CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 28-Jun-2021

Day Change Summary
	Previous	Current
	25-Jun-2021	28-Jun-2021	Change	Change %	Previous Week
Open	0.8114	0.8131	0.0017	0.2%	0.8035
High	0.8147	0.8137	-0.0010	-0.1%	0.8159
Low	0.8111	0.8099	-0.0012	-0.1%	0.8009
Close	0.8125	0.8102	-0.0023	-0.3%	0.8125
Range	0.0036	0.0038	0.0003	7.0%	0.0150
ATR	0.0052	0.0051	-0.0001	-1.9%	0.0000
Volume	20	38	18	90.0%	228

Daily Pivots for day following 28-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8202	0.8123
R3	0.8189	0.8164	0.8112
R2	0.8151	0.8151	0.8109
R1	0.8126	0.8126	0.8105	0.8120
PP	0.8113	0.8113	0.8113	0.8109
S1	0.8088	0.8088	0.8099	0.8082
S2	0.8075	0.8075	0.8095
S3	0.8037	0.8050	0.8092
S4	0.7999	0.8012	0.8081

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8548	0.8486	0.8208
R3	0.8398	0.8336	0.8166
R2	0.8248	0.8248	0.8153
R1	0.8186	0.8186	0.8139	0.8217
PP	0.8098	0.8098	0.8098	0.8113
S1	0.8036	0.8036	0.8111	0.8067
S2	0.7948	0.7948	0.8098
S3	0.7798	0.7886	0.8084
S4	0.7648	0.7736	0.8043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8159	0.8063	0.0096	1.2%	0.0044	0.5%	41%	False	False	42
10	0.8241	0.8009	0.0232	2.9%	0.0060	0.7%	40%	False	False	72
20	0.8324	0.8009	0.0315	3.9%	0.0051	0.6%	30%	False	False	210
40	0.8324	0.8009	0.0315	3.9%	0.0049	0.6%	30%	False	False	152
60	0.8324	0.7906	0.0418	5.2%	0.0047	0.6%	47%	False	False	115
80	0.8324	0.7858	0.0466	5.8%	0.0047	0.6%	52%	False	False	102
100	0.8324	0.7791	0.0533	6.6%	0.0046	0.6%	58%	False	False	94

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8299
2.618	0.8236
1.618	0.8198
1.000	0.8175
0.618	0.8160
HIGH	0.8137
0.618	0.8122
0.500	0.8118
0.382	0.8114
LOW	0.8099
0.618	0.8076
1.000	0.8061
1.618	0.8038
2.618	0.8000
4.250	0.7938

Fisher Pivots for day following 28-Jun-2021
Pivot	1 day	3 day
R1	0.8118	0.8123
PP	0.8113	0.8116
S1	0.8107	0.8109

Download as Excel Spreadsheet

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

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