CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 10-Aug-2021

Day Change Summary
	Previous	Current
	09-Aug-2021	10-Aug-2021	Change	Change %	Previous Week
Open	0.7965	0.7951	-0.0015	-0.2%	0.8015
High	0.7979	0.7988	0.0009	0.1%	0.8030
Low	0.7944	0.7943	-0.0001	0.0%	0.7948
Close	0.7953	0.7983	0.0030	0.4%	0.7962
Range	0.0036	0.0045	0.0010	26.8%	0.0083
ATR	0.0055	0.0054	-0.0001	-1.3%	0.0000
Volume	56,527	52,298	-4,229	-7.5%	287,361

Daily Pivots for day following 10-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8106	0.8089	0.8007
R3	0.8061	0.8044	0.7995
R2	0.8016	0.8016	0.7991
R1	0.7999	0.7999	0.7987	0.8008
PP	0.7971	0.7971	0.7971	0.7975
S1	0.7954	0.7954	0.7978	0.7963
S2	0.7926	0.7926	0.7974
S3	0.7881	0.7909	0.7970
S4	0.7836	0.7864	0.7958

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	0.7943	0.0074	0.9%	0.0043	0.5%	54%	False	True	55,317
10	0.8050	0.7934	0.0116	1.5%	0.0047	0.6%	42%	False	False	62,295
20	0.8050	0.7808	0.0242	3.0%	0.0056	0.7%	72%	False	False	71,983
40	0.8245	0.7808	0.0437	5.5%	0.0061	0.8%	40%	False	False	72,793
60	0.8328	0.7808	0.0520	6.5%	0.0058	0.7%	34%	False	False	55,566
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	34%	False	False	41,791
100	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	34%	False	False	33,446
120	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	34%	False	False	27,884

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8179
2.618	0.8105
1.618	0.8060
1.000	0.8033
0.618	0.8015
HIGH	0.7988
0.618	0.7970
0.500	0.7965
0.382	0.7960
LOW	0.7943
0.618	0.7915
1.000	0.7898
1.618	0.7870
2.618	0.7825
4.250	0.7751

Fisher Pivots for day following 10-Aug-2021
Pivot	1 day	3 day
R1	0.7977	0.7979
PP	0.7971	0.7976
S1	0.7965	0.7973

Download as Excel Spreadsheet

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

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