CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 21-Jul-2021

Day Change Summary
	Previous	Current
	20-Jul-2021	21-Jul-2021	Change	Change %	Previous Week
Open	0.7847	0.7886	0.0039	0.5%	0.8032
High	0.7888	0.7981	0.0093	1.2%	0.8044
Low	0.7820	0.7856	0.0036	0.5%	0.7923
Close	0.7877	0.7961	0.0084	1.1%	0.7932
Range	0.0068	0.0126	0.0058	84.6%	0.0122
ATR	0.0063	0.0067	0.0004	7.1%	0.0000
Volume	209	162	-47	-22.5%	748

Daily Pivots for day following 21-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8309	0.8260	0.8030
R3	0.8183	0.8135	0.7995
R2	0.8058	0.8058	0.7984
R1	0.8009	0.8009	0.7972	0.8034
PP	0.7932	0.7932	0.7932	0.7945
S1	0.7884	0.7884	0.7949	0.7908
S2	0.7807	0.7807	0.7937
S3	0.7681	0.7758	0.7926
S4	0.7556	0.7633	0.7891

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	0.7998	0.7808	0.0190	2.4%	0.0084	1.1%	81%	False	False	270
10	0.8044	0.7808	0.0237	3.0%	0.0072	0.9%	65%	False	False	182
20	0.8159	0.7808	0.0352	4.4%	0.0065	0.8%	44%	False	False	128
40	0.8324	0.7808	0.0516	6.5%	0.0058	0.7%	30%	False	False	186
60	0.8324	0.7808	0.0516	6.5%	0.0053	0.7%	30%	False	False	143
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.6%	30%	False	False	118
100	0.8324	0.7808	0.0516	6.5%	0.0051	0.6%	30%	False	False	108
120	0.8324	0.7778	0.0546	6.9%	0.0049	0.6%	33%	False	False	99

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 123 trading days

Fibonacci Retracements and Extensions
4.250	0.8514
2.618	0.8310
1.618	0.8184
1.000	0.8107
0.618	0.8059
HIGH	0.7981
0.618	0.7933
0.500	0.7918
0.382	0.7903
LOW	0.7856
0.618	0.7778
1.000	0.7730
1.618	0.7652
2.618	0.7527
4.250	0.7322

Fisher Pivots for day following 21-Jul-2021
Pivot	1 day	3 day
R1	0.7946	0.7938
PP	0.7932	0.7916
S1	0.7918	0.7894

Download as Excel Spreadsheet

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

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