CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 13-Aug-2021

Day Change Summary
	Previous	Current
	12-Aug-2021	13-Aug-2021	Change	Change %	Previous Week
Open	0.7995	0.7985	-0.0011	-0.1%	0.7965
High	0.7999	0.7999	0.0001	0.0%	0.8007
Low	0.7978	0.7979	0.0001	0.0%	0.7943
Close	0.7980	0.7989	0.0009	0.1%	0.7989
Range	0.0021	0.0020	-0.0001	-2.4%	0.0064
ATR	0.0051	0.0049	-0.0002	-4.3%	0.0000
Volume	49,379	42,348	-7,031	-14.2%	251,897

Daily Pivots for day following 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8049	0.8039	0.8000
R3	0.8029	0.8019	0.7994
R2	0.8009	0.8009	0.7992
R1	0.7999	0.7999	0.7990	0.8004
PP	0.7989	0.7989	0.7989	0.7991
S1	0.7979	0.7979	0.7987	0.7984
S2	0.7969	0.7969	0.7985
S3	0.7949	0.7959	0.7983
S4	0.7929	0.7939	0.7978

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8171	0.8144	0.8024
R3	0.8107	0.8080	0.8006
R2	0.8043	0.8043	0.8000
R1	0.8016	0.8016	0.7994	0.8030
PP	0.7979	0.7979	0.7979	0.7986
S1	0.7952	0.7952	0.7983	0.7966
S2	0.7915	0.7915	0.7977
S3	0.7851	0.7888	0.7971
S4	0.7787	0.7824	0.7953

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%	0.0032	0.4%	72%	False	False	50,379
10	0.8030	0.7943	0.0088	1.1%	0.0039	0.5%	53%	False	False	53,925
20	0.8050	0.7808	0.0242	3.0%	0.0051	0.6%	75%	False	False	66,632
40	0.8162	0.7808	0.0355	4.4%	0.0057	0.7%	51%	False	False	70,236
60	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	35%	False	False	57,936
80	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	35%	False	False	43,567
100	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	35%	False	False	34,875
120	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	35%	False	False	29,076

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 76 trading days

Fibonacci Retracements and Extensions
4.250	0.8084
2.618	0.8051
1.618	0.8031
1.000	0.8019
0.618	0.8011
HIGH	0.7999
0.618	0.7991
0.500	0.7989
0.382	0.7987
LOW	0.7979
0.618	0.7967
1.000	0.7959
1.618	0.7947
2.618	0.7927
4.250	0.7894

Fisher Pivots for day following 13-Aug-2021
Pivot	1 day	3 day
R1	0.7989	0.7988
PP	0.7989	0.7988
S1	0.7989	0.7988

Download as Excel Spreadsheet

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

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