CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 06-Jul-2021

Day Change Summary
	Previous	Current
	02-Jul-2021	06-Jul-2021	Change	Change %	Previous Week
Open	0.8038	0.8112	0.0074	0.9%	0.8134
High	0.8124	0.8128	0.0005	0.1%	0.8139
Low	0.8032	0.8003	-0.0030	-0.4%	0.8032
Close	0.8101	0.8024	-0.0077	-1.0%	0.8101
Range	0.0092	0.0126	0.0034	37.2%	0.0107
ATR	0.0058	0.0063	0.0005	8.2%	0.0000
Volume	78,327	128,907	50,580	64.6%	307,179

Daily Pivots for day following 06-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8428	0.8352	0.8093
R3	0.8303	0.8226	0.8059
R2	0.8177	0.8177	0.8047
R1	0.8101	0.8101	0.8036	0.8076
PP	0.8052	0.8052	0.8052	0.8039
S1	0.7975	0.7975	0.8012	0.7951
S2	0.7926	0.7926	0.8001
S3	0.7801	0.7850	0.7989
S4	0.7675	0.7724	0.7955

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	0.8128	0.8003	0.0126	1.6%	0.0073	0.9%	17%	True	True	76,255
10	0.8162	0.8003	0.0160	2.0%	0.0060	0.7%	13%	False	True	66,980
20	0.8293	0.8003	0.0291	3.6%	0.0067	0.8%	7%	False	True	73,521
40	0.8328	0.8003	0.0325	4.1%	0.0058	0.7%	7%	False	True	37,952
60	0.8328	0.7905	0.0423	5.3%	0.0056	0.7%	28%	False	False	25,391
80	0.8328	0.7905	0.0423	5.3%	0.0054	0.7%	28%	False	False	19,062
100	0.8328	0.7837	0.0491	6.1%	0.0053	0.7%	38%	False	False	15,260
120	0.8328	0.7767	0.0561	7.0%	0.0052	0.6%	46%	False	False	12,723

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	0.0014
Widest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8661
2.618	0.8457
1.618	0.8331
1.000	0.8254
0.618	0.8206
HIGH	0.8128
0.618	0.8080
0.500	0.8065
0.382	0.8050
LOW	0.8003
0.618	0.7925
1.000	0.7877
1.618	0.7799
2.618	0.7674
4.250	0.7469

Fisher Pivots for day following 06-Jul-2021
Pivot	1 day	3 day
R1	0.8065	0.8065
PP	0.8052	0.8052
S1	0.8038	0.8038

Download as Excel Spreadsheet

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

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