	8,566
120	0.8328	0.7767	0.0561	6.9%	0.0050	0.6%	58%	False	False	7,144

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8467
2.618	0.8325
1.618	0.8237
1.000	0.8183
0.618	0.8150
HIGH	0.8096
0.618	0.8062
0.500	0.8052
0.382	0.8041
LOW	0.8008
0.618	0.7954
1.000	0.7921
1.618	0.7866
2.618	0.7779
4.250	0.7636

Fisher Pivots for day following 21-Jun-2021
Pivot	1 day	3 day
R1	0.8078	0.8088
PP	0.8065	0.8085
S1	0.8052	0.8081

Download as Excel Spreadsheet

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

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