CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 07-Jul-2021

Day Change Summary
	Previous	Current
	06-Jul-2021	07-Jul-2021	Change	Change %	Previous Week
Open	0.8112	0.8027	-0.0085	-1.0%	0.8134
High	0.8128	0.8050	-0.0079	-1.0%	0.8139
Low	0.8003	0.7987	-0.0016	-0.2%	0.8032
Close	0.8024	0.8015	-0.0009	-0.1%	0.8101
Range	0.0126	0.0063	-0.0063	-50.2%	0.0107
ATR	0.0063	0.0063	0.0000	-0.1%	0.0000
Volume	128,907	80,120	-48,787	-37.8%	307,179

Daily Pivots for day following 07-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8205	0.8172	0.8049
R3	0.8142	0.8110	0.8032
R2	0.8080	0.8080	0.8026
R1	0.8047	0.8047	0.8021	0.8032
PP	0.8017	0.8017	0.8017	0.8010
S1	0.7985	0.7985	0.8009	0.7970
S2	0.7955	0.7955	0.8004
S3	0.7892	0.7922	0.7998
S4	0.7830	0.7860	0.7981

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	0.7987	0.0141	1.8%	0.0076	0.9%	20%	False	True	81,882
10	0.8162	0.7987	0.0175	2.2%	0.0059	0.7%	16%	False	True	68,135
20	0.8293	0.7987	0.0306	3.8%	0.0069	0.9%	9%	False	True	75,026
40	0.8328	0.7987	0.0341	4.2%	0.0059	0.7%	8%	False	True	39,934
60	0.8328	0.7905	0.0423	5.3%	0.0056	0.7%	26%	False	False	26,726
80	0.8328	0.7905	0.0423	5.3%	0.0054	0.7%	26%	False	False	20,061
100	0.8328	0.7837	0.0491	6.1%	0.0054	0.7%	36%	False	False	16,062
120	0.8328	0.7767	0.0561	7.0%	0.0052	0.7%	44%	False	False	13,391

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8315
2.618	0.8213
1.618	0.8151
1.000	0.8112
0.618	0.8088
HIGH	0.8050
0.618	0.8026
0.500	0.8018
0.382	0.8011
LOW	0.7987
0.618	0.7948
1.000	0.7925
1.618	0.7886
2.618	0.7823
4.250	0.7721

Fisher Pivots for day following 07-Jul-2021
Pivot	1 day	3 day
R1	0.8018	0.8058
PP	0.8017	0.8043
S1	0.8016	0.8029

Download as Excel Spreadsheet

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

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