CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 05-Aug-2021

Day Change Summary
	Previous	Current
	04-Aug-2021	05-Aug-2021	Change	Change %	Previous Week
Open	0.7976	0.7971	-0.0005	-0.1%	0.7958
High	0.7990	0.8016	0.0026	0.3%	0.8050
Low	0.7960	0.7969	0.0010	0.1%	0.7934
Close	0.7968	0.8003	0.0036	0.4%	0.8013
Range	0.0031	0.0047	0.0017	54.1%	0.0116
ATR	0.0057	0.0057	-0.0001	-1.1%	0.0000
Volume	60,356	50,927	-9,429	-15.6%	340,832

Daily Pivots for day following 05-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8137	0.8117	0.8029
R3	0.8090	0.8070	0.8016
R2	0.8043	0.8043	0.8012
R1	0.8023	0.8023	0.8007	0.8033
PP	0.7996	0.7996	0.7996	0.8001
S1	0.7976	0.7976	0.7999	0.7986
S2	0.7949	0.7949	0.7994
S3	0.7902	0.7929	0.7990
S4	0.7855	0.7882	0.7977

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%	0.0043	0.5%	53%	False	False	62,121
10	0.8050	0.7932	0.0118	1.5%	0.0045	0.6%	61%	False	False	61,887
20	0.8050	0.7808	0.0242	3.0%	0.0058	0.7%	81%	False	False	73,406
40	0.8285	0.7808	0.0478	6.0%	0.0064	0.8%	41%	False	False	74,813
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	38%	False	False	52,862
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	38%	False	False	39,727
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	38%	False	False	31,795
120	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	38%	False	False	26,507

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8216
2.618	0.8139
1.618	0.8092
1.000	0.8063
0.618	0.8045
HIGH	0.8016
0.618	0.7998
0.500	0.7993
0.382	0.7987
LOW	0.7969
0.618	0.7940
1.000	0.7922
1.618	0.7893
2.618	0.7846
4.250	0.7769

Fisher Pivots for day following 05-Aug-2021
Pivot	1 day	3 day
R1	0.8000	0.7997
PP	0.7996	0.7990
S1	0.7993	0.7984

Download as Excel Spreadsheet

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

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