CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 09-Jul-2021

Day Change Summary
	Previous	Current
	08-Jul-2021	09-Jul-2021	Change	Change %	Previous Week
Open	0.8011	0.7980	-0.0031	-0.4%	0.8112
High	0.8014	0.8036	0.0023	0.3%	0.8128
Low	0.7942	0.7964	0.0022	0.3%	0.7942
Close	0.7979	0.8029	0.0050	0.6%	0.8029
Range	0.0072	0.0072	0.0001	0.7%	0.0186
ATR	0.0064	0.0064	0.0001	0.9%	0.0000
Volume	106,591	75,447	-31,144	-29.2%	391,065

Daily Pivots for day following 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8226	0.8199	0.8069
R3	0.8154	0.8127	0.8049
R2	0.8082	0.8082	0.8042
R1	0.8055	0.8055	0.8036	0.8069
PP	0.8010	0.8010	0.8010	0.8016
S1	0.7983	0.7983	0.8022	0.7997
S2	0.7938	0.7938	0.8016
S3	0.7866	0.7911	0.8009
S4	0.7794	0.7839	0.7989

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8591	0.8496	0.8131
R3	0.8405	0.8310	0.8080
R2	0.8219	0.8219	0.8063
R1	0.8124	0.8124	0.8046	0.8079
PP	0.8033	0.8033	0.8033	0.8010
S1	0.7938	0.7938	0.8012	0.7893
S2	0.7847	0.7847	0.7995
S3	0.7661	0.7752	0.7978
S4	0.7475	0.7566	0.7927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8128	0.7942	0.0186	2.3%	0.0085	1.1%	47%	False	False	93,878
10	0.8149	0.7942	0.0207	2.6%	0.0065	0.8%	42%	False	False	74,165
20	0.8278	0.7942	0.0336	4.2%	0.0064	0.8%	26%	False	False	75,694
40	0.8328	0.7942	0.0386	4.8%	0.0060	0.7%	23%	False	False	44,468
60	0.8328	0.7905	0.0423	5.3%	0.0057	0.7%	29%	False	False	29,757
80	0.8328	0.7905	0.0423	5.3%	0.0055	0.7%	29%	False	False	22,335
100	0.8328	0.7843	0.0485	6.0%	0.0054	0.7%	38%	False	False	17,882
120	0.8328	0.7767	0.0561	7.0%	0.0053	0.7%	47%	False	False	14,907

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8342
2.618	0.8224
1.618	0.8152
1.000	0.8108
0.618	0.8080
HIGH	0.8036
0.618	0.8008
0.500	0.8000
0.382	0.7992
LOW	0.7964
0.618	0.7920
1.000	0.7892
1.618	0.7848
2.618	0.7776
4.250	0.7658

Fisher Pivots for day following 09-Jul-2021
Pivot	1 day	3 day
R1	0.8019	0.8018
PP	0.8010	0.8007
S1	0.8000	0.7996

Download as Excel Spreadsheet

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

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