CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 26-Jul-2021

Day Change Summary
	Previous	Current
	23-Jul-2021	26-Jul-2021	Change	Change %	Previous Week
Open	0.7960	0.7958	-0.0002	0.0%	0.7927
High	0.7965	0.7982	0.0018	0.2%	0.7983
Low	0.7932	0.7942	0.0011	0.1%	0.7808
Close	0.7952	0.7970	0.0018	0.2%	0.7952
Range	0.0033	0.0040	0.0007	21.2%	0.0176
ATR	0.0066	0.0064	-0.0002	-2.8%	0.0000
Volume	47,159	52,782	5,623	11.9%	452,551

Daily Pivots for day following 26-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8085	0.8067	0.7992
R3	0.8045	0.8027	0.7981
R2	0.8005	0.8005	0.7977
R1	0.7987	0.7987	0.7973	0.7996
PP	0.7965	0.7965	0.7965	0.7969
S1	0.7947	0.7947	0.7966	0.7956
S2	0.7925	0.7925	0.7962
S3	0.7885	0.7907	0.7959
S4	0.7845	0.7867	0.7948

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	0.7820	0.0163	2.0%	0.0062	0.8%	92%	False	False	73,257
10	0.8048	0.7808	0.0240	3.0%	0.0067	0.8%	68%	False	False	82,346
20	0.8139	0.7808	0.0331	4.2%	0.0066	0.8%	49%	False	False	78,599
40	0.8328	0.7808	0.0520	6.5%	0.0063	0.8%	31%	False	False	66,098
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	31%	False	False	44,284
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	31%	False	False	33,248
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	31%	False	False	26,613
120	0.8328	0.7789	0.0539	6.8%	0.0053	0.7%	34%	False	False	22,184

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8152
2.618	0.8087
1.618	0.8047
1.000	0.8022
0.618	0.8007
HIGH	0.7982
0.618	0.7967
0.500	0.7962
0.382	0.7957
LOW	0.7942
0.618	0.7917
1.000	0.7902
1.618	0.7877
2.618	0.7837
4.250	0.7772

Fisher Pivots for day following 26-Jul-2021
Pivot	1 day	3 day
R1	0.7967	0.7965
PP	0.7965	0.7961
S1	0.7962	0.7957

Download as Excel Spreadsheet

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

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