CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 16-Jul-2021

Day Change Summary
	Previous	Current
	15-Jul-2021	16-Jul-2021	Change	Change %	Previous Week
Open	0.7990	0.7941	-0.0050	-0.6%	0.8032
High	0.7999	0.7961	-0.0038	-0.5%	0.8048
Low	0.7928	0.7923	-0.0005	-0.1%	0.7923
Close	0.7931	0.7932	0.0001	0.0%	0.7932
Range	0.0071	0.0038	-0.0034	-47.2%	0.0125
ATR	0.0064	0.0062	-0.0002	-2.9%	0.0000
Volume	97,477	73,401	-24,076	-24.7%	368,411

Daily Pivots for day following 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8051	0.8029	0.7953
R3	0.8014	0.7992	0.7942
R2	0.7976	0.7976	0.7939
R1	0.7954	0.7954	0.7935	0.7946
PP	0.7939	0.7939	0.7939	0.7935
S1	0.7917	0.7917	0.7929	0.7909
S2	0.7901	0.7901	0.7925
S3	0.7864	0.7879	0.7922
S4	0.7826	0.7842	0.7911

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8341	0.8261	0.8000
R3	0.8217	0.8137	0.7966
R2	0.8092	0.8092	0.7955
R1	0.8012	0.8012	0.7943	0.7990
PP	0.7968	0.7968	0.7968	0.7956
S1	0.7888	0.7888	0.7921	0.7865
S2	0.7843	0.7843	0.7909
S3	0.7719	0.7763	0.7898
S4	0.7594	0.7639	0.7864

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8048	0.7923	0.0125	1.6%	0.0056	0.7%	7%	False	True	73,682
10	0.8128	0.7923	0.0205	2.6%	0.0070	0.9%	4%	False	True	83,780
20	0.8162	0.7923	0.0239	3.0%	0.0063	0.8%	4%	False	True	73,841
40	0.8328	0.7923	0.0405	5.1%	0.0060	0.8%	2%	False	True	53,589
60	0.8328	0.7923	0.0405	5.1%	0.0056	0.7%	2%	False	True	35,879
80	0.8328	0.7905	0.0423	5.3%	0.0054	0.7%	7%	False	False	26,936
100	0.8328	0.7843	0.0485	6.1%	0.0055	0.7%	18%	False	False	21,565
120	0.8328	0.7767	0.0561	7.1%	0.0053	0.7%	30%	False	False	17,976

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
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	0.0011
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.8120
2.618	0.8059
1.618	0.8021
1.000	0.7998
0.618	0.7984
HIGH	0.7961
0.618	0.7946
0.500	0.7942
0.382	0.7937
LOW	0.7923
0.618	0.7900
1.000	0.7886
1.618	0.7862
2.618	0.7825
4.250	0.7764

Fisher Pivots for day following 16-Jul-2021
Pivot	1 day	3 day
R1	0.7942	0.7985
PP	0.7939	0.7968
S1	0.7935	0.7950

Download as Excel Spreadsheet

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

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