CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 14-Jul-2021

Day Change Summary
	Previous	Current
	13-Jul-2021	14-Jul-2021	Change	Change %	Previous Week
Open	0.8030	0.7991	-0.0039	-0.5%	0.8112
High	0.8037	0.8048	0.0011	0.1%	0.8128
Low	0.7974	0.7983	0.0009	0.1%	0.7942
Close	0.7989	0.7994	0.0005	0.1%	0.8029
Range	0.0063	0.0065	0.0002	2.4%	0.0186
ATR	0.0063	0.0063	0.0000	0.2%	0.0000
Volume	68,040	79,213	11,173	16.4%	391,065

Daily Pivots for day following 14-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8202	0.8162	0.8029
R3	0.8137	0.8098	0.8011
R2	0.8073	0.8073	0.8005
R1	0.8033	0.8033	0.7999	0.8053
PP	0.8008	0.8008	0.8008	0.8018
S1	0.7969	0.7969	0.7988	0.7988
S2	0.7944	0.7944	0.7982
S3	0.7879	0.7904	0.7976
S4	0.7815	0.7840	0.7958

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	0.8048	0.7942	0.0106	1.3%	0.0063	0.8%	49%	True	False	75,914
10	0.8128	0.7942	0.0186	2.3%	0.0069	0.9%	28%	False	False	78,898
20	0.8226	0.7942	0.0284	3.5%	0.0066	0.8%	18%	False	False	74,481
40	0.8328	0.7942	0.0386	4.8%	0.0060	0.7%	13%	False	False	49,333
60	0.8328	0.7905	0.0423	5.3%	0.0058	0.7%	21%	False	False	33,042
80	0.8328	0.7905	0.0423	5.3%	0.0054	0.7%	21%	False	False	24,802
100	0.8328	0.7843	0.0485	6.1%	0.0054	0.7%	31%	False	False	19,856
120	0.8328	0.7767	0.0561	7.0%	0.0053	0.7%	40%	False	False	16,552

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	0.8322
2.618	0.8216
1.618	0.8152
1.000	0.8112
0.618	0.8087
HIGH	0.8048
0.618	0.8023
0.500	0.8015
0.382	0.8008
LOW	0.7983
0.618	0.7943
1.000	0.7919
1.618	0.7879
2.618	0.7814
4.250	0.7709

Fisher Pivots for day following 14-Jul-2021
Pivot	1 day	3 day
R1	0.8015	0.8011
PP	0.8008	0.8005
S1	0.8001	0.7999

Download as Excel Spreadsheet

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

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