CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 17-Aug-2021

Day Change Summary
	Previous	Current
	16-Aug-2021	17-Aug-2021	Change	Change %	Previous Week
Open	0.7990	0.7953	-0.0037	-0.5%	0.7965
High	0.7993	0.7956	-0.0037	-0.5%	0.8007
Low	0.7946	0.7906	-0.0041	-0.5%	0.7943
Close	0.7955	0.7921	-0.0034	-0.4%	0.7989
Range	0.0047	0.0050	0.0004	7.5%	0.0064
ATR	0.0048	0.0049	0.0000	0.2%	0.0000
Volume	64,337	72,817	8,480	13.2%	251,897

Daily Pivots for day following 17-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8077	0.8049	0.7948
R3	0.8027	0.7999	0.7934
R2	0.7977	0.7977	0.7930
R1	0.7949	0.7949	0.7925	0.7938
PP	0.7927	0.7927	0.7927	0.7922
S1	0.7899	0.7899	0.7916	0.7888
S2	0.7877	0.7877	0.7911
S3	0.7827	0.7849	0.7907
S4	0.7777	0.7799	0.7893

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	0.7906	0.0101	1.3%	0.0035	0.4%	15%	False	True	56,045
10	0.8016	0.7906	0.0111	1.4%	0.0039	0.5%	14%	False	True	55,681
20	0.8050	0.7855	0.0195	2.5%	0.0047	0.6%	34%	False	False	61,227
40	0.8162	0.7808	0.0355	4.5%	0.0055	0.7%	32%	False	False	69,254
60	0.8328	0.7808	0.0520	6.6%	0.0057	0.7%	22%	False	False	60,211
80	0.8328	0.7808	0.0520	6.6%	0.0055	0.7%	22%	False	False	45,279
100	0.8328	0.7808	0.0520	6.6%	0.0054	0.7%	22%	False	False	36,245
120	0.8328	0.7808	0.0520	6.6%	0.0054	0.7%	22%	False	False	30,218

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8168
2.618	0.8086
1.618	0.8036
1.000	0.8006
0.618	0.7986
HIGH	0.7956
0.618	0.7936
0.500	0.7931
0.382	0.7925
LOW	0.7906
0.618	0.7875
1.000	0.7856
1.618	0.7825
2.618	0.7775
4.250	0.7693

Fisher Pivots for day following 17-Aug-2021
Pivot	1 day	3 day
R1	0.7931	0.7952
PP	0.7927	0.7942
S1	0.7924	0.7931

Download as Excel Spreadsheet

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

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