CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 26-Aug-2021

Day Change Summary
	Previous	Current
	25-Aug-2021	26-Aug-2021	Change	Change %	Previous Week
Open	0.7940	0.7944	0.0004	0.0%	0.7990
High	0.7945	0.7945	0.0000	0.0%	0.7993
Low	0.7909	0.7876	-0.0033	-0.4%	0.7723
Close	0.7937	0.7883	-0.0054	-0.7%	0.7784
Range	0.0037	0.0069	0.0033	89.0%	0.0270
ATR	0.0058	0.0059	0.0001	1.4%	0.0000
Volume	63,359	60,070	-3,289	-5.2%	438,987

Daily Pivots for day following 26-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8108	0.8064	0.7920
R3	0.8039	0.7995	0.7901
R2	0.7970	0.7970	0.7895
R1	0.7926	0.7926	0.7889	0.7914
PP	0.7901	0.7901	0.7901	0.7895
S1	0.7857	0.7857	0.7876	0.7845
S2	0.7832	0.7832	0.7870
S3	0.7763	0.7788	0.7864
S4	0.7694	0.7719	0.7845

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%	0.0072	0.9%	70%	False	False	79,193
10	0.7999	0.7723	0.0277	3.5%	0.0063	0.8%	58%	False	False	76,352
20	0.8050	0.7723	0.0327	4.1%	0.0052	0.7%	49%	False	False	67,007
40	0.8128	0.7723	0.0406	5.1%	0.0060	0.8%	39%	False	False	73,539
60	0.8313	0.7723	0.0590	7.5%	0.0060	0.8%	27%	False	False	69,653
80	0.8328	0.7723	0.0605	7.7%	0.0058	0.7%	26%	False	False	52,549
100	0.8328	0.7723	0.0605	7.7%	0.0056	0.7%	26%	False	False	42,080
120	0.8328	0.7723	0.0605	7.7%	0.0055	0.7%	26%	False	False	35,080

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0006
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8238
2.618	0.8126
1.618	0.8057
1.000	0.8014
0.618	0.7988
HIGH	0.7945
0.618	0.7919
0.500	0.7911
0.382	0.7902
LOW	0.7876
0.618	0.7833
1.000	0.7807
1.618	0.7764
2.618	0.7695
4.250	0.7583

Fisher Pivots for day following 26-Aug-2021
Pivot	1 day	3 day
R1	0.7911	0.7913
PP	0.7901	0.7903
S1	0.7892	0.7893

Download as Excel Spreadsheet

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

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