CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 06-Jul-2021

Day Change Summary
	Previous	Current
	02-Jul-2021	06-Jul-2021	Change	Change %	Previous Week
Open	0.8041	0.8114	0.0074	0.9%	0.8131
High	0.8122	0.8127	0.0005	0.1%	0.8137
Low	0.8032	0.8005	-0.0028	-0.3%	0.8032
Close	0.8101	0.8024	-0.0077	-1.0%	0.8101
Range	0.0090	0.0123	0.0033	36.1%	0.0105
ATR	0.0053	0.0058	0.0005	9.5%	0.0000
Volume	152	189	37	24.3%	393

Daily Pivots for day following 06-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8419	0.8344	0.8091
R3	0.8297	0.8221	0.8057
R2	0.8174	0.8174	0.8046
R1	0.8099	0.8099	0.8035	0.8075
PP	0.8052	0.8052	0.8052	0.8040
S1	0.7976	0.7976	0.8012	0.7953
S2	0.7929	0.7929	0.8001
S3	0.7807	0.7854	0.7990
S4	0.7684	0.7731	0.7956

Weekly Pivots for week ending 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8405	0.8358	0.8158
R3	0.8300	0.8253	0.8129
R2	0.8195	0.8195	0.8120
R1	0.8148	0.8148	0.8110	0.8119
PP	0.8090	0.8090	0.8090	0.8075
S1	0.8043	0.8043	0.8091	0.8014
S2	0.7985	0.7985	0.8081
S3	0.7880	0.7938	0.8072
S4	0.7775	0.7833	0.8043

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8127	0.8005	0.0123	1.5%	0.0070	0.9%	16%	True	True	108
10	0.8159	0.8005	0.0155	1.9%	0.0057	0.7%	12%	False	True	75
20	0.8288	0.8005	0.0284	3.5%	0.0057	0.7%	7%	False	True	183
40	0.8324	0.8005	0.0319	4.0%	0.0051	0.6%	6%	False	True	154
60	0.8324	0.7906	0.0418	5.2%	0.0050	0.6%	28%	False	False	122
80	0.8324	0.7906	0.0418	5.2%	0.0048	0.6%	28%	False	False	99
100	0.8324	0.7842	0.0482	6.0%	0.0048	0.6%	38%	False	False	98

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 112 trading days

Fibonacci Retracements and Extensions
4.250	0.8648
2.618	0.8448
1.618	0.8325
1.000	0.8250
0.618	0.8203
HIGH	0.8127
0.618	0.8080
0.500	0.8066
0.382	0.8051
LOW	0.8005
0.618	0.7929
1.000	0.7882
1.618	0.7806
2.618	0.7684
4.250	0.7484

Fisher Pivots for day following 06-Jul-2021
Pivot	1 day	3 day
R1	0.8066	0.8066
PP	0.8052	0.8052
S1	0.8038	0.8038

Download as Excel Spreadsheet

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

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