CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 06-Aug-2021

Day Change Summary
	Previous	Current
	05-Aug-2021	06-Aug-2021	Change	Change %	Previous Week
Open	0.7971	0.8001	0.0030	0.4%	0.8015
High	0.8016	0.8003	-0.0013	-0.2%	0.8030
Low	0.7969	0.7948	-0.0022	-0.3%	0.7948
Close	0.8003	0.7962	-0.0041	-0.5%	0.7962
Range	0.0047	0.0056	0.0009	18.1%	0.0083
ATR	0.0057	0.0057	0.0000	-0.1%	0.0000
Volume	50,927	56,481	5,554	10.9%	287,361

Daily Pivots for day following 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8137	0.8105	0.7993
R3	0.8082	0.8050	0.7977
R2	0.8026	0.8026	0.7972
R1	0.7994	0.7994	0.7967	0.7983
PP	0.7971	0.7971	0.7971	0.7965
S1	0.7939	0.7939	0.7957	0.7927
S2	0.7915	0.7915	0.7952
S3	0.7860	0.7883	0.7947
S4	0.7804	0.7828	0.7931

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8177	0.8007
R3	0.8145	0.8095	0.7985
R2	0.8062	0.8062	0.7977
R1	0.8012	0.8012	0.7970	0.7996
PP	0.7980	0.7980	0.7980	0.7972
S1	0.7930	0.7930	0.7954	0.7914
S2	0.7897	0.7897	0.7947
S3	0.7815	0.7847	0.7939
S4	0.7732	0.7765	0.7917

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8030	0.7948	0.0083	1.0%	0.0046	0.6%	18%	False	True	57,472
10	0.8050	0.7934	0.0116	1.5%	0.0047	0.6%	25%	False	False	62,819
20	0.8050	0.7808	0.0242	3.0%	0.0057	0.7%	64%	False	False	72,457
40	0.8278	0.7808	0.0470	5.9%	0.0061	0.8%	33%	False	False	74,076
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	30%	False	False	53,798
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	30%	False	False	40,432
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	30%	False	False	32,359
120	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	30%	False	False	26,978

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8239
2.618	0.8148
1.618	0.8093
1.000	0.8059
0.618	0.8037
HIGH	0.8003
0.618	0.7982
0.500	0.7975
0.382	0.7969
LOW	0.7948
0.618	0.7913
1.000	0.7892
1.618	0.7858
2.618	0.7802
4.250	0.7712

Fisher Pivots for day following 06-Aug-2021
Pivot	1 day	3 day
R1	0.7975	0.7982
PP	0.7971	0.7975
S1	0.7966	0.7969

Download as Excel Spreadsheet

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

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