CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 30-Jun-2021

Day Change Summary
	Previous	Current
	29-Jun-2021	30-Jun-2021	Change	Change %	Previous Week
Open	0.8104	0.8066	-0.0039	-0.5%	0.8024
High	0.8110	0.8093	-0.0017	-0.2%	0.8162
Low	0.8062	0.8049	-0.0014	-0.2%	0.8008
Close	0.8070	0.8062	-0.0008	-0.1%	0.8125
Range	0.0048	0.0045	-0.0003	-6.3%	0.0154
ATR	0.0057	0.0056	-0.0001	-1.6%	0.0000
Volume	51,983	72,112	20,129	38.7%	308,434

Daily Pivots for day following 30-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8201	0.8176	0.8086
R3	0.8157	0.8132	0.8074
R2	0.8112	0.8112	0.8070
R1	0.8087	0.8087	0.8066	0.8078
PP	0.8068	0.8068	0.8068	0.8063
S1	0.8043	0.8043	0.8058	0.8033
S2	0.8023	0.8023	0.8054
S3	0.7979	0.7998	0.8050
S4	0.7934	0.7954	0.8038

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	0.8149	0.8049	0.0100	1.2%	0.0042	0.5%	14%	False	True	54,376
10	0.8162	0.8008	0.0154	1.9%	0.0058	0.7%	35%	False	False	68,469
20	0.8313	0.8008	0.0305	3.8%	0.0060	0.7%	18%	False	False	61,880
40	0.8328	0.8008	0.0320	4.0%	0.0056	0.7%	17%	False	False	31,560
60	0.8328	0.7905	0.0423	5.2%	0.0054	0.7%	37%	False	False	21,108
80	0.8328	0.7886	0.0442	5.5%	0.0052	0.6%	40%	False	False	15,850
100	0.8328	0.7826	0.0502	6.2%	0.0051	0.6%	47%	False	False	12,689
120	0.8328	0.7767	0.0561	7.0%	0.0051	0.6%	53%	False	False	10,581

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8282
2.618	0.8210
1.618	0.8165
1.000	0.8138
0.618	0.8121
HIGH	0.8093
0.618	0.8076
0.500	0.8071
0.382	0.8065
LOW	0.8049
0.618	0.8021
1.000	0.8004
1.618	0.7976
2.618	0.7932
4.250	0.7859

Fisher Pivots for day following 30-Jun-2021
Pivot	1 day	3 day
R1	0.8071	0.8094
PP	0.8068	0.8083
S1	0.8065	0.8073

Download as Excel Spreadsheet

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

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