CME Canadian Dollar Future December 2021

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

Day Change Summary
	Previous	Current
	12-Jul-2021	13-Jul-2021	Change	Change %	Previous Week
Open	0.8032	0.8029	-0.0003	0.0%	0.8114
High	0.8034	0.8036	0.0002	0.0%	0.8127
Low	0.7991	0.7976	-0.0015	-0.2%	0.7943
Close	0.8021	0.7989	-0.0033	-0.4%	0.8029
Range	0.0043	0.0060	0.0017	40.0%	0.0185
ATR	0.0058	0.0059	0.0000	0.1%	0.0000
Volume	92	120	28	30.4%	389

Daily Pivots for day following 13-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8179	0.8143	0.8021
R3	0.8119	0.8084	0.8005
R2	0.8060	0.8060	0.7999
R1	0.8024	0.8024	0.7994	0.8012
PP	0.8000	0.8000	0.8000	0.7994
S1	0.7965	0.7965	0.7983	0.7953
S2	0.7941	0.7941	0.7978
S3	0.7881	0.7905	0.7972
S4	0.7822	0.7846	0.7956

Weekly Pivots for week ending 09-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8586	0.8492	0.8130
R3	0.8402	0.8307	0.8079
R2	0.8217	0.8217	0.8062
R1	0.8123	0.8123	0.8045	0.8078
PP	0.8033	0.8033	0.8033	0.8010
S1	0.7938	0.7938	0.8012	0.7893
S2	0.7848	0.7848	0.7995
S3	0.7664	0.7754	0.7978
S4	0.7479	0.7569	0.7927

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8049	0.7943	0.0106	1.3%	0.0060	0.8%	43%	False	False	82
10	0.8127	0.7943	0.0185	2.3%	0.0065	0.8%	25%	False	False	95
20	0.8241	0.7943	0.0299	3.7%	0.0062	0.8%	15%	False	False	83
40	0.8324	0.7943	0.0381	4.8%	0.0053	0.7%	12%	False	False	155
60	0.8324	0.7906	0.0418	5.2%	0.0051	0.6%	20%	False	False	125
80	0.8324	0.7906	0.0418	5.2%	0.0049	0.6%	20%	False	False	102
100	0.8324	0.7850	0.0474	5.9%	0.0049	0.6%	29%	False	False	99

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8288
2.618	0.8191
1.618	0.8132
1.000	0.8095
0.618	0.8072
HIGH	0.8036
0.618	0.8013
0.500	0.8006
0.382	0.7999
LOW	0.7976
0.618	0.7939
1.000	0.7917
1.618	0.7880
2.618	0.7820
4.250	0.7723

Fisher Pivots for day following 13-Jul-2021
Pivot	1 day	3 day
R1	0.8006	0.8000
PP	0.8000	0.7996
S1	0.7994	0.7992

Download as Excel Spreadsheet

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

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