CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 25-Jun-2021

Day Change Summary
	Previous	Current
	24-Jun-2021	25-Jun-2021	Change	Change %	Previous Week
Open	0.8126	0.8116	-0.0010	-0.1%	0.8024
High	0.8141	0.8149	0.0008	0.1%	0.8162
Low	0.8103	0.8110	0.0007	0.1%	0.8008
Close	0.8116	0.8125	0.0010	0.1%	0.8125
Range	0.0038	0.0039	0.0001	1.3%	0.0154
ATR	0.0061	0.0059	-0.0002	-2.6%	0.0000
Volume	49,573	43,406	-6,167	-12.4%	308,434

Daily Pivots for day following 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8243	0.8223	0.8146
R3	0.8205	0.8184	0.8136
R2	0.8166	0.8166	0.8132
R1	0.8146	0.8146	0.8129	0.8156
PP	0.8128	0.8128	0.8128	0.8133
S1	0.8107	0.8107	0.8121	0.8118
S2	0.8089	0.8089	0.8118
S3	0.8051	0.8069	0.8114
S4	0.8012	0.8030	0.8104

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8560	0.8497	0.8210
R3	0.8406	0.8343	0.8167
R2	0.8252	0.8252	0.8153
R1	0.8189	0.8189	0.8139	0.8221
PP	0.8098	0.8098	0.8098	0.8114
S1	0.8035	0.8035	0.8111	0.8067
S2	0.7944	0.7944	0.8097
S3	0.7790	0.7881	0.8083
S4	0.7636	0.7727	0.8040

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%	0.0056	0.7%	76%	False	False	61,686
10	0.8246	0.8008	0.0238	2.9%	0.0061	0.8%	49%	False	False	71,171
20	0.8328	0.8008	0.0320	3.9%	0.0061	0.7%	37%	False	False	53,598
40	0.8328	0.8008	0.0320	3.9%	0.0055	0.7%	37%	False	False	27,126
60	0.8328	0.7905	0.0423	5.2%	0.0054	0.7%	52%	False	False	18,131
80	0.8328	0.7853	0.0475	5.8%	0.0053	0.6%	57%	False	False	13,617
100	0.8328	0.7789	0.0539	6.6%	0.0051	0.6%	62%	False	False	10,901
120	0.8328	0.7767	0.0561	6.9%	0.0051	0.6%	64%	False	False	9,091

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8312
2.618	0.8249
1.618	0.8211
1.000	0.8187
0.618	0.8172
HIGH	0.8149
0.618	0.8134
0.500	0.8129
0.382	0.8125
LOW	0.8110
0.618	0.8086
1.000	0.8072
1.618	0.8048
2.618	0.8009
4.250	0.7946

Fisher Pivots for day following 25-Jun-2021
Pivot	1 day	3 day
R1	0.8129	0.8133
PP	0.8128	0.8130
S1	0.8126	0.8128

Download as Excel Spreadsheet

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

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