CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 19-Jul-2021

Day Change Summary
	Previous	Current
	16-Jul-2021	19-Jul-2021	Change	Change %	Previous Week
Open	0.7941	0.7927	-0.0014	-0.2%	0.8032
High	0.7961	0.7931	-0.0030	-0.4%	0.8048
Low	0.7923	0.7808	-0.0116	-1.5%	0.7923
Close	0.7932	0.7837	-0.0095	-1.2%	0.7932
Range	0.0038	0.0123	0.0086	228.0%	0.0125
ATR	0.0062	0.0066	0.0004	7.3%	0.0000
Volume	73,401	139,044	65,643	89.4%	368,411

Daily Pivots for day following 19-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8155	0.7905
R3	0.8104	0.8032	0.7871
R2	0.7981	0.7981	0.7860
R1	0.7909	0.7909	0.7848	0.7884
PP	0.7858	0.7858	0.7858	0.7846
S1	0.7786	0.7786	0.7826	0.7761
S2	0.7735	0.7735	0.7814
S3	0.7612	0.7663	0.7803
S4	0.7489	0.7540	0.7769

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	0.7808	0.0240	3.1%	0.0072	0.9%	12%	False	True	91,435
10	0.8128	0.7808	0.0321	4.1%	0.0073	0.9%	9%	False	True	89,852
20	0.8162	0.7808	0.0355	4.5%	0.0065	0.8%	8%	False	True	75,706
40	0.8328	0.7808	0.0520	6.6%	0.0061	0.8%	6%	False	True	57,053
60	0.8328	0.7808	0.0520	6.6%	0.0057	0.7%	6%	False	True	38,194
80	0.8328	0.7808	0.0520	6.6%	0.0055	0.7%	6%	False	True	28,673
100	0.8328	0.7808	0.0520	6.6%	0.0056	0.7%	6%	False	True	22,955
120	0.8328	0.7767	0.0561	7.2%	0.0054	0.7%	13%	False	False	19,134

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8453
2.618	0.8253
1.618	0.8130
1.000	0.8054
0.618	0.8007
HIGH	0.7931
0.618	0.7884
0.500	0.7869
0.382	0.7854
LOW	0.7808
0.618	0.7731
1.000	0.7685
1.618	0.7608
2.618	0.7485
4.250	0.7285

Fisher Pivots for day following 19-Jul-2021
Pivot	1 day	3 day
R1	0.7869	0.7903
PP	0.7858	0.7881
S1	0.7848	0.7859

Download as Excel Spreadsheet

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

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