CME Canadian Dollar Future June 2021

Trading Metrics calculated at close of trading on 15-Jun-2021

Day Change Summary
	Previous	Current
	14-Jun-2021	15-Jun-2021	Change	Change %	Previous Week
Open	0.8221	0.8238	0.0017	0.2%	0.8282
High	0.8245	0.8244	-0.0002	0.0%	0.8294
Low	0.8216	0.8199	-0.0017	-0.2%	0.8212
Close	0.8234	0.8215	-0.0019	-0.2%	0.8219
Range	0.0030	0.0045	0.0016	52.5%	0.0082
ATR	0.0047	0.0047	0.0000	-0.4%	0.0000
Volume	4,687	918	-3,769	-80.4%	433,860

Daily Pivots for day following 15-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8354	0.8329	0.8239
R3	0.8309	0.8284	0.8227
R2	0.8264	0.8264	0.8223
R1	0.8239	0.8239	0.8219	0.8229
PP	0.8219	0.8219	0.8219	0.8214
S1	0.8194	0.8194	0.8210	0.8184
S2	0.8174	0.8174	0.8206
S3	0.8129	0.8149	0.8202
S4	0.8084	0.8104	0.8190

Weekly Pivots for week ending 11-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8487	0.8435	0.8264
R3	0.8405	0.8353	0.8241
R2	0.8323	0.8323	0.8234
R1	0.8271	0.8271	0.8226	0.8256
PP	0.8241	0.8241	0.8241	0.8234
S1	0.8189	0.8189	0.8211	0.8174
S2	0.8159	0.8159	0.8203
S3	0.8077	0.8107	0.8196
S4	0.7995	0.8025	0.8173

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8293	0.8199	0.0095	1.2%	0.0044	0.5%	17%	False	True	59,796
10	0.8313	0.8199	0.0115	1.4%	0.0043	0.5%	14%	False	True	63,267
20	0.8328	0.8199	0.0130	1.6%	0.0047	0.6%	12%	False	True	66,645
40	0.8328	0.7904	0.0425	5.2%	0.0051	0.6%	73%	False	False	72,230
60	0.8328	0.7904	0.0425	5.2%	0.0049	0.6%	73%	False	False	69,083
80	0.8328	0.7842	0.0486	5.9%	0.0052	0.6%	77%	False	False	61,029
100	0.8328	0.7766	0.0563	6.8%	0.0052	0.6%	80%	False	False	48,869
120	0.8328	0.7740	0.0588	7.2%	0.0052	0.6%	81%	False	False	40,753

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8435
2.618	0.8361
1.618	0.8316
1.000	0.8289
0.618	0.8271
HIGH	0.8244
0.618	0.8226
0.500	0.8221
0.382	0.8216
LOW	0.8199
0.618	0.8171
1.000	0.8154
1.618	0.8126
2.618	0.8081
4.250	0.8007

Fisher Pivots for day following 15-Jun-2021
Pivot	1 day	3 day
R1	0.8221	0.8238
PP	0.8219	0.8230
S1	0.8217	0.8222

Download as Excel Spreadsheet

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

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