CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 01-Jul-2021

Day Change Summary
	Previous	Current
	30-Jun-2021	01-Jul-2021	Change	Change %	Previous Week
Open	0.8066	0.8064	-0.0002	0.0%	0.8024
High	0.8093	0.8087	-0.0006	-0.1%	0.8162
Low	0.8049	0.8034	-0.0015	-0.2%	0.8008
Close	0.8062	0.8036	-0.0027	-0.3%	0.8125
Range	0.0045	0.0054	0.0009	20.2%	0.0154
ATR	0.0056	0.0056	0.0000	-0.3%	0.0000
Volume	72,112	49,948	-22,164	-30.7%	308,434

Daily Pivots for day following 01-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8213	0.8178	0.8065
R3	0.8159	0.8124	0.8050
R2	0.8106	0.8106	0.8045
R1	0.8071	0.8071	0.8040	0.8061
PP	0.8052	0.8052	0.8052	0.8047
S1	0.8017	0.8017	0.8031	0.8008
S2	0.7999	0.7999	0.8026
S3	0.7945	0.7964	0.8021
S4	0.7892	0.7910	0.8006

Weekly Pivots for week ending 25-Jun-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8560	0.8497	0.8210
R3	0.8406	0.8343	0.8167
R2	0.8252	0.8252	0.8153
R1	0.8189	0.8189	0.8139	0.8221
PP	0.8098	0.8098	0.8098	0.8114
S1	0.8035	0.8035	0.8111	0.8067
S2	0.7944	0.7944	0.8097
S3	0.7790	0.7881	0.8083
S4	0.7636	0.7727	0.8040

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8149	0.8034	0.0115	1.4%	0.0045	0.6%	2%	False	True	54,451
10	0.8162	0.8008	0.0154	1.9%	0.0056	0.7%	18%	False	False	63,902
20	0.8293	0.8008	0.0285	3.5%	0.0060	0.7%	10%	False	False	63,919
40	0.8328	0.8008	0.0320	4.0%	0.0056	0.7%	9%	False	False	32,804
60	0.8328	0.7905	0.0423	5.3%	0.0054	0.7%	31%	False	False	21,939
80	0.8328	0.7886	0.0442	5.5%	0.0052	0.7%	34%	False	False	16,473
100	0.8328	0.7836	0.0492	6.1%	0.0052	0.6%	41%	False	False	13,189
120	0.8328	0.7767	0.0561	7.0%	0.0051	0.6%	48%	False	False	10,997

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	0.0014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8314
2.618	0.8227
1.618	0.8174
1.000	0.8141
0.618	0.8120
HIGH	0.8087
0.618	0.8067
0.500	0.8060
0.382	0.8054
LOW	0.8034
0.618	0.8000
1.000	0.7980
1.618	0.7947
2.618	0.7893
4.250	0.7806

Fisher Pivots for day following 01-Jul-2021
Pivot	1 day	3 day
R1	0.8060	0.8072
PP	0.8052	0.8060
S1	0.8044	0.8048

Download as Excel Spreadsheet

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

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