CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 28-Jun-2021

Day Change Summary
	Previous	Current
	25-Jun-2021	28-Jun-2021	Change	Change %	Previous Week
Open	0.8116	0.8134	0.0019	0.2%	0.8024
High	0.8149	0.8139	-0.0010	-0.1%	0.8162
Low	0.8110	0.8099	-0.0012	-0.1%	0.8008
Close	0.8125	0.8102	-0.0023	-0.3%	0.8125
Range	0.0039	0.0040	0.0002	3.9%	0.0154
ATR	0.0059	0.0058	-0.0001	-2.3%	0.0000
Volume	43,406	54,809	11,403	26.3%	308,434

Daily Pivots for day following 28-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8233	0.8208	0.8124
R3	0.8193	0.8168	0.8113
R2	0.8153	0.8153	0.8109
R1	0.8128	0.8128	0.8106	0.8120
PP	0.8113	0.8113	0.8113	0.8109
S1	0.8088	0.8088	0.8098	0.8080
S2	0.8073	0.8073	0.8095
S3	0.8033	0.8048	0.8091
S4	0.7993	0.8008	0.8080

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	0.8063	0.0100	1.2%	0.0047	0.6%	40%	False	False	57,705
10	0.8245	0.8008	0.0237	2.9%	0.0062	0.8%	40%	False	False	71,033
20	0.8328	0.8008	0.0320	3.9%	0.0061	0.7%	29%	False	False	56,247
40	0.8328	0.8008	0.0320	3.9%	0.0055	0.7%	29%	False	False	28,485
60	0.8328	0.7905	0.0423	5.2%	0.0054	0.7%	47%	False	False	19,041
80	0.8328	0.7853	0.0475	5.9%	0.0052	0.6%	52%	False	False	14,300
100	0.8328	0.7789	0.0539	6.6%	0.0051	0.6%	58%	False	False	11,449
120	0.8328	0.7767	0.0561	6.9%	0.0050	0.6%	60%	False	False	9,547

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8309
2.618	0.8243
1.618	0.8203
1.000	0.8179
0.618	0.8163
HIGH	0.8139
0.618	0.8123
0.500	0.8119
0.382	0.8114
LOW	0.8099
0.618	0.8074
1.000	0.8059
1.618	0.8034
2.618	0.7994
4.250	0.7929

Fisher Pivots for day following 28-Jun-2021
Pivot	1 day	3 day
R1	0.8119	0.8124
PP	0.8113	0.8116
S1	0.8108	0.8109

Download as Excel Spreadsheet

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

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