CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 20-Aug-2021

Day Change Summary
	Previous	Current
	19-Aug-2021	20-Aug-2021	Change	Change %	Previous Week
Open	0.7900	0.7795	-0.0105	-1.3%	0.7990
High	0.7906	0.7804	-0.0102	-1.3%	0.7993
Low	0.7793	0.7723	-0.0071	-0.9%	0.7723
Close	0.7800	0.7784	-0.0016	-0.2%	0.7784
Range	0.0113	0.0081	-0.0032	-28.0%	0.0270
ATR	0.0053	0.0055	0.0002	3.7%	0.0000
Volume	120,308	113,782	-6,526	-5.4%	438,987

Daily Pivots for day following 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8013	0.7980	0.7829
R3	0.7932	0.7899	0.7806
R2	0.7851	0.7851	0.7799
R1	0.7818	0.7818	0.7791	0.7794
PP	0.7770	0.7770	0.7770	0.7758
S1	0.7737	0.7737	0.7777	0.7713
S2	0.7689	0.7689	0.7769
S3	0.7608	0.7656	0.7762
S4	0.7527	0.7575	0.7739

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8643	0.8484	0.7933
R3	0.8373	0.8214	0.7858
R2	0.8103	0.8103	0.7834
R1	0.7944	0.7944	0.7809	0.7888
PP	0.7833	0.7833	0.7833	0.7805
S1	0.7674	0.7674	0.7759	0.7618
S2	0.7563	0.7563	0.7735
S3	0.7293	0.7404	0.7710
S4	0.7023	0.7134	0.7636

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7993	0.7723	0.0270	3.5%	0.0066	0.9%	23%	False	True	87,797
10	0.8007	0.7723	0.0284	3.6%	0.0049	0.6%	22%	False	True	69,088
20	0.8050	0.7723	0.0327	4.2%	0.0048	0.6%	19%	False	True	65,953
40	0.8149	0.7723	0.0426	5.5%	0.0057	0.7%	14%	False	True	72,042
60	0.8328	0.7723	0.0605	7.8%	0.0059	0.8%	10%	False	True	65,197
80	0.8328	0.7723	0.0605	7.8%	0.0056	0.7%	10%	False	True	49,044
100	0.8328	0.7723	0.0605	7.8%	0.0055	0.7%	10%	False	True	39,262
120	0.8328	0.7723	0.0605	7.8%	0.0054	0.7%	10%	False	True	32,731

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8148
2.618	0.8016
1.618	0.7935
1.000	0.7885
0.618	0.7854
HIGH	0.7804
0.618	0.7773
0.500	0.7763
0.382	0.7753
LOW	0.7723
0.618	0.7672
1.000	0.7642
1.618	0.7591
2.618	0.7510
4.250	0.7378

Fisher Pivots for day following 20-Aug-2021
Pivot	1 day	3 day
R1	0.7777	0.7830
PP	0.7770	0.7815
S1	0.7763	0.7799

Download as Excel Spreadsheet

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

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