CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 29-Jul-2021

Day Change Summary
	Previous	Current
	28-Jul-2021	29-Jul-2021	Change	Change %	Previous Week
Open	0.7936	0.7983	0.0048	0.6%	0.7927
High	0.7990	0.8044	0.0054	0.7%	0.7983
Low	0.7934	0.7980	0.0047	0.6%	0.7808
Close	0.7981	0.8040	0.0059	0.7%	0.7952
Range	0.0057	0.0064	0.0007	12.4%	0.0176
ATR	0.0062	0.0062	0.0000	0.1%	0.0000
Volume	77,728	69,312	-8,416	-10.8%	452,551

Daily Pivots for day following 29-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8212	0.8189	0.8074
R3	0.8148	0.8126	0.8057
R2	0.8085	0.8085	0.8051
R1	0.8062	0.8062	0.8045	0.8073
PP	0.8021	0.8021	0.8021	0.8027
S1	0.7999	0.7999	0.8034	0.8010
S2	0.7958	0.7958	0.8028
S3	0.7894	0.7935	0.8022
S4	0.7831	0.7872	0.8005

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	0.8044	0.7932	0.0112	1.4%	0.0047	0.6%	96%	True	False	61,653
10	0.8044	0.7808	0.0236	2.9%	0.0063	0.8%	98%	True	False	78,705
20	0.8128	0.7808	0.0321	4.0%	0.0068	0.8%	72%	False	False	80,070
40	0.8313	0.7808	0.0505	6.3%	0.0064	0.8%	46%	False	False	70,975
60	0.8328	0.7808	0.0520	6.5%	0.0060	0.7%	45%	False	False	47,730
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	45%	False	False	35,848
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	45%	False	False	28,694
120	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	45%	False	False	23,919

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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8313
2.618	0.8210
1.618	0.8146
1.000	0.8107
0.618	0.8083
HIGH	0.8044
0.618	0.8019
0.500	0.8012
0.382	0.8004
LOW	0.7980
0.618	0.7941
1.000	0.7917
1.618	0.7877
2.618	0.7814
4.250	0.7710

Fisher Pivots for day following 29-Jul-2021
Pivot	1 day	3 day
R1	0.8030	0.8023
PP	0.8021	0.8006
S1	0.8012	0.7989

Download as Excel Spreadsheet

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

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