CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 29-Jun-2021

Day Change Summary
	Previous	Current
	28-Jun-2021	29-Jun-2021	Change	Change %	Previous Week
Open	0.8134	0.8104	-0.0030	-0.4%	0.8024
High	0.8139	0.8110	-0.0029	-0.4%	0.8162
Low	0.8099	0.8062	-0.0037	-0.5%	0.8008
Close	0.8102	0.8070	-0.0033	-0.4%	0.8125
Range	0.0040	0.0048	0.0008	18.8%	0.0154
ATR	0.0058	0.0057	-0.0001	-1.3%	0.0000
Volume	54,809	51,983	-2,826	-5.2%	308,434

Daily Pivots for day following 29-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8223	0.8194	0.8096
R3	0.8175	0.8146	0.8083
R2	0.8128	0.8128	0.8078
R1	0.8099	0.8099	0.8074	0.8090
PP	0.8080	0.8080	0.8080	0.8076
S1	0.8051	0.8051	0.8065	0.8042
S2	0.8033	0.8033	0.8061
S3	0.7985	0.8004	0.8056
S4	0.7938	0.7956	0.8043

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	0.8062	0.0100	1.2%	0.0043	0.5%	8%	False	True	54,387
10	0.8226	0.8008	0.0218	2.7%	0.0062	0.8%	28%	False	False	70,063
20	0.8313	0.8008	0.0305	3.8%	0.0060	0.7%	20%	False	False	58,405
40	0.8328	0.8008	0.0320	4.0%	0.0056	0.7%	19%	False	False	29,781
60	0.8328	0.7905	0.0423	5.2%	0.0054	0.7%	39%	False	False	19,906
80	0.8328	0.7875	0.0453	5.6%	0.0052	0.6%	43%	False	False	14,949
100	0.8328	0.7811	0.0517	6.4%	0.0051	0.6%	50%	False	False	11,969
120	0.8328	0.7767	0.0561	7.0%	0.0050	0.6%	54%	False	False	9,980

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

Fibonacci Retracements and Extensions
4.250	0.8311
2.618	0.8234
1.618	0.8186
1.000	0.8157
0.618	0.8139
HIGH	0.8110
0.618	0.8091
0.500	0.8086
0.382	0.8080
LOW	0.8062
0.618	0.8033
1.000	0.8015
1.618	0.7985
2.618	0.7938
4.250	0.7860

Fisher Pivots for day following 29-Jun-2021
Pivot	1 day	3 day
R1	0.8086	0.8105
PP	0.8080	0.8093
S1	0.8075	0.8081

Download as Excel Spreadsheet

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

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