CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 07-Jun-2021

Day Change Summary
	Previous	Current
	04-Jun-2021	07-Jun-2021	Change	Change %	Previous Week
Open	0.8247	0.8283	0.0037	0.4%	0.8300
High	0.8283	0.8291	0.0008	0.1%	0.8324
Low	0.8242	0.8260	0.0018	0.2%	0.8242
Close	0.8281	0.8283	0.0002	0.0%	0.8281
Range	0.0042	0.0031	-0.0011	-25.3%	0.0082
ATR	0.0048	0.0046	-0.0001	-2.5%	0.0000
Volume	140	570	430	307.1%	506

Daily Pivots for day following 07-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8371	0.8358	0.8300
R3	0.8340	0.8327	0.8291
R2	0.8309	0.8309	0.8288
R1	0.8296	0.8296	0.8285	0.8287
PP	0.8278	0.8278	0.8278	0.8273
S1	0.8265	0.8265	0.8280	0.8256
S2	0.8247	0.8247	0.8277
S3	0.8216	0.8234	0.8274
S4	0.8185	0.8203	0.8265

Weekly Pivots for week ending 04-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8528	0.8486	0.8326
R3	0.8446	0.8404	0.8303
R2	0.8364	0.8364	0.8296
R1	0.8322	0.8322	0.8288	0.8302
PP	0.8282	0.8282	0.8282	0.8272
S1	0.8240	0.8240	0.8273	0.8220
S2	0.8200	0.8200	0.8265
S3	0.8118	0.8158	0.8258
S4	0.8036	0.8076	0.8235

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8324	0.8242	0.0082	1.0%	0.0046	0.6%	50%	False	False	215
10	0.8324	0.8236	0.0088	1.1%	0.0043	0.5%	53%	False	False	192
20	0.8324	0.8197	0.0127	1.5%	0.0046	0.6%	68%	False	False	124
40	0.8324	0.7906	0.0418	5.0%	0.0046	0.6%	90%	False	False	92
60	0.8324	0.7906	0.0418	5.0%	0.0045	0.5%	90%	False	False	71
80	0.8324	0.7842	0.0482	5.8%	0.0046	0.6%	91%	False	False	76

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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8422
2.618	0.8372
1.618	0.8341
1.000	0.8322
0.618	0.8310
HIGH	0.8291
0.618	0.8279
0.500	0.8275
0.382	0.8271
LOW	0.8260
0.618	0.8240
1.000	0.8229
1.618	0.8209
2.618	0.8178
4.250	0.8128

Fisher Pivots for day following 07-Jun-2021
Pivot	1 day	3 day
R1	0.8280	0.8280
PP	0.8278	0.8278
S1	0.8275	0.8276

Download as Excel Spreadsheet

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

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