CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 03-Aug-2021

Day Change Summary
	Previous	Current
	02-Aug-2021	03-Aug-2021	Change	Change %	Previous Week
Open	0.8011	0.7999	-0.0013	-0.2%	0.7958
High	0.8028	0.8005	-0.0024	-0.3%	0.8048
Low	0.7990	0.7951	-0.0039	-0.5%	0.7934
Close	0.7993	0.7975	-0.0018	-0.2%	0.8012
Range	0.0039	0.0054	0.0016	40.3%	0.0115
ATR	0.0057	0.0057	0.0000	-0.4%	0.0000
Volume	131	316	185	141.2%	1,174

Daily Pivots for day following 03-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8139	0.8111	0.8005
R3	0.8085	0.8057	0.7990
R2	0.8031	0.8031	0.7985
R1	0.8003	0.8003	0.7980	0.7990
PP	0.7977	0.7977	0.7977	0.7970
S1	0.7949	0.7949	0.7970	0.7936
S2	0.7923	0.7923	0.7965
S3	0.7869	0.7895	0.7960
S4	0.7815	0.7841	0.7945

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8341	0.8291	0.8075
R3	0.8227	0.8177	0.8043
R2	0.8112	0.8112	0.8033
R1	0.8062	0.8062	0.8022	0.8087
PP	0.7998	0.7998	0.7998	0.8010
S1	0.7948	0.7948	0.8002	0.7973
S2	0.7883	0.7883	0.7991
S3	0.7769	0.7833	0.7981
S4	0.7654	0.7719	0.7949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8048	0.7934	0.0115	1.4%	0.0049	0.6%	36%	False	False	274
10	0.8048	0.7856	0.0193	2.4%	0.0052	0.7%	62%	False	False	204
20	0.8049	0.7808	0.0241	3.0%	0.0059	0.7%	70%	False	False	186
40	0.8288	0.7808	0.0481	6.0%	0.0058	0.7%	35%	False	False	185
60	0.8324	0.7808	0.0516	6.5%	0.0054	0.7%	32%	False	False	165
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	32%	False	False	138
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	32%	False	False	117
120	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	32%	False	False	113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0012
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8234
2.618	0.8146
1.618	0.8092
1.000	0.8059
0.618	0.8038
HIGH	0.8005
0.618	0.7984
0.500	0.7978
0.382	0.7971
LOW	0.7951
0.618	0.7917
1.000	0.7897
1.618	0.7863
2.618	0.7809
4.250	0.7721

Fisher Pivots for day following 03-Aug-2021
Pivot	1 day	3 day
R1	0.7978	0.7999
PP	0.7977	0.7991
S1	0.7976	0.7983

Download as Excel Spreadsheet

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

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