CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 13-Jul-2021

Day Change Summary
	Previous	Current
	12-Jul-2021	13-Jul-2021	Change	Change %	Previous Week
Open	0.8032	0.8030	-0.0003	0.0%	0.8112
High	0.8035	0.8037	0.0003	0.0%	0.8128
Low	0.7991	0.7974	-0.0017	-0.2%	0.7942
Close	0.8022	0.7989	-0.0033	-0.4%	0.8029
Range	0.0044	0.0063	0.0020	44.8%	0.0186
ATR	0.0063	0.0063	0.0000	0.0%	0.0000
Volume	50,280	68,040	17,760	35.3%	391,065

Daily Pivots for day following 13-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8189	0.8152	0.8023
R3	0.8126	0.8089	0.8006
R2	0.8063	0.8063	0.8000
R1	0.8026	0.8026	0.7994	0.8013
PP	0.8000	0.8000	0.8000	0.7993
S1	0.7963	0.7963	0.7983	0.7950
S2	0.7937	0.7937	0.7977
S3	0.7874	0.7900	0.7971
S4	0.7811	0.7837	0.7954

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	0.8050	0.7942	0.0108	1.3%	0.0063	0.8%	43%	False	False	76,095
10	0.8128	0.7942	0.0186	2.3%	0.0068	0.8%	25%	False	False	76,175
20	0.8245	0.7942	0.0303	3.8%	0.0065	0.8%	15%	False	False	73,604
40	0.8328	0.7942	0.0386	4.8%	0.0059	0.7%	12%	False	False	47,358
60	0.8328	0.7905	0.0423	5.3%	0.0057	0.7%	20%	False	False	31,727
80	0.8328	0.7905	0.0423	5.3%	0.0054	0.7%	20%	False	False	23,812
100	0.8328	0.7843	0.0485	6.1%	0.0054	0.7%	30%	False	False	19,064
120	0.8328	0.7767	0.0561	7.0%	0.0053	0.7%	40%	False	False	15,892

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

Fibonacci Retracements and Extensions
4.250	0.8305
2.618	0.8202
1.618	0.8139
1.000	0.8100
0.618	0.8076
HIGH	0.8037
0.618	0.8013
0.500	0.8006
0.382	0.7998
LOW	0.7974
0.618	0.7935
1.000	0.7911
1.618	0.7872
2.618	0.7809
4.250	0.7706

Fisher Pivots for day following 13-Jul-2021
Pivot	1 day	3 day
R1	0.8006	0.8001
PP	0.8000	0.7997
S1	0.7994	0.7993

Download as Excel Spreadsheet

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

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