CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 23-Jul-2021

Day Change Summary
	Previous	Current
	22-Jul-2021	23-Jul-2021	Change	Change %	Previous Week
Open	0.7961	0.7960	-0.0001	0.0%	0.7927
High	0.7981	0.7965	-0.0017	-0.2%	0.7983
Low	0.7939	0.7932	-0.0008	-0.1%	0.7808
Close	0.7964	0.7952	-0.0012	-0.2%	0.7952
Range	0.0042	0.0033	-0.0009	-21.4%	0.0176
ATR	0.0069	0.0066	-0.0003	-3.7%	0.0000
Volume	70,982	47,159	-23,823	-33.6%	452,551

Daily Pivots for day following 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8048	0.8033	0.7970
R3	0.8015	0.8000	0.7961
R2	0.7982	0.7982	0.7958
R1	0.7967	0.7967	0.7955	0.7958
PP	0.7949	0.7949	0.7949	0.7945
S1	0.7934	0.7934	0.7948	0.7925
S2	0.7916	0.7916	0.7945
S3	0.7883	0.7901	0.7942
S4	0.7850	0.7868	0.7933

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8441	0.8372	0.8048
R3	0.8265	0.8196	0.8000
R2	0.8090	0.8090	0.7984
R1	0.8021	0.8021	0.7968	0.8055
PP	0.7914	0.7914	0.7914	0.7931
S1	0.7845	0.7845	0.7935	0.7880
S2	0.7739	0.7739	0.7919
S3	0.7563	0.7670	0.7903
S4	0.7388	0.7494	0.7855

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%	0.0079	1.0%	82%	False	False	90,510
10	0.8048	0.7808	0.0240	3.0%	0.0067	0.8%	60%	False	False	82,096
20	0.8149	0.7808	0.0341	4.3%	0.0066	0.8%	42%	False	False	78,130
40	0.8328	0.7808	0.0520	6.5%	0.0064	0.8%	28%	False	False	64,818
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	28%	False	False	43,408
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	28%	False	False	32,590
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	28%	False	False	26,086
120	0.8328	0.7775	0.0553	6.9%	0.0054	0.7%	32%	False	False	21,745

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	0.0013
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.8105
2.618	0.8051
1.618	0.8018
1.000	0.7998
0.618	0.7985
HIGH	0.7965
0.618	0.7952
0.500	0.7948
0.382	0.7944
LOW	0.7932
0.618	0.7911
1.000	0.7899
1.618	0.7878
2.618	0.7845
4.250	0.7791

Fisher Pivots for day following 23-Jul-2021
Pivot	1 day	3 day
R1	0.7950	0.7941
PP	0.7949	0.7930
S1	0.7948	0.7919

Download as Excel Spreadsheet

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

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