CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 31-Aug-2021

Day Change Summary
	Previous	Current
	30-Aug-2021	31-Aug-2021	Change	Change %	Previous Week
Open	0.7923	0.7933	0.0010	0.1%	0.7793
High	0.7953	0.7956	0.0003	0.0%	0.7950
Low	0.7915	0.7903	-0.0012	-0.2%	0.7787
Close	0.7932	0.7932	0.0000	0.0%	0.7924
Range	0.0039	0.0053	0.0015	37.7%	0.0163
ATR	0.0058	0.0057	0.0000	-0.6%	0.0000
Volume	55,581	93,932	38,351	69.0%	356,382

Daily Pivots for day following 31-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8089	0.8064	0.7961
R3	0.8036	0.8011	0.7947
R2	0.7983	0.7983	0.7942
R1	0.7958	0.7958	0.7937	0.7944
PP	0.7930	0.7930	0.7930	0.7923
S1	0.7905	0.7905	0.7927	0.7891
S2	0.7877	0.7877	0.7922
S3	0.7824	0.7852	0.7917
S4	0.7771	0.7799	0.7903

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	0.7956	0.7869	0.0087	1.1%	0.0052	0.7%	73%	True	False	69,427
10	0.7956	0.7723	0.0233	2.9%	0.0067	0.8%	90%	True	False	80,772
20	0.8016	0.7723	0.0294	3.7%	0.0053	0.7%	71%	False	False	68,227
40	0.8050	0.7723	0.0327	4.1%	0.0057	0.7%	64%	False	False	72,702
60	0.8293	0.7723	0.0571	7.2%	0.0060	0.8%	37%	False	False	72,975
80	0.8328	0.7723	0.0605	7.6%	0.0057	0.7%	35%	False	False	55,327
100	0.8328	0.7723	0.0605	7.6%	0.0056	0.7%	35%	False	False	44,315
120	0.8328	0.7723	0.0605	7.6%	0.0055	0.7%	35%	False	False	36,942

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8181
2.618	0.8094
1.618	0.8041
1.000	0.8009
0.618	0.7988
HIGH	0.7956
0.618	0.7935
0.500	0.7929
0.382	0.7923
LOW	0.7903
0.618	0.7870
1.000	0.7850
1.618	0.7817
2.618	0.7764
4.250	0.7677

Fisher Pivots for day following 31-Aug-2021
Pivot	1 day	3 day
R1	0.7931	0.7925
PP	0.7930	0.7919
S1	0.7929	0.7912

Download as Excel Spreadsheet

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

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