CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 12-Aug-2021

Day Change Summary
	Previous	Current
	11-Aug-2021	12-Aug-2021	Change	Change %	Previous Week
Open	0.7987	0.7995	0.0008	0.1%	0.8015
High	0.8007	0.7999	-0.0008	-0.1%	0.8030
Low	0.7969	0.7978	0.0010	0.1%	0.7948
Close	0.7994	0.7980	-0.0014	-0.2%	0.7962
Range	0.0038	0.0021	-0.0018	-46.1%	0.0083
ATR	0.0053	0.0051	-0.0002	-4.4%	0.0000
Volume	51,345	49,379	-1,966	-3.8%	287,361

Daily Pivots for day following 12-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8047	0.8034	0.7991
R3	0.8027	0.8014	0.7986
R2	0.8006	0.8006	0.7984
R1	0.7993	0.7993	0.7982	0.7989
PP	0.7986	0.7986	0.7986	0.7984
S1	0.7973	0.7973	0.7978	0.7969
S2	0.7965	0.7965	0.7976
S3	0.7945	0.7952	0.7974
S4	0.7924	0.7932	0.7969

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	0.8007	0.7943	0.0064	0.8%	0.0039	0.5%	59%	False	False	53,206
10	0.8050	0.7943	0.0107	1.3%	0.0041	0.5%	35%	False	False	57,663
20	0.8050	0.7808	0.0242	3.0%	0.0052	0.7%	71%	False	False	68,184
40	0.8162	0.7808	0.0355	4.4%	0.0059	0.7%	49%	False	False	71,568
60	0.8328	0.7808	0.0520	6.5%	0.0058	0.7%	33%	False	False	57,235
80	0.8328	0.7808	0.0520	6.5%	0.0056	0.7%	33%	False	False	43,041
100	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	33%	False	False	34,453
120	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	33%	False	False	28,723

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	0.8086
2.618	0.8052
1.618	0.8032
1.000	0.8019
0.618	0.8011
HIGH	0.7999
0.618	0.7991
0.500	0.7988
0.382	0.7986
LOW	0.7978
0.618	0.7965
1.000	0.7958
1.618	0.7945
2.618	0.7924
4.250	0.7891

Fisher Pivots for day following 12-Aug-2021
Pivot	1 day	3 day
R1	0.7988	0.7978
PP	0.7986	0.7976
S1	0.7983	0.7975

Download as Excel Spreadsheet

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

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