CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 08-Sep-2021

Day Change Summary
	Previous	Current
	07-Sep-2021	08-Sep-2021	Change	Change %	Previous Week
Open	0.7982	0.7909	-0.0073	-0.9%	0.7923
High	0.7987	0.7920	-0.0068	-0.8%	0.8004
Low	0.7901	0.7835	-0.0066	-0.8%	0.7903
Close	0.7910	0.7890	-0.0020	-0.2%	0.7991
Range	0.0086	0.0085	-0.0002	-1.7%	0.0101
ATR	0.0057	0.0059	0.0002	3.4%	0.0000
Volume	109,488	137,529	28,041	25.6%	358,406

Daily Pivots for day following 08-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8135	0.8097	0.7936
R3	0.8051	0.8013	0.7913
R2	0.7966	0.7966	0.7905
R1	0.7928	0.7928	0.7898	0.7905
PP	0.7882	0.7882	0.7882	0.7870
S1	0.7844	0.7844	0.7882	0.7820
S2	0.7797	0.7797	0.7875
S3	0.7713	0.7759	0.7867
S4	0.7628	0.7675	0.7844

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	0.7835	0.0169	2.1%	0.0061	0.8%	33%	False	True	91,182
10	0.8004	0.7835	0.0169	2.1%	0.0057	0.7%	33%	False	True	80,304
20	0.8007	0.7723	0.0284	3.6%	0.0057	0.7%	59%	False	False	77,193
40	0.8050	0.7723	0.0327	4.1%	0.0057	0.7%	51%	False	False	74,588
60	0.8245	0.7723	0.0522	6.6%	0.0060	0.8%	32%	False	False	74,260
80	0.8328	0.7723	0.0605	7.7%	0.0058	0.7%	28%	False	False	60,973
100	0.8328	0.7723	0.0605	7.7%	0.0057	0.7%	28%	False	False	48,871
120	0.8328	0.7723	0.0605	7.7%	0.0055	0.7%	28%	False	False	40,737

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8279
2.618	0.8141
1.618	0.8056
1.000	0.8004
0.618	0.7972
HIGH	0.7920
0.618	0.7887
0.500	0.7877
0.382	0.7867
LOW	0.7835
0.618	0.7783
1.000	0.7751
1.618	0.7698
2.618	0.7614
4.250	0.7476

Fisher Pivots for day following 08-Sep-2021
Pivot	1 day	3 day
R1	0.7886	0.7919
PP	0.7882	0.7910
S1	0.7877	0.7900

Download as Excel Spreadsheet

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

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