CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 11-Aug-2021

Day Change Summary
	Previous	Current
	10-Aug-2021	11-Aug-2021	Change	Change %	Previous Week
Open	0.7951	0.7987	0.0037	0.5%	0.8015
High	0.7988	0.8007	0.0019	0.2%	0.8030
Low	0.7943	0.7969	0.0026	0.3%	0.7948
Close	0.7983	0.7994	0.0012	0.1%	0.7962
Range	0.0045	0.0038	-0.0007	-15.6%	0.0083
ATR	0.0054	0.0053	-0.0001	-2.1%	0.0000
Volume	52,298	51,345	-953	-1.8%	287,361

Daily Pivots for day following 11-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8104	0.8087	0.8015
R3	0.8066	0.8049	0.8004
R2	0.8028	0.8028	0.8001
R1	0.8011	0.8011	0.7997	0.8019
PP	0.7990	0.7990	0.7990	0.7994
S1	0.7973	0.7973	0.7991	0.7981
S2	0.7952	0.7952	0.7987
S3	0.7914	0.7935	0.7984
S4	0.7876	0.7897	0.7973

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%	0.0044	0.6%	70%	False	False	53,515
10	0.8050	0.7943	0.0107	1.3%	0.0045	0.6%	48%	False	False	59,656
20	0.8050	0.7808	0.0242	3.0%	0.0055	0.7%	77%	False	False	70,589
40	0.8226	0.7808	0.0418	5.2%	0.0060	0.8%	45%	False	False	72,535
60	0.8328	0.7808	0.0520	6.5%	0.0058	0.7%	36%	False	False	56,419
80	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	36%	False	False	42,429
100	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	36%	False	False	33,959
120	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	36%	False	False	28,312

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8168
2.618	0.8106
1.618	0.8068
1.000	0.8045
0.618	0.8030
HIGH	0.8007
0.618	0.7992
0.500	0.7988
0.382	0.7983
LOW	0.7969
0.618	0.7945
1.000	0.7931
1.618	0.7907
2.618	0.7869
4.250	0.7807

Fisher Pivots for day following 11-Aug-2021
Pivot	1 day	3 day
R1	0.7992	0.7988
PP	0.7990	0.7981
S1	0.7988	0.7975

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols