CME Canadian Dollar Future September 2021

Trading Metrics calculated at close of trading on 13-Sep-2021

Day Change Summary
	Previous	Current
	10-Sep-2021	13-Sep-2021	Change	Change %	Previous Week
Open	0.7895	0.7884	-0.0011	-0.1%	0.7982
High	0.7948	0.7912	-0.0036	-0.4%	0.7987
Low	0.7872	0.7878	0.0006	0.1%	0.7835
Close	0.7900	0.7895	-0.0005	-0.1%	0.7900
Range	0.0076	0.0035	-0.0041	-54.3%	0.0152
ATR	0.0061	0.0059	-0.0002	-3.1%	0.0000
Volume	113,914	35,257	-78,657	-69.0%	474,845

Daily Pivots for day following 13-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7998	0.7981	0.7913
R3	0.7964	0.7946	0.7904
R2	0.7929	0.7929	0.7901
R1	0.7912	0.7912	0.7898	0.7921
PP	0.7895	0.7895	0.7895	0.7899
S1	0.7877	0.7877	0.7891	0.7886
S2	0.7860	0.7860	0.7888
S3	0.7826	0.7843	0.7885
S4	0.7791	0.7808	0.7876

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	0.7987	0.7835	0.0152	1.9%	0.0069	0.9%	39%	False	False	102,020
10	0.8004	0.7835	0.0169	2.1%	0.0057	0.7%	35%	False	False	86,850
20	0.8004	0.7723	0.0281	3.6%	0.0062	0.8%	61%	False	False	83,193
40	0.8050	0.7723	0.0327	4.1%	0.0057	0.7%	53%	False	False	74,912
60	0.8162	0.7723	0.0440	5.6%	0.0059	0.7%	39%	False	False	74,555
80	0.8328	0.7723	0.0605	7.7%	0.0058	0.7%	28%	False	False	64,251
100	0.8328	0.7723	0.0605	7.7%	0.0056	0.7%	28%	False	False	51,492
120	0.8328	0.7723	0.0605	7.7%	0.0055	0.7%	28%	False	False	42,928

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 20 trading days

Fibonacci Retracements and Extensions
4.250	0.8059
2.618	0.8002
1.618	0.7968
1.000	0.7947
0.618	0.7933
HIGH	0.7912
0.618	0.7899
0.500	0.7895
0.382	0.7891
LOW	0.7878
0.618	0.7856
1.000	0.7843
1.618	0.7822
2.618	0.7787
4.250	0.7731

Fisher Pivots for day following 13-Sep-2021
Pivot	1 day	3 day
R1	0.7895	0.7902
PP	0.7895	0.7900
S1	0.7895	0.7897

Download as Excel Spreadsheet

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

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