CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	0.7928	0.7923	-0.0005	-0.1%	0.7793
High	0.7949	0.7970	0.0021	0.3%	0.7950
Low	0.7913	0.7913	-0.0001	0.0%	0.7787
Close	0.7927	0.7965	0.0038	0.5%	0.7924
Range	0.0036	0.0057	0.0022	60.6%	0.0163
ATR	0.0056	0.0056	0.0000	0.2%	0.0000
Volume	64,646	65,661	1,015	1.6%	356,382

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.8099	0.7996
R3	0.8063	0.8042	0.7980
R2	0.8006	0.8006	0.7975
R1	0.7985	0.7985	0.7970	0.7996
PP	0.7949	0.7949	0.7949	0.7954
S1	0.7928	0.7928	0.7959	0.7939
S2	0.7892	0.7892	0.7954
S3	0.7835	0.7871	0.7949
S4	0.7778	0.7814	0.7933

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	0.7970	0.7869	0.0101	1.3%	0.0050	0.6%	95%	True	False	70,803
10	0.7970	0.7723	0.0247	3.1%	0.0061	0.8%	98%	True	False	74,998
20	0.8007	0.7723	0.0284	3.6%	0.0054	0.7%	85%	False	False	69,178
40	0.8050	0.7723	0.0327	4.1%	0.0056	0.7%	74%	False	False	71,292
60	0.8285	0.7723	0.0563	7.1%	0.0061	0.8%	43%	False	False	72,935
80	0.8328	0.7723	0.0605	7.6%	0.0058	0.7%	40%	False	False	56,941
100	0.8328	0.7723	0.0605	7.6%	0.0056	0.7%	40%	False	False	45,617
120	0.8328	0.7723	0.0605	7.6%	0.0055	0.7%	40%	False	False	38,026

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8212
2.618	0.8119
1.618	0.8062
1.000	0.8027
0.618	0.8005
HIGH	0.7970
0.618	0.7948
0.500	0.7941
0.382	0.7934
LOW	0.7913
0.618	0.7877
1.000	0.7856
1.618	0.7820
2.618	0.7763
4.250	0.7670

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	0.7957	0.7955
PP	0.7949	0.7946
S1	0.7941	0.7936

Download as Excel Spreadsheet

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

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