CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 22-Jul-2021

Day Change Summary
	Previous	Current
	21-Jul-2021	22-Jul-2021	Change	Change %	Previous Week
Open	0.7887	0.7961	0.0074	0.9%	0.8032
High	0.7983	0.7981	-0.0002	0.0%	0.8048
Low	0.7855	0.7939	0.0084	1.1%	0.7923
Close	0.7961	0.7964	0.0003	0.0%	0.7932
Range	0.0128	0.0042	-0.0086	-67.2%	0.0125
ATR	0.0071	0.0069	-0.0002	-2.9%	0.0000
Volume	89,156	70,982	-18,174	-20.4%	368,411

Daily Pivots for day following 22-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8087	0.8067	0.7987
R3	0.8045	0.8025	0.7975
R2	0.8003	0.8003	0.7971
R1	0.7983	0.7983	0.7967	0.7993
PP	0.7961	0.7961	0.7961	0.7966
S1	0.7941	0.7941	0.7960	0.7951
S2	0.7919	0.7919	0.7956
S3	0.7877	0.7899	0.7952
S4	0.7835	0.7857	0.7940

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	0.7983	0.7808	0.0176	2.2%	0.0080	1.0%	89%	False	False	95,758
10	0.8048	0.7808	0.0240	3.0%	0.0071	0.9%	65%	False	False	84,925
20	0.8149	0.7808	0.0341	4.3%	0.0066	0.8%	46%	False	False	78,251
40	0.8328	0.7808	0.0520	6.5%	0.0064	0.8%	30%	False	False	63,682
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	30%	False	False	42,625
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	30%	False	False	32,000
100	0.8328	0.7808	0.0520	6.5%	0.0056	0.7%	30%	False	False	25,616
120	0.8328	0.7774	0.0554	7.0%	0.0054	0.7%	34%	False	False	21,352

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8160
2.618	0.8091
1.618	0.8049
1.000	0.8023
0.618	0.8007
HIGH	0.7981
0.618	0.7965
0.500	0.7960
0.382	0.7955
LOW	0.7939
0.618	0.7913
1.000	0.7897
1.618	0.7871
2.618	0.7829
4.250	0.7761

Fisher Pivots for day following 22-Jul-2021
Pivot	1 day	3 day
R1	0.7962	0.7943
PP	0.7961	0.7922
S1	0.7960	0.7902

Download as Excel Spreadsheet

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

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