CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 02-Aug-2021

Day Change Summary
	Previous	Current
	30-Jul-2021	02-Aug-2021	Change	Change %	Previous Week
Open	0.8034	0.8015	-0.0019	-0.2%	0.7958
High	0.8050	0.8030	-0.0020	-0.2%	0.8050
Low	0.8005	0.7990	-0.0015	-0.2%	0.7934
Close	0.8013	0.7994	-0.0019	-0.2%	0.8013
Range	0.0045	0.0040	-0.0005	-10.1%	0.0116
ATR	0.0061	0.0060	-0.0002	-2.5%	0.0000
Volume	79,726	51,081	-28,645	-35.9%	340,832

Daily Pivots for day following 02-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8125	0.8099	0.8016
R3	0.8085	0.8059	0.8005
R2	0.8045	0.8045	0.8001
R1	0.8019	0.8019	0.7998	0.8012
PP	0.8005	0.8005	0.8005	0.8001
S1	0.7979	0.7979	0.7990	0.7972
S2	0.7965	0.7965	0.7987
S3	0.7925	0.7939	0.7983
S4	0.7885	0.7899	0.7972

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	1.5%	0.0049	0.6%	52%	False	False	67,826
10	0.8050	0.7820	0.0230	2.9%	0.0056	0.7%	76%	False	False	70,542
20	0.8128	0.7808	0.0321	4.0%	0.0065	0.8%	58%	False	False	80,197
40	0.8293	0.7808	0.0486	6.1%	0.0063	0.8%	38%	False	False	73,874
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	36%	False	False	49,896
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	36%	False	False	37,481
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	36%	False	False	30,000
120	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	36%	False	False	25,009

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8200
2.618	0.8135
1.618	0.8095
1.000	0.8070
0.618	0.8055
HIGH	0.8030
0.618	0.8015
0.500	0.8010
0.382	0.8005
LOW	0.7990
0.618	0.7965
1.000	0.7950
1.618	0.7925
2.618	0.7885
4.250	0.7820

Fisher Pivots for day following 02-Aug-2021
Pivot	1 day	3 day
R1	0.8010	0.8015
PP	0.8005	0.8008
S1	0.7999	0.8001

Download as Excel Spreadsheet

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

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