CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 30-Jul-2021

Day Change Summary
	Previous	Current
	29-Jul-2021	30-Jul-2021	Change	Change %	Previous Week
Open	0.7983	0.8034	0.0051	0.6%	0.7958
High	0.8044	0.8050	0.0006	0.1%	0.8050
Low	0.7980	0.8005	0.0025	0.3%	0.7934
Close	0.8040	0.8013	-0.0027	-0.3%	0.8013
Range	0.0064	0.0045	-0.0019	-29.9%	0.0116
ATR	0.0062	0.0061	-0.0001	-2.0%	0.0000
Volume	69,312	79,726	10,414	15.0%	340,832

Daily Pivots for day following 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8156	0.8129	0.8037
R3	0.8112	0.8085	0.8025
R2	0.8067	0.8067	0.8021
R1	0.8040	0.8040	0.8017	0.8031
PP	0.8023	0.8023	0.8023	0.8018
S1	0.7996	0.7996	0.8009	0.7987
S2	0.7978	0.7978	0.8005
S3	0.7934	0.7951	0.8001
S4	0.7889	0.7907	0.7989

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8347	0.8296	0.8077
R3	0.8231	0.8180	0.8045
R2	0.8115	0.8115	0.8034
R1	0.8064	0.8064	0.8024	0.8089
PP	0.7999	0.7999	0.7999	0.8011
S1	0.7948	0.7948	0.8002	0.7973
S2	0.7883	0.7883	0.7992
S3	0.7767	0.7832	0.7981
S4	0.7651	0.7716	0.7949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8050	0.7934	0.0116	1.4%	0.0049	0.6%	69%	True	False	68,166
10	0.8050	0.7808	0.0242	3.0%	0.0064	0.8%	85%	True	False	79,338
20	0.8128	0.7808	0.0321	4.0%	0.0067	0.8%	64%	False	False	81,559
40	0.8293	0.7808	0.0486	6.1%	0.0064	0.8%	42%	False	False	72,739
60	0.8328	0.7808	0.0520	6.5%	0.0060	0.7%	40%	False	False	49,056
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	40%	False	False	36,844
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	40%	False	False	29,490
120	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	40%	False	False	24,584

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8239
2.618	0.8166
1.618	0.8122
1.000	0.8094
0.618	0.8077
HIGH	0.8050
0.618	0.8033
0.500	0.8027
0.382	0.8022
LOW	0.8005
0.618	0.7977
1.000	0.7961
1.618	0.7933
2.618	0.7888
4.250	0.7816

Fisher Pivots for day following 30-Jul-2021
Pivot	1 day	3 day
R1	0.8027	0.8006
PP	0.8023	0.7999
S1	0.8018	0.7992

Download as Excel Spreadsheet

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

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