CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 30-Aug-2021

Day Change Summary
	Previous	Current
	27-Aug-2021	30-Aug-2021	Change	Change %	Previous Week
Open	0.7882	0.7923	0.0041	0.5%	0.7793
High	0.7933	0.7953	0.0021	0.3%	0.7950
Low	0.7869	0.7915	0.0046	0.6%	0.7787
Close	0.7924	0.7932	0.0008	0.1%	0.7924
Range	0.0064	0.0039	-0.0026	-39.8%	0.0163
ATR	0.0059	0.0058	-0.0001	-2.5%	0.0000
Volume	74,195	55,581	-18,614	-25.1%	356,382

Daily Pivots for day following 30-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8049	0.8029	0.7953
R3	0.8010	0.7990	0.7943
R2	0.7972	0.7972	0.7939
R1	0.7952	0.7952	0.7936	0.7962
PP	0.7933	0.7933	0.7933	0.7938
S1	0.7913	0.7913	0.7928	0.7923
S2	0.7895	0.7895	0.7925
S3	0.7856	0.7875	0.7921
S4	0.7818	0.7836	0.7911

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	0.7953	0.7869	0.0085	1.1%	0.0052	0.7%	75%	True	False	64,816
10	0.7956	0.7723	0.0233	2.9%	0.0067	0.8%	90%	False	False	78,661
20	0.8016	0.7723	0.0294	3.7%	0.0053	0.7%	71%	False	False	66,956
40	0.8128	0.7723	0.0406	5.1%	0.0059	0.7%	52%	False	False	73,576
60	0.8293	0.7723	0.0571	7.2%	0.0060	0.8%	37%	False	False	71,568
80	0.8328	0.7723	0.0605	7.6%	0.0057	0.7%	35%	False	False	54,161
100	0.8328	0.7723	0.0605	7.6%	0.0056	0.7%	35%	False	False	43,376
120	0.8328	0.7723	0.0605	7.6%	0.0055	0.7%	35%	False	False	36,159

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8117
2.618	0.8054
1.618	0.8015
1.000	0.7992
0.618	0.7977
HIGH	0.7953
0.618	0.7938
0.500	0.7934
0.382	0.7929
LOW	0.7915
0.618	0.7891
1.000	0.7876
1.618	0.7852
2.618	0.7814
4.250	0.7751

Fisher Pivots for day following 30-Aug-2021
Pivot	1 day	3 day
R1	0.7934	0.7925
PP	0.7933	0.7918
S1	0.7933	0.7911

Download as Excel Spreadsheet

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

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