CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 22-Jul-2021

Day Change Summary
	Previous	Current
	21-Jul-2021	22-Jul-2021	Change	Change %	Previous Week
Open	0.7886	0.7961	0.0075	1.0%	0.8032
High	0.7981	0.7979	-0.0002	0.0%	0.8044
Low	0.7856	0.7941	0.0085	1.1%	0.7923
Close	0.7961	0.7963	0.0003	0.0%	0.7932
Range	0.0126	0.0039	-0.0087	-69.3%	0.0122
ATR	0.0067	0.0065	-0.0002	-3.1%	0.0000
Volume	162	148	-14	-8.6%	748

Daily Pivots for day following 22-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8076	0.8058	0.7984
R3	0.8038	0.8020	0.7974
R2	0.7999	0.7999	0.7970
R1	0.7981	0.7981	0.7967	0.7990
PP	0.7961	0.7961	0.7961	0.7965
S1	0.7943	0.7943	0.7959	0.7952
S2	0.7922	0.7922	0.7956
S3	0.7884	0.7904	0.7952
S4	0.7845	0.7866	0.7942

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	0.7981	0.7808	0.0174	2.2%	0.0078	1.0%	90%	False	False	263
10	0.8044	0.7808	0.0237	3.0%	0.0069	0.9%	66%	False	False	184
20	0.8147	0.7808	0.0339	4.3%	0.0064	0.8%	46%	False	False	131
40	0.8324	0.7808	0.0516	6.5%	0.0058	0.7%	30%	False	False	188
60	0.8324	0.7808	0.0516	6.5%	0.0054	0.7%	30%	False	False	145
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	30%	False	False	120
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	30%	False	False	110
120	0.8324	0.7778	0.0546	6.9%	0.0049	0.6%	34%	False	False	100

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8143
2.618	0.8080
1.618	0.8041
1.000	0.8018
0.618	0.8003
HIGH	0.7979
0.618	0.7964
0.500	0.7960
0.382	0.7955
LOW	0.7941
0.618	0.7917
1.000	0.7902
1.618	0.7878
2.618	0.7840
4.250	0.7777

Fisher Pivots for day following 22-Jul-2021
Pivot	1 day	3 day
R1	0.7962	0.7942
PP	0.7961	0.7921
S1	0.7960	0.7901

Download as Excel Spreadsheet

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

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