CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 15-Jul-2021

Day Change Summary
	Previous	Current
	14-Jul-2021	15-Jul-2021	Change	Change %	Previous Week
Open	0.7991	0.7990	-0.0001	0.0%	0.8112
High	0.8048	0.7999	-0.0049	-0.6%	0.8128
Low	0.7983	0.7928	-0.0056	-0.7%	0.7942
Close	0.7994	0.7931	-0.0063	-0.8%	0.8029
Range	0.0065	0.0071	0.0007	10.1%	0.0186
ATR	0.0063	0.0064	0.0001	0.9%	0.0000
Volume	79,213	97,477	18,264	23.1%	391,065

Daily Pivots for day following 15-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8165	0.8119	0.7970
R3	0.8094	0.8048	0.7951
R2	0.8023	0.8023	0.7944
R1	0.7977	0.7977	0.7938	0.7965
PP	0.7952	0.7952	0.7952	0.7946
S1	0.7906	0.7906	0.7924	0.7894
S2	0.7881	0.7881	0.7918
S3	0.7810	0.7835	0.7911
S4	0.7739	0.7764	0.7892

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	0.7928	0.0120	1.5%	0.0063	0.8%	3%	False	True	74,091
10	0.8128	0.7928	0.0201	2.5%	0.0072	0.9%	2%	False	True	81,435
20	0.8162	0.7928	0.0235	3.0%	0.0065	0.8%	1%	False	True	74,952
40	0.8328	0.7928	0.0400	5.0%	0.0060	0.8%	1%	False	True	51,760
60	0.8328	0.7905	0.0423	5.3%	0.0057	0.7%	6%	False	False	34,659
80	0.8328	0.7905	0.0423	5.3%	0.0054	0.7%	6%	False	False	26,020
100	0.8328	0.7843	0.0485	6.1%	0.0055	0.7%	18%	False	False	20,831
120	0.8328	0.7767	0.0561	7.1%	0.0053	0.7%	29%	False	False	17,364

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8300
2.618	0.8184
1.618	0.8113
1.000	0.8070
0.618	0.8042
HIGH	0.7999
0.618	0.7971
0.500	0.7963
0.382	0.7955
LOW	0.7928
0.618	0.7884
1.000	0.7857
1.618	0.7813
2.618	0.7742
4.250	0.7626

Fisher Pivots for day following 15-Jul-2021
Pivot	1 day	3 day
R1	0.7963	0.7988
PP	0.7952	0.7969
S1	0.7942	0.7950

Download as Excel Spreadsheet

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

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