CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 07-Sep-2021

Day Change Summary
	Previous	Current
	03-Sep-2021	07-Sep-2021	Change	Change %	Previous Week
Open	0.7966	0.7982	0.0016	0.2%	0.7923
High	0.8004	0.7987	-0.0017	-0.2%	0.8004
Low	0.7962	0.7901	-0.0061	-0.8%	0.7903
Close	0.7991	0.7910	-0.0082	-1.0%	0.7991
Range	0.0042	0.0086	0.0045	107.2%	0.0101
ATR	0.0055	0.0057	0.0003	4.6%	0.0000
Volume	78,586	109,488	30,902	39.3%	358,406

Daily Pivots for day following 07-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8191	0.8136	0.7957
R3	0.8105	0.8050	0.7933
R2	0.8019	0.8019	0.7925
R1	0.7964	0.7964	0.7917	0.7948
PP	0.7933	0.7933	0.7933	0.7925
S1	0.7878	0.7878	0.7902	0.7862
S2	0.7847	0.7847	0.7894
S3	0.7761	0.7792	0.7886
S4	0.7675	0.7706	0.7862

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	0.7901	0.0103	1.3%	0.0055	0.7%	8%	False	True	82,462
10	0.8004	0.7869	0.0135	1.7%	0.0053	0.7%	30%	False	False	73,639
20	0.8007	0.7723	0.0284	3.6%	0.0055	0.7%	66%	False	False	72,931
40	0.8050	0.7723	0.0327	4.1%	0.0056	0.7%	57%	False	False	72,850
60	0.8246	0.7723	0.0523	6.6%	0.0059	0.7%	36%	False	False	72,904
80	0.8328	0.7723	0.0605	7.6%	0.0058	0.7%	31%	False	False	59,265
100	0.8328	0.7723	0.0605	7.6%	0.0057	0.7%	31%	False	False	47,497
120	0.8328	0.7723	0.0605	7.6%	0.0055	0.7%	31%	False	False	39,592

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8353
2.618	0.8212
1.618	0.8126
1.000	0.8073
0.618	0.8040
HIGH	0.7987
0.618	0.7954
0.500	0.7944
0.382	0.7934
LOW	0.7901
0.618	0.7848
1.000	0.7815
1.618	0.7762
2.618	0.7676
4.250	0.7536

Fisher Pivots for day following 07-Sep-2021
Pivot	1 day	3 day
R1	0.7944	0.7952
PP	0.7933	0.7938
S1	0.7921	0.7924

Download as Excel Spreadsheet

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

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