CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 20-Jul-2021

Day Change Summary
	Previous	Current
	19-Jul-2021	20-Jul-2021	Change	Change %	Previous Week
Open	0.7927	0.7844	-0.0083	-1.0%	0.8032
High	0.7931	0.7889	-0.0042	-0.5%	0.8048
Low	0.7808	0.7820	0.0013	0.2%	0.7923
Close	0.7837	0.7877	0.0040	0.5%	0.7932
Range	0.0123	0.0069	-0.0054	-43.9%	0.0125
ATR	0.0066	0.0066	0.0000	0.3%	0.0000
Volume	139,044	106,210	-32,834	-23.6%	368,411

Daily Pivots for day following 20-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8069	0.8042	0.7915
R3	0.8000	0.7973	0.7896
R2	0.7931	0.7931	0.7890
R1	0.7904	0.7904	0.7883	0.7918
PP	0.7862	0.7862	0.7862	0.7869
S1	0.7835	0.7835	0.7871	0.7849
S2	0.7793	0.7793	0.7864
S3	0.7724	0.7766	0.7858
S4	0.7655	0.7697	0.7839

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	3.0%	0.0073	0.9%	29%	False	False	99,069
10	0.8050	0.7808	0.0242	3.1%	0.0068	0.9%	29%	False	False	87,582
20	0.8162	0.7808	0.0355	4.5%	0.0064	0.8%	20%	False	False	77,281
40	0.8328	0.7808	0.0520	6.6%	0.0062	0.8%	13%	False	False	59,703
60	0.8328	0.7808	0.0520	6.6%	0.0058	0.7%	13%	False	False	39,963
80	0.8328	0.7808	0.0520	6.6%	0.0056	0.7%	13%	False	False	29,999
100	0.8328	0.7808	0.0520	6.6%	0.0055	0.7%	13%	False	False	24,016
120	0.8328	0.7767	0.0561	7.1%	0.0054	0.7%	20%	False	False	20,018

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8182
2.618	0.8070
1.618	0.8001
1.000	0.7958
0.618	0.7932
HIGH	0.7889
0.618	0.7863
0.500	0.7855
0.382	0.7846
LOW	0.7820
0.618	0.7777
1.000	0.7751
1.618	0.7708
2.618	0.7639
4.250	0.7527

Fisher Pivots for day following 20-Jul-2021
Pivot	1 day	3 day
R1	0.7870	0.7884
PP	0.7862	0.7882
S1	0.7855	0.7879

Download as Excel Spreadsheet

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

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