CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 18-Jun-2021

Day Change Summary
	Previous	Current
	17-Jun-2021	18-Jun-2021	Change	Change %	Previous Week
Open	0.8147	0.8100	-0.0048	-0.6%	0.8223
High	0.8154	0.8103	-0.0051	-0.6%	0.8243
Low	0.8081	0.8014	-0.0068	-0.8%	0.8014
Close	0.8095	0.8048	-0.0048	-0.6%	0.8048
Range	0.0073	0.0090	0.0017	23.4%	0.0229
ATR	0.0048	0.0051	0.0003	6.0%	0.0000
Volume	172	134	-38	-22.1%	768

Daily Pivots for day following 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8323	0.8275	0.8097
R3	0.8234	0.8185	0.8072
R2	0.8144	0.8144	0.8064
R1	0.8096	0.8096	0.8056	0.8075
PP	0.8055	0.8055	0.8055	0.8044
S1	0.8006	0.8006	0.8039	0.7986
S2	0.7965	0.7965	0.8031
S3	0.7876	0.7917	0.8023
S4	0.7786	0.7827	0.7998

Weekly Pivots for week ending 18-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8788	0.8647	0.8173
R3	0.8559	0.8418	0.8110
R2	0.8330	0.8330	0.8089
R1	0.8189	0.8189	0.8068	0.8145
PP	0.8101	0.8101	0.8101	0.8079
S1	0.7960	0.7960	0.8027	0.7916
S2	0.7872	0.7872	0.8006
S3	0.7643	0.7731	0.7985
S4	0.7414	0.7502	0.7922

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8243	0.8014	0.0229	2.8%	0.0063	0.8%	15%	False	True	153
10	0.8291	0.8014	0.0277	3.4%	0.0051	0.6%	12%	False	True	343
20	0.8324	0.8014	0.0310	3.9%	0.0048	0.6%	11%	False	True	245
40	0.8324	0.7998	0.0326	4.1%	0.0046	0.6%	15%	False	False	150
60	0.8324	0.7906	0.0418	5.2%	0.0046	0.6%	34%	False	False	114
80	0.8324	0.7850	0.0474	5.9%	0.0047	0.6%	42%	False	False	105
100	0.8324	0.7776	0.0548	6.8%	0.0046	0.6%	50%	False	False	93

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.8483
2.618	0.8337
1.618	0.8248
1.000	0.8193
0.618	0.8158
HIGH	0.8103
0.618	0.8069
0.500	0.8058
0.382	0.8048
LOW	0.8014
0.618	0.7958
1.000	0.7924
1.618	0.7869
2.618	0.7779
4.250	0.7633

Fisher Pivots for day following 18-Jun-2021
Pivot	1 day	3 day
R1	0.8058	0.8118
PP	0.8055	0.8095
S1	0.8051	0.8071

Download as Excel Spreadsheet

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

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