CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 19-Aug-2021

Day Change Summary
	Previous	Current
	18-Aug-2021	19-Aug-2021	Change	Change %	Previous Week
Open	0.7920	0.7900	-0.0020	-0.3%	0.7965
High	0.7937	0.7906	-0.0032	-0.4%	0.8007
Low	0.7896	0.7793	-0.0103	-1.3%	0.7943
Close	0.7916	0.7800	-0.0117	-1.5%	0.7989
Range	0.0042	0.0113	0.0071	171.1%	0.0064
ATR	0.0048	0.0053	0.0005	11.1%	0.0000
Volume	67,743	120,308	52,565	77.6%	251,897

Daily Pivots for day following 19-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8170	0.8097	0.7861
R3	0.8058	0.7985	0.7830
R2	0.7945	0.7945	0.7820
R1	0.7872	0.7872	0.7810	0.7853
PP	0.7833	0.7833	0.7833	0.7823
S1	0.7760	0.7760	0.7789	0.7740
S2	0.7720	0.7720	0.7779
S3	0.7608	0.7647	0.7769
S4	0.7495	0.7535	0.7738

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	0.7793	0.0206	2.6%	0.0054	0.7%	3%	False	True	73,510
10	0.8007	0.7793	0.0214	2.7%	0.0047	0.6%	3%	False	True	63,358
20	0.8050	0.7793	0.0257	3.3%	0.0046	0.6%	3%	False	True	62,622
40	0.8149	0.7793	0.0356	4.6%	0.0056	0.7%	2%	False	True	70,437
60	0.8328	0.7793	0.0535	6.9%	0.0058	0.7%	1%	False	True	63,329
80	0.8328	0.7793	0.0535	6.9%	0.0056	0.7%	1%	False	True	47,624
100	0.8328	0.7793	0.0535	6.9%	0.0055	0.7%	1%	False	True	38,125
120	0.8328	0.7793	0.0535	6.9%	0.0054	0.7%	1%	False	True	31,784

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	0.0008
Widest range in 21 trading days

Fibonacci Retracements and Extensions
4.250	0.8384
2.618	0.8200
1.618	0.8088
1.000	0.8018
0.618	0.7975
HIGH	0.7906
0.618	0.7863
0.500	0.7849
0.382	0.7836
LOW	0.7793
0.618	0.7723
1.000	0.7681
1.618	0.7611
2.618	0.7498
4.250	0.7315

Fisher Pivots for day following 19-Aug-2021
Pivot	1 day	3 day
R1	0.7849	0.7874
PP	0.7833	0.7849
S1	0.7816	0.7824

Download as Excel Spreadsheet

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

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