CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 04-Aug-2021

Day Change Summary
	Previous	Current
	03-Aug-2021	04-Aug-2021	Change	Change %	Previous Week
Open	0.7997	0.7976	-0.0021	-0.3%	0.7958
High	0.8006	0.7990	-0.0016	-0.2%	0.8050
Low	0.7951	0.7960	0.0009	0.1%	0.7934
Close	0.7976	0.7968	-0.0009	-0.1%	0.8013
Range	0.0055	0.0031	-0.0025	-44.5%	0.0116
ATR	0.0059	0.0057	-0.0002	-3.5%	0.0000
Volume	68,516	60,356	-8,160	-11.9%	340,832

Daily Pivots for day following 04-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8064	0.8046	0.7984
R3	0.8033	0.8016	0.7976
R2	0.8003	0.8003	0.7973
R1	0.7985	0.7985	0.7970	0.7979
PP	0.7972	0.7972	0.7972	0.7969
S1	0.7955	0.7955	0.7965	0.7948
S2	0.7942	0.7942	0.7962
S3	0.7911	0.7924	0.7959
S4	0.7881	0.7894	0.7951

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	0.7951	0.0099	1.2%	0.0047	0.6%	17%	False	False	65,798
10	0.8050	0.7932	0.0118	1.5%	0.0045	0.6%	31%	False	False	63,892
20	0.8050	0.7808	0.0242	3.0%	0.0060	0.7%	66%	False	False	76,189
40	0.8293	0.7808	0.0486	6.1%	0.0064	0.8%	33%	False	False	75,607
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	31%	False	False	52,019
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	31%	False	False	39,092
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	31%	False	False	31,286
120	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	31%	False	False	26,083

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.8120
2.618	0.8070
1.618	0.8039
1.000	0.8021
0.618	0.8009
HIGH	0.7990
0.618	0.7978
0.500	0.7975
0.382	0.7971
LOW	0.7960
0.618	0.7941
1.000	0.7929
1.618	0.7910
2.618	0.7880
4.250	0.7830

Fisher Pivots for day following 04-Aug-2021
Pivot	1 day	3 day
R1	0.7975	0.7991
PP	0.7972	0.7983
S1	0.7970	0.7975

Download as Excel Spreadsheet

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

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