CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 09-Aug-2021

Day Change Summary
	Previous	Current
	06-Aug-2021	09-Aug-2021	Change	Change %	Previous Week
Open	0.8001	0.7965	-0.0036	-0.4%	0.8015
High	0.8003	0.7979	-0.0024	-0.3%	0.8030
Low	0.7948	0.7944	-0.0004	-0.1%	0.7948
Close	0.7962	0.7953	-0.0009	-0.1%	0.7962
Range	0.0056	0.0036	-0.0020	-36.0%	0.0083
ATR	0.0057	0.0055	-0.0002	-2.7%	0.0000
Volume	56,481	56,527	46	0.1%	287,361

Daily Pivots for day following 09-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8065	0.8045	0.7973
R3	0.8030	0.8009	0.7963
R2	0.7994	0.7994	0.7960
R1	0.7974	0.7974	0.7956	0.7966
PP	0.7959	0.7959	0.7959	0.7955
S1	0.7938	0.7938	0.7950	0.7931
S2	0.7923	0.7923	0.7946
S3	0.7888	0.7903	0.7943
S4	0.7852	0.7867	0.7933

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	0.8016	0.7944	0.0073	0.9%	0.0045	0.6%	13%	False	True	58,561
10	0.8050	0.7934	0.0116	1.5%	0.0047	0.6%	17%	False	False	63,193
20	0.8050	0.7808	0.0242	3.0%	0.0057	0.7%	60%	False	False	72,770
40	0.8246	0.7808	0.0438	5.5%	0.0060	0.8%	33%	False	False	72,891
60	0.8328	0.7808	0.0520	6.5%	0.0059	0.7%	28%	False	False	54,710
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	28%	False	False	41,138
100	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	28%	False	False	32,924
120	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	28%	False	False	27,448

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8130
2.618	0.8072
1.618	0.8036
1.000	0.8015
0.618	0.8001
HIGH	0.7979
0.618	0.7965
0.500	0.7961
0.382	0.7957
LOW	0.7944
0.618	0.7922
1.000	0.7908
1.618	0.7886
2.618	0.7851
4.250	0.7793

Fisher Pivots for day following 09-Aug-2021
Pivot	1 day	3 day
R1	0.7961	0.7980
PP	0.7959	0.7971
S1	0.7956	0.7962

Download as Excel Spreadsheet

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

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