CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 03-Sep-2021

Day Change Summary
	Previous	Current
	02-Sep-2021	03-Sep-2021	Change	Change %	Previous Week
Open	0.7923	0.7966	0.0043	0.5%	0.7923
High	0.7970	0.8004	0.0034	0.4%	0.8004
Low	0.7913	0.7962	0.0050	0.6%	0.7903
Close	0.7965	0.7991	0.0027	0.3%	0.7991
Range	0.0057	0.0042	-0.0016	-27.2%	0.0101
ATR	0.0056	0.0055	-0.0001	-1.8%	0.0000
Volume	65,661	78,586	12,925	19.7%	358,406

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8110	0.8092	0.8014
R3	0.8069	0.8051	0.8002
R2	0.8027	0.8027	0.7999
R1	0.8009	0.8009	0.7995	0.8018
PP	0.7986	0.7986	0.7986	0.7990
S1	0.7968	0.7968	0.7987	0.7977
S2	0.7944	0.7944	0.7983
S3	0.7903	0.7926	0.7980
S4	0.7861	0.7885	0.7968

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8269	0.8231	0.8047
R3	0.8168	0.8130	0.8019
R2	0.8067	0.8067	0.8010
R1	0.8029	0.8029	0.8000	0.8048
PP	0.7966	0.7966	0.7966	0.7975
S1	0.7928	0.7928	0.7982	0.7947
S2	0.7865	0.7865	0.7972
S3	0.7764	0.7827	0.7963
S4	0.7663	0.7726	0.7935

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8004	0.7903	0.0101	1.3%	0.0045	0.6%	88%	True	False	71,681
10	0.8004	0.7787	0.0217	2.7%	0.0057	0.7%	94%	True	False	71,478
20	0.8007	0.7723	0.0284	3.6%	0.0053	0.7%	95%	False	False	70,283
40	0.8050	0.7723	0.0327	4.1%	0.0055	0.7%	82%	False	False	71,370
60	0.8278	0.7723	0.0555	6.9%	0.0058	0.7%	48%	False	False	72,811
80	0.8328	0.7723	0.0605	7.6%	0.0058	0.7%	44%	False	False	57,919
100	0.8328	0.7723	0.0605	7.6%	0.0056	0.7%	44%	False	False	46,402
120	0.8328	0.7723	0.0605	7.6%	0.0055	0.7%	44%	False	False	38,680

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8180
2.618	0.8112
1.618	0.8071
1.000	0.8045
0.618	0.8029
HIGH	0.8004
0.618	0.7988
0.500	0.7983
0.382	0.7978
LOW	0.7962
0.618	0.7936
1.000	0.7921
1.618	0.7895
2.618	0.7853
4.250	0.7786

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	0.7988	0.7980
PP	0.7986	0.7969
S1	0.7983	0.7958

Download as Excel Spreadsheet

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

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