CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 09-Sep-2021

Day Change Summary
	Previous	Current
	08-Sep-2021	09-Sep-2021	Change	Change %	Previous Week
Open	0.7909	0.7880	-0.0029	-0.4%	0.7923
High	0.7920	0.7922	0.0003	0.0%	0.8004
Low	0.7835	0.7857	0.0022	0.3%	0.7903
Close	0.7890	0.7906	0.0016	0.2%	0.7991
Range	0.0085	0.0065	-0.0020	-23.1%	0.0101
ATR	0.0059	0.0060	0.0000	0.7%	0.0000
Volume	137,529	113,914	-23,615	-17.2%	358,406

Daily Pivots for day following 09-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8090	0.8063	0.7941
R3	0.8025	0.7998	0.7923
R2	0.7960	0.7960	0.7917
R1	0.7933	0.7933	0.7911	0.7946
PP	0.7895	0.7895	0.7895	0.7902
S1	0.7868	0.7868	0.7900	0.7881
S2	0.7830	0.7830	0.7894
S3	0.7765	0.7803	0.7888
S4	0.7700	0.7738	0.7870

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%	0.0067	0.8%	42%	False	False	101,035
10	0.8004	0.7835	0.0169	2.1%	0.0059	0.8%	42%	False	False	85,360
20	0.8004	0.7723	0.0281	3.6%	0.0059	0.7%	65%	False	False	80,321
40	0.8050	0.7723	0.0327	4.1%	0.0057	0.7%	56%	False	False	75,455
60	0.8226	0.7723	0.0503	6.4%	0.0060	0.8%	36%	False	False	75,130
80	0.8328	0.7723	0.0605	7.7%	0.0058	0.7%	30%	False	False	62,394
100	0.8328	0.7723	0.0605	7.7%	0.0057	0.7%	30%	False	False	50,007
120	0.8328	0.7723	0.0605	7.7%	0.0055	0.7%	30%	False	False	41,686

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8198
2.618	0.8092
1.618	0.8027
1.000	0.7987
0.618	0.7962
HIGH	0.7922
0.618	0.7897
0.500	0.7890
0.382	0.7882
LOW	0.7857
0.618	0.7817
1.000	0.7792
1.618	0.7752
2.618	0.7687
4.250	0.7581

Fisher Pivots for day following 09-Sep-2021
Pivot	1 day	3 day
R1	0.7900	0.7911
PP	0.7895	0.7909
S1	0.7890	0.7907

Download as Excel Spreadsheet

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

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