CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 24-Jun-2021

Day Change Summary
	Previous	Current
	23-Jun-2021	24-Jun-2021	Change	Change %	Previous Week
Open	0.8126	0.8126	-0.0001	0.0%	0.8220
High	0.8162	0.8141	-0.0021	-0.3%	0.8246
Low	0.8111	0.8103	-0.0008	-0.1%	0.8013
Close	0.8127	0.8116	-0.0011	-0.1%	0.8048
Range	0.0051	0.0038	-0.0013	-25.5%	0.0233
ATR	0.0062	0.0061	-0.0002	-2.8%	0.0000
Volume	72,168	49,573	-22,595	-31.3%	403,281

Daily Pivots for day following 24-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8234	0.8213	0.8136
R3	0.8196	0.8175	0.8126
R2	0.8158	0.8158	0.8122
R1	0.8137	0.8137	0.8119	0.8128
PP	0.8120	0.8120	0.8120	0.8116
S1	0.8099	0.8099	0.8112	0.8090
S2	0.8082	0.8082	0.8109
S3	0.8044	0.8061	0.8105
S4	0.8006	0.8023	0.8095

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	0.8162	0.8008	0.0154	1.9%	0.0067	0.8%	70%	False	False	73,354
10	0.8278	0.8008	0.0270	3.3%	0.0064	0.8%	40%	False	False	77,224
20	0.8328	0.8008	0.0320	3.9%	0.0062	0.8%	34%	False	False	51,507
40	0.8328	0.8008	0.0320	3.9%	0.0055	0.7%	34%	False	False	26,047
60	0.8328	0.7905	0.0423	5.2%	0.0054	0.7%	50%	False	False	17,410
80	0.8328	0.7853	0.0475	5.8%	0.0053	0.6%	55%	False	False	13,075
100	0.8328	0.7775	0.0553	6.8%	0.0051	0.6%	62%	False	False	10,468
120	0.8328	0.7767	0.0561	6.9%	0.0051	0.6%	62%	False	False	8,729

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8303
2.618	0.8240
1.618	0.8202
1.000	0.8179
0.618	0.8164
HIGH	0.8141
0.618	0.8126
0.500	0.8122
0.382	0.8118
LOW	0.8103
0.618	0.8080
1.000	0.8065
1.618	0.8042
2.618	0.8004
4.250	0.7942

Fisher Pivots for day following 24-Jun-2021
Pivot	1 day	3 day
R1	0.8122	0.8114
PP	0.8120	0.8113
S1	0.8118	0.8112

Download as Excel Spreadsheet

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

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