CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 28-Jul-2021

Day Change Summary
	Previous	Current
	27-Jul-2021	28-Jul-2021	Change	Change %	Previous Week
Open	0.7971	0.7936	-0.0036	-0.4%	0.7927
High	0.7976	0.7990	0.0015	0.2%	0.7983
Low	0.7934	0.7934	0.0000	0.0%	0.7808
Close	0.7942	0.7981	0.0039	0.5%	0.7952
Range	0.0042	0.0057	0.0015	34.5%	0.0176
ATR	0.0063	0.0062	0.0000	-0.7%	0.0000
Volume	61,284	77,728	16,444	26.8%	452,551

Daily Pivots for day following 28-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8138	0.8116	0.8012
R3	0.8081	0.8059	0.7996
R2	0.8025	0.8025	0.7991
R1	0.8003	0.8003	0.7986	0.8014
PP	0.7968	0.7968	0.7968	0.7974
S1	0.7946	0.7946	0.7975	0.7957
S2	0.7912	0.7912	0.7970
S3	0.7855	0.7890	0.7965
S4	0.7799	0.7833	0.7949

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	0.7990	0.7932	0.0059	0.7%	0.0043	0.5%	84%	True	False	61,987
10	0.7999	0.7808	0.0191	2.4%	0.0064	0.8%	91%	False	False	81,522
20	0.8128	0.7808	0.0321	4.0%	0.0067	0.8%	54%	False	False	80,210
40	0.8313	0.7808	0.0505	6.3%	0.0063	0.8%	34%	False	False	69,307
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	33%	False	False	46,591
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	33%	False	False	34,982
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	33%	False	False	28,001
120	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	33%	False	False	23,342

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8230
2.618	0.8138
1.618	0.8081
1.000	0.8047
0.618	0.8025
HIGH	0.7990
0.618	0.7968
0.500	0.7962
0.382	0.7955
LOW	0.7934
0.618	0.7899
1.000	0.7877
1.618	0.7842
2.618	0.7786
4.250	0.7693

Fisher Pivots for day following 28-Jul-2021
Pivot	1 day	3 day
R1	0.7974	0.7974
PP	0.7968	0.7968
S1	0.7962	0.7962

Download as Excel Spreadsheet

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

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