CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 03-Aug-2021

Day Change Summary
	Previous	Current
	02-Aug-2021	03-Aug-2021	Change	Change %	Previous Week
Open	0.8015	0.7997	-0.0018	-0.2%	0.7958
High	0.8030	0.8006	-0.0024	-0.3%	0.8050
Low	0.7990	0.7951	-0.0039	-0.5%	0.7934
Close	0.7994	0.7976	-0.0018	-0.2%	0.8013
Range	0.0040	0.0055	0.0015	37.5%	0.0116
ATR	0.0060	0.0059	0.0000	-0.6%	0.0000
Volume	51,081	68,516	17,435	34.1%	340,832

Daily Pivots for day following 03-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8143	0.8114	0.8006
R3	0.8088	0.8059	0.7991
R2	0.8033	0.8033	0.7986
R1	0.8004	0.8004	0.7981	0.7991
PP	0.7978	0.7978	0.7978	0.7971
S1	0.7949	0.7949	0.7971	0.7936
S2	0.7923	0.7923	0.7966
S3	0.7868	0.7894	0.7961
S4	0.7813	0.7839	0.7946

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%	0.0052	0.7%	37%	False	False	69,272
10	0.8050	0.7855	0.0195	2.4%	0.0054	0.7%	62%	False	False	66,772
20	0.8050	0.7808	0.0242	3.0%	0.0061	0.8%	70%	False	False	77,177
40	0.8293	0.7808	0.0486	6.1%	0.0064	0.8%	35%	False	False	75,349
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	32%	False	False	51,027
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	32%	False	False	38,337
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	32%	False	False	30,685
120	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	32%	False	False	25,580

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8240
2.618	0.8150
1.618	0.8095
1.000	0.8061
0.618	0.8040
HIGH	0.8006
0.618	0.7985
0.500	0.7979
0.382	0.7972
LOW	0.7951
0.618	0.7917
1.000	0.7896
1.618	0.7862
2.618	0.7807
4.250	0.7717

Fisher Pivots for day following 03-Aug-2021
Pivot	1 day	3 day
R1	0.7979	0.8000
PP	0.7978	0.7992
S1	0.7977	0.7984

Download as Excel Spreadsheet

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

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