CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 12-Jul-2021

Day Change Summary
	Previous	Current
	09-Jul-2021	12-Jul-2021	Change	Change %	Previous Week
Open	0.7980	0.8032	0.0052	0.7%	0.8112
High	0.8036	0.8035	-0.0002	0.0%	0.8128
Low	0.7964	0.7991	0.0027	0.3%	0.7942
Close	0.8029	0.8022	-0.0008	-0.1%	0.8029
Range	0.0072	0.0044	-0.0029	-39.6%	0.0186
ATR	0.0064	0.0063	-0.0001	-2.3%	0.0000
Volume	75,447	50,280	-25,167	-33.4%	391,065

Daily Pivots for day following 12-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8146	0.8127	0.8045
R3	0.8103	0.8084	0.8033
R2	0.8059	0.8059	0.8029
R1	0.8040	0.8040	0.8025	0.8028
PP	0.8016	0.8016	0.8016	0.8010
S1	0.7997	0.7997	0.8018	0.7985
S2	0.7972	0.7972	0.8014
S3	0.7929	0.7953	0.8010
S4	0.7885	0.7910	0.7998

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%	0.0075	0.9%	43%	False	False	88,269
10	0.8139	0.7942	0.0197	2.4%	0.0065	0.8%	40%	False	False	74,852
20	0.8246	0.7942	0.0304	3.8%	0.0063	0.8%	26%	False	False	73,011
40	0.8328	0.7942	0.0386	4.8%	0.0059	0.7%	21%	False	False	45,680
60	0.8328	0.7905	0.0423	5.3%	0.0057	0.7%	28%	False	False	30,594
80	0.8328	0.7905	0.0423	5.3%	0.0054	0.7%	28%	False	False	22,963
100	0.8328	0.7843	0.0485	6.0%	0.0054	0.7%	37%	False	False	18,384
120	0.8328	0.7767	0.0561	7.0%	0.0053	0.7%	45%	False	False	15,326

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8219
2.618	0.8148
1.618	0.8105
1.000	0.8078
0.618	0.8061
HIGH	0.8035
0.618	0.8018
0.500	0.8013
0.382	0.8008
LOW	0.7991
0.618	0.7964
1.000	0.7948
1.618	0.7921
2.618	0.7877
4.250	0.7806

Fisher Pivots for day following 12-Jul-2021
Pivot	1 day	3 day
R1	0.8019	0.8011
PP	0.8016	0.8000
S1	0.8013	0.7989

Download as Excel Spreadsheet

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

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