CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 21-Jul-2021

Day Change Summary
	Previous	Current
	20-Jul-2021	21-Jul-2021	Change	Change %	Previous Week
Open	0.7844	0.7887	0.0043	0.5%	0.8032
High	0.7889	0.7983	0.0094	1.2%	0.8048
Low	0.7820	0.7855	0.0035	0.4%	0.7923
Close	0.7877	0.7961	0.0084	1.1%	0.7932
Range	0.0069	0.0128	0.0059	85.5%	0.0125
ATR	0.0066	0.0071	0.0004	6.6%	0.0000
Volume	106,210	89,156	-17,054	-16.1%	368,411

Daily Pivots for day following 21-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8317	0.8267	0.8031
R3	0.8189	0.8139	0.7996
R2	0.8061	0.8061	0.7984
R1	0.8011	0.8011	0.7973	0.8036
PP	0.7933	0.7933	0.7933	0.7946
S1	0.7883	0.7883	0.7949	0.7908
S2	0.7805	0.7805	0.7938
S3	0.7677	0.7755	0.7926
S4	0.7549	0.7627	0.7891

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8341	0.8261	0.8000
R3	0.8217	0.8137	0.7966
R2	0.8092	0.8092	0.7955
R1	0.8012	0.8012	0.7943	0.7990
PP	0.7968	0.7968	0.7968	0.7956
S1	0.7888	0.7888	0.7921	0.7865
S2	0.7843	0.7843	0.7909
S3	0.7719	0.7763	0.7898
S4	0.7594	0.7639	0.7864

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7999	0.7808	0.0191	2.4%	0.0086	1.1%	80%	False	False	101,057
10	0.8048	0.7808	0.0240	3.0%	0.0074	0.9%	64%	False	False	88,485
20	0.8162	0.7808	0.0355	4.5%	0.0067	0.8%	43%	False	False	78,310
40	0.8328	0.7808	0.0520	6.5%	0.0064	0.8%	30%	False	False	61,920
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	30%	False	False	41,443
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	30%	False	False	31,114
100	0.8328	0.7808	0.0520	6.5%	0.0056	0.7%	30%	False	False	24,906
120	0.8328	0.7771	0.0557	7.0%	0.0054	0.7%	34%	False	False	20,761

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	0.0012
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.8527
2.618	0.8318
1.618	0.8190
1.000	0.8111
0.618	0.8062
HIGH	0.7983
0.618	0.7934
0.500	0.7919
0.382	0.7904
LOW	0.7855
0.618	0.7776
1.000	0.7727
1.618	0.7648
2.618	0.7520
4.250	0.7311

Fisher Pivots for day following 21-Jul-2021
Pivot	1 day	3 day
R1	0.7947	0.7939
PP	0.7933	0.7917
S1	0.7919	0.7895

Download as Excel Spreadsheet

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

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