CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 20-Jul-2021

Day Change Summary
	Previous	Current
	19-Jul-2021	20-Jul-2021	Change	Change %	Previous Week
Open	0.7930	0.7847	-0.0083	-1.0%	0.8032
High	0.7930	0.7888	-0.0042	-0.5%	0.8044
Low	0.7808	0.7820	0.0013	0.2%	0.7923
Close	0.7837	0.7877	0.0040	0.5%	0.7932
Range	0.0122	0.0068	-0.0054	-44.3%	0.0122
ATR	0.0063	0.0063	0.0000	0.6%	0.0000
Volume	538	209	-329	-61.2%	748

Daily Pivots for day following 20-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8066	0.8039	0.7914
R3	0.7998	0.7971	0.7895
R2	0.7930	0.7930	0.7889
R1	0.7903	0.7903	0.7883	0.7916
PP	0.7862	0.7862	0.7862	0.7868
S1	0.7835	0.7835	0.7870	0.7848
S2	0.7794	0.7794	0.7864
S3	0.7726	0.7767	0.7858
S4	0.7658	0.7699	0.7839

Weekly Pivots for week ending 16-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8331	0.8253	0.7998
R3	0.8209	0.8131	0.7965
R2	0.8088	0.8088	0.7954
R1	0.8010	0.8010	0.7943	0.7988
PP	0.7966	0.7966	0.7966	0.7955
S1	0.7888	0.7888	0.7920	0.7866
S2	0.7845	0.7845	0.7909
S3	0.7723	0.7767	0.7898
S4	0.7602	0.7645	0.7865

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8044	0.7808	0.0237	3.0%	0.0072	0.9%	29%	False	False	256
10	0.8049	0.7808	0.0241	3.1%	0.0066	0.8%	29%	False	False	169
20	0.8159	0.7808	0.0352	4.5%	0.0062	0.8%	20%	False	False	122
40	0.8324	0.7808	0.0516	6.6%	0.0056	0.7%	13%	False	False	182
60	0.8324	0.7808	0.0516	6.6%	0.0052	0.7%	13%	False	False	141
80	0.8324	0.7808	0.0516	6.6%	0.0050	0.6%	13%	False	False	116
100	0.8324	0.7808	0.0516	6.6%	0.0050	0.6%	13%	False	False	108
120	0.8324	0.7776	0.0548	7.0%	0.0048	0.6%	18%	False	False	98

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

Fibonacci Retracements and Extensions
4.250	0.8177
2.618	0.8066
1.618	0.7998
1.000	0.7956
0.618	0.7930
HIGH	0.7888
0.618	0.7862
0.500	0.7854
0.382	0.7846
LOW	0.7820
0.618	0.7778
1.000	0.7752
1.618	0.7710
2.618	0.7642
4.250	0.7531

Fisher Pivots for day following 20-Jul-2021
Pivot	1 day	3 day
R1	0.7869	0.7884
PP	0.7862	0.7881
S1	0.7854	0.7879

Download as Excel Spreadsheet

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

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