CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 24-Jun-2021

Day Change Summary
	Previous	Current
	23-Jun-2021	24-Jun-2021	Change	Change %	Previous Week
Open	0.8125	0.8130	0.0005	0.1%	0.8223
High	0.8159	0.8140	-0.0019	-0.2%	0.8243
Low	0.8112	0.8105	-0.0007	-0.1%	0.8014
Close	0.8127	0.8116	-0.0011	-0.1%	0.8048
Range	0.0048	0.0036	-0.0012	-25.3%	0.0229
ATR	0.0054	0.0053	-0.0001	-2.5%	0.0000
Volume	91	18	-73	-80.2%	768

Daily Pivots for day following 24-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8207	0.8135
R3	0.8191	0.8171	0.8125
R2	0.8156	0.8156	0.8122
R1	0.8136	0.8136	0.8119	0.8128
PP	0.8120	0.8120	0.8120	0.8116
S1	0.8100	0.8100	0.8112	0.8092
S2	0.8085	0.8085	0.8109
S3	0.8049	0.8065	0.8106
S4	0.8014	0.8029	0.8096

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	0.8159	0.8009	0.0150	1.8%	0.0064	0.8%	71%	False	False	68
10	0.8275	0.8009	0.0266	3.3%	0.0061	0.8%	40%	False	False	126
20	0.8324	0.8009	0.0315	3.9%	0.0051	0.6%	34%	False	False	245
40	0.8324	0.8009	0.0315	3.9%	0.0048	0.6%	34%	False	False	152
60	0.8324	0.7906	0.0418	5.1%	0.0048	0.6%	50%	False	False	116
80	0.8324	0.7858	0.0466	5.7%	0.0047	0.6%	55%	False	False	103
100	0.8324	0.7778	0.0546	6.7%	0.0045	0.6%	62%	False	False	94

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	0.0011
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8291
2.618	0.8233
1.618	0.8197
1.000	0.8176
0.618	0.8162
HIGH	0.8140
0.618	0.8126
0.500	0.8122
0.382	0.8118
LOW	0.8105
0.618	0.8083
1.000	0.8069
1.618	0.8047
2.618	0.8012
4.250	0.7954

Fisher Pivots for day following 24-Jun-2021
Pivot	1 day	3 day
R1	0.8122	0.8114
PP	0.8120	0.8113
S1	0.8118	0.8111

Download as Excel Spreadsheet

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

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