CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 10-Sep-2021

Day Change Summary
	Previous	Current
	09-Sep-2021	10-Sep-2021	Change	Change %	Previous Week
Open	0.7880	0.7895	0.0015	0.2%	0.7982
High	0.7922	0.7948	0.0026	0.3%	0.7987
Low	0.7857	0.7872	0.0015	0.2%	0.7835
Close	0.7906	0.7900	-0.0006	-0.1%	0.7900
Range	0.0065	0.0076	0.0011	16.2%	0.0152
ATR	0.0060	0.0061	0.0001	1.9%	0.0000
Volume	113,914	113,914	0	0.0%	474,845

Daily Pivots for day following 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8133	0.8092	0.7941
R3	0.8057	0.8016	0.7920
R2	0.7982	0.7982	0.7913
R1	0.7941	0.7941	0.7906	0.7961
PP	0.7906	0.7906	0.7906	0.7917
S1	0.7865	0.7865	0.7893	0.7886
S2	0.7831	0.7831	0.7886
S3	0.7755	0.7790	0.7879
S4	0.7680	0.7714	0.7858

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8363	0.8283	0.7983
R3	0.8211	0.8131	0.7941
R2	0.8059	0.8059	0.7927
R1	0.7979	0.7979	0.7913	0.7943
PP	0.7907	0.7907	0.7907	0.7889
S1	0.7827	0.7827	0.7886	0.7791
S2	0.7755	0.7755	0.7872
S3	0.7603	0.7675	0.7858
S4	0.7451	0.7523	0.7816

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%	0.0071	0.9%	38%	False	False	110,686
10	0.8004	0.7835	0.0169	2.1%	0.0060	0.8%	38%	False	False	90,744
20	0.8004	0.7723	0.0281	3.6%	0.0062	0.8%	63%	False	False	83,548
40	0.8050	0.7723	0.0327	4.1%	0.0057	0.7%	54%	False	False	75,866
60	0.8162	0.7723	0.0440	5.6%	0.0060	0.8%	40%	False	False	75,561
80	0.8328	0.7723	0.0605	7.7%	0.0059	0.7%	29%	False	False	63,813
100	0.8328	0.7723	0.0605	7.7%	0.0057	0.7%	29%	False	False	51,142
120	0.8328	0.7723	0.0605	7.7%	0.0055	0.7%	29%	False	False	42,635

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8268
2.618	0.8145
1.618	0.8070
1.000	0.8023
0.618	0.7994
HIGH	0.7948
0.618	0.7919
0.500	0.7910
0.382	0.7901
LOW	0.7872
0.618	0.7825
1.000	0.7797
1.618	0.7750
2.618	0.7674
4.250	0.7551

Fisher Pivots for day following 10-Sep-2021
Pivot	1 day	3 day
R1	0.7910	0.7897
PP	0.7906	0.7894
S1	0.7903	0.7891

Download as Excel Spreadsheet

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

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