CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 27-Jul-2021

Day Change Summary
	Previous	Current
	26-Jul-2021	27-Jul-2021	Change	Change %	Previous Week
Open	0.7958	0.7971	0.0013	0.2%	0.7927
High	0.7982	0.7976	-0.0007	-0.1%	0.7983
Low	0.7942	0.7934	-0.0009	-0.1%	0.7808
Close	0.7970	0.7942	-0.0028	-0.4%	0.7952
Range	0.0040	0.0042	0.0002	5.0%	0.0176
ATR	0.0064	0.0063	-0.0002	-2.5%	0.0000
Volume	52,782	61,284	8,502	16.1%	452,551

Daily Pivots for day following 27-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8076	0.8051	0.7965
R3	0.8034	0.8009	0.7953
R2	0.7992	0.7992	0.7949
R1	0.7967	0.7967	0.7945	0.7959
PP	0.7950	0.7950	0.7950	0.7946
S1	0.7925	0.7925	0.7938	0.7917
S2	0.7908	0.7908	0.7934
S3	0.7866	0.7883	0.7930
S4	0.7824	0.7841	0.7918

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	0.7855	0.0128	1.6%	0.0057	0.7%	68%	False	False	64,272
10	0.8048	0.7808	0.0240	3.0%	0.0065	0.8%	56%	False	False	81,670
20	0.8128	0.7808	0.0321	4.0%	0.0066	0.8%	42%	False	False	78,923
40	0.8328	0.7808	0.0520	6.5%	0.0063	0.8%	26%	False	False	67,585
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	26%	False	False	45,298
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	26%	False	False	34,012
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	26%	False	False	27,225
120	0.8328	0.7789	0.0539	6.8%	0.0054	0.7%	28%	False	False	22,695

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	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8154
2.618	0.8085
1.618	0.8043
1.000	0.8018
0.618	0.8001
HIGH	0.7976
0.618	0.7959
0.500	0.7955
0.382	0.7950
LOW	0.7934
0.618	0.7908
1.000	0.7892
1.618	0.7866
2.618	0.7824
4.250	0.7755

Fisher Pivots for day following 27-Jul-2021
Pivot	1 day	3 day
R1	0.7955	0.7957
PP	0.7950	0.7952
S1	0.7946	0.7947

Download as Excel Spreadsheet

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

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