CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 18-Aug-2021

Day Change Summary
	Previous	Current
	17-Aug-2021	18-Aug-2021	Change	Change %	Previous Week
Open	0.7953	0.7920	-0.0034	-0.4%	0.7965
High	0.7956	0.7937	-0.0019	-0.2%	0.8007
Low	0.7906	0.7896	-0.0010	-0.1%	0.7943
Close	0.7921	0.7916	-0.0005	-0.1%	0.7989
Range	0.0050	0.0042	-0.0009	-17.0%	0.0064
ATR	0.0049	0.0048	-0.0001	-1.0%	0.0000
Volume	72,817	67,743	-5,074	-7.0%	251,897

Daily Pivots for day following 18-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8041	0.8020	0.7939
R3	0.7999	0.7978	0.7927
R2	0.7958	0.7958	0.7924
R1	0.7937	0.7937	0.7920	0.7927
PP	0.7916	0.7916	0.7916	0.7911
S1	0.7895	0.7895	0.7912	0.7885
S2	0.7875	0.7875	0.7908
S3	0.7833	0.7854	0.7905
S4	0.7792	0.7812	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	0.7999	0.7896	0.0104	1.3%	0.0036	0.5%	20%	False	True	59,324
10	0.8016	0.7896	0.0121	1.5%	0.0040	0.5%	17%	False	True	56,420
20	0.8050	0.7896	0.0154	1.9%	0.0042	0.5%	13%	False	True	60,156
40	0.8162	0.7808	0.0355	4.5%	0.0055	0.7%	31%	False	False	69,233
60	0.8328	0.7808	0.0520	6.6%	0.0057	0.7%	21%	False	False	61,332
80	0.8328	0.7808	0.0520	6.6%	0.0055	0.7%	21%	False	False	46,121
100	0.8328	0.7808	0.0520	6.6%	0.0054	0.7%	21%	False	False	36,922
120	0.8328	0.7808	0.0520	6.6%	0.0053	0.7%	21%	False	False	30,781

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8113
2.618	0.8046
1.618	0.8004
1.000	0.7979
0.618	0.7963
HIGH	0.7937
0.618	0.7921
0.500	0.7916
0.382	0.7911
LOW	0.7896
0.618	0.7870
1.000	0.7854
1.618	0.7828
2.618	0.7787
4.250	0.7719

Fisher Pivots for day following 18-Aug-2021
Pivot	1 day	3 day
R1	0.7916	0.7944
PP	0.7916	0.7935
S1	0.7916	0.7925

Download as Excel Spreadsheet

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

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