CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 02-Jul-2021

Day Change Summary
	Previous	Current
	01-Jul-2021	02-Jul-2021	Change	Change %	Previous Week
Open	0.8064	0.8038	-0.0026	-0.3%	0.8134
High	0.8087	0.8124	0.0037	0.5%	0.8139
Low	0.8034	0.8032	-0.0002	0.0%	0.8032
Close	0.8036	0.8101	0.0066	0.8%	0.8101
Range	0.0054	0.0092	0.0038	71.0%	0.0107
ATR	0.0056	0.0058	0.0003	4.6%	0.0000
Volume	49,948	78,327	28,379	56.8%	307,179

Daily Pivots for day following 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8360	0.8322	0.8151
R3	0.8269	0.8231	0.8126
R2	0.8177	0.8177	0.8118
R1	0.8139	0.8139	0.8109	0.8158
PP	0.8086	0.8086	0.8086	0.8095
S1	0.8048	0.8048	0.8093	0.8067
S2	0.7994	0.7994	0.8084
S3	0.7903	0.7956	0.8076
S4	0.7811	0.7865	0.8051

Weekly Pivots for week ending 02-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8410	0.8362	0.8160
R3	0.8304	0.8256	0.8130
R2	0.8197	0.8197	0.8121
R1	0.8149	0.8149	0.8111	0.8120
PP	0.8091	0.8091	0.8091	0.8076
S1	0.8043	0.8043	0.8091	0.8013
S2	0.7984	0.7984	0.8081
S3	0.7878	0.7936	0.8072
S4	0.7771	0.7830	0.8042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8139	0.8032	0.0107	1.3%	0.0055	0.7%	65%	False	True	61,435
10	0.8162	0.8008	0.0154	1.9%	0.0056	0.7%	60%	False	False	61,561
20	0.8293	0.8008	0.0285	3.5%	0.0062	0.8%	33%	False	False	67,551
40	0.8328	0.8008	0.0320	3.9%	0.0056	0.7%	29%	False	False	34,746
60	0.8328	0.7905	0.0423	5.2%	0.0055	0.7%	46%	False	False	23,243
80	0.8328	0.7905	0.0423	5.2%	0.0053	0.7%	46%	False	False	17,451
100	0.8328	0.7837	0.0491	6.1%	0.0052	0.6%	54%	False	False	13,972
120	0.8328	0.7767	0.0561	6.9%	0.0051	0.6%	60%	False	False	11,650

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	0.0013
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8512
2.618	0.8363
1.618	0.8272
1.000	0.8215
0.618	0.8180
HIGH	0.8124
0.618	0.8089
0.500	0.8078
0.382	0.8067
LOW	0.8032
0.618	0.7975
1.000	0.7941
1.618	0.7884
2.618	0.7792
4.250	0.7643

Fisher Pivots for day following 02-Jul-2021
Pivot	1 day	3 day
R1	0.8093	0.8093
PP	0.8086	0.8086
S1	0.8078	0.8078

Download as Excel Spreadsheet

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

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