CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 25-Aug-2021

Day Change Summary
	Previous	Current
	24-Aug-2021	25-Aug-2021	Change	Change %	Previous Week
Open	0.7905	0.7940	0.0035	0.4%	0.7990
High	0.7950	0.7945	-0.0005	-0.1%	0.7993
Low	0.7900	0.7909	0.0009	0.1%	0.7723
Close	0.7940	0.7937	-0.0003	0.0%	0.7784
Range	0.0050	0.0037	-0.0014	-27.0%	0.0270
ATR	0.0060	0.0058	-0.0002	-2.8%	0.0000
Volume	70,875	63,359	-7,516	-10.6%	438,987

Daily Pivots for day following 25-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.8025	0.7957
R3	0.8003	0.7988	0.7947
R2	0.7967	0.7967	0.7943
R1	0.7952	0.7952	0.7940	0.7941
PP	0.7930	0.7930	0.7930	0.7925
S1	0.7915	0.7915	0.7933	0.7904
S2	0.7894	0.7894	0.7930
S3	0.7857	0.7879	0.7926
S4	0.7821	0.7842	0.7916

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	0.7950	0.7723	0.0227	2.9%	0.0081	1.0%	94%	False	False	91,241
10	0.7999	0.7723	0.0277	3.5%	0.0058	0.7%	77%	False	False	75,283
20	0.8050	0.7723	0.0327	4.1%	0.0052	0.7%	65%	False	False	67,470
40	0.8128	0.7723	0.0406	5.1%	0.0059	0.7%	53%	False	False	73,840
60	0.8313	0.7723	0.0590	7.4%	0.0060	0.8%	36%	False	False	68,695
80	0.8328	0.7723	0.0605	7.6%	0.0058	0.7%	35%	False	False	51,810
100	0.8328	0.7723	0.0605	7.6%	0.0056	0.7%	35%	False	False	41,480
120	0.8328	0.7723	0.0605	7.6%	0.0055	0.7%	35%	False	False	34,579

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8100
2.618	0.8041
1.618	0.8004
1.000	0.7982
0.618	0.7968
HIGH	0.7945
0.618	0.7931
0.500	0.7927
0.382	0.7922
LOW	0.7909
0.618	0.7886
1.000	0.7872
1.618	0.7849
2.618	0.7813
4.250	0.7753

Fisher Pivots for day following 25-Aug-2021
Pivot	1 day	3 day
R1	0.7933	0.7914
PP	0.7930	0.7891
S1	0.7927	0.7868

Download as Excel Spreadsheet

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

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