CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	0.7985	0.7990	0.0006	0.1%	0.7965
High	0.7999	0.7993	-0.0007	-0.1%	0.8007
Low	0.7979	0.7946	-0.0033	-0.4%	0.7943
Close	0.7989	0.7955	-0.0034	-0.4%	0.7989
Range	0.0020	0.0047	0.0027	132.5%	0.0064
ATR	0.0049	0.0048	0.0000	-0.3%	0.0000
Volume	42,348	64,337	21,989	51.9%	251,897

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8104	0.8076	0.7980
R3	0.8057	0.8029	0.7967
R2	0.8011	0.8011	0.7963
R1	0.7983	0.7983	0.7959	0.7974
PP	0.7964	0.7964	0.7964	0.7960
S1	0.7936	0.7936	0.7950	0.7927
S2	0.7918	0.7918	0.7946
S3	0.7871	0.7890	0.7942
S4	0.7825	0.7843	0.7929

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%	0.0034	0.4%	19%	False	False	51,941
10	0.8016	0.7943	0.0074	0.9%	0.0039	0.5%	16%	False	False	55,251
20	0.8050	0.7820	0.0230	2.9%	0.0048	0.6%	59%	False	False	62,896
40	0.8162	0.7808	0.0355	4.5%	0.0056	0.7%	41%	False	False	69,301
60	0.8328	0.7808	0.0520	6.5%	0.0057	0.7%	28%	False	False	59,000
80	0.8328	0.7808	0.0520	6.5%	0.0055	0.7%	28%	False	False	44,369
100	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	28%	False	False	35,517
120	0.8328	0.7808	0.0520	6.5%	0.0054	0.7%	28%	False	False	29,612

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8190
2.618	0.8114
1.618	0.8068
1.000	0.8039
0.618	0.8021
HIGH	0.7993
0.618	0.7975
0.500	0.7969
0.382	0.7964
LOW	0.7946
0.618	0.7917
1.000	0.7900
1.618	0.7871
2.618	0.7824
4.250	0.7748

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	0.7969	0.7973
PP	0.7964	0.7967
S1	0.7959	0.7961

Download as Excel Spreadsheet

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

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