CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 27-Aug-2021

Day Change Summary
	Previous	Current
	26-Aug-2021	27-Aug-2021	Change	Change %	Previous Week
Open	0.7944	0.7882	-0.0062	-0.8%	0.7793
High	0.7945	0.7933	-0.0013	-0.2%	0.7950
Low	0.7876	0.7869	-0.0008	-0.1%	0.7787
Close	0.7883	0.7924	0.0042	0.5%	0.7924
Range	0.0069	0.0064	-0.0005	-7.2%	0.0163
ATR	0.0059	0.0059	0.0000	0.6%	0.0000
Volume	60,070	74,195	14,125	23.5%	356,382

Daily Pivots for day following 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8100	0.8076	0.7959
R3	0.8036	0.8012	0.7942
R2	0.7972	0.7972	0.7936
R1	0.7948	0.7948	0.7930	0.7960
PP	0.7908	0.7908	0.7908	0.7914
S1	0.7884	0.7884	0.7918	0.7896
S2	0.7844	0.7844	0.7912
S3	0.7780	0.7820	0.7906
S4	0.7716	0.7756	0.7889

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8376	0.8313	0.8014
R3	0.8213	0.8150	0.7969
R2	0.8050	0.8050	0.7954
R1	0.7987	0.7987	0.7939	0.8018
PP	0.7887	0.7887	0.7887	0.7902
S1	0.7824	0.7824	0.7909	0.7855
S2	0.7724	0.7724	0.7894
S3	0.7561	0.7661	0.7879
S4	0.7398	0.7498	0.7834

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7950	0.7787	0.0163	2.1%	0.0069	0.9%	84%	False	False	71,276
10	0.7993	0.7723	0.0270	3.4%	0.0067	0.9%	75%	False	False	79,536
20	0.8030	0.7723	0.0308	3.9%	0.0053	0.7%	66%	False	False	66,731
40	0.8128	0.7723	0.0406	5.1%	0.0060	0.8%	50%	False	False	74,145
60	0.8293	0.7723	0.0571	7.2%	0.0060	0.8%	35%	False	False	70,736
80	0.8328	0.7723	0.0605	7.6%	0.0058	0.7%	33%	False	False	53,474
100	0.8328	0.7723	0.0605	7.6%	0.0056	0.7%	33%	False	False	42,821
120	0.8328	0.7723	0.0605	7.6%	0.0055	0.7%	33%	False	False	35,697

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8205
2.618	0.8100
1.618	0.8036
1.000	0.7997
0.618	0.7972
HIGH	0.7933
0.618	0.7908
0.500	0.7901
0.382	0.7893
LOW	0.7869
0.618	0.7829
1.000	0.7805
1.618	0.7765
2.618	0.7701
4.250	0.7597

Fisher Pivots for day following 27-Aug-2021
Pivot	1 day	3 day
R1	0.7916	0.7918
PP	0.7908	0.7913
S1	0.7901	0.7907

Download as Excel Spreadsheet

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

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