CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 23-Jul-2021

Day Change Summary
	Previous	Current
	22-Jul-2021	23-Jul-2021	Change	Change %	Previous Week
Open	0.7961	0.7954	-0.0007	-0.1%	0.7930
High	0.7979	0.7964	-0.0016	-0.2%	0.7981
Low	0.7941	0.7933	-0.0008	-0.1%	0.7808
Close	0.7963	0.7951	-0.0013	-0.2%	0.7951
Range	0.0039	0.0031	-0.0008	-19.5%	0.0174
ATR	0.0065	0.0063	-0.0002	-3.8%	0.0000
Volume	148	113	-35	-23.6%	1,170

Daily Pivots for day following 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8042	0.8027	0.7968
R3	0.8011	0.7996	0.7959
R2	0.7980	0.7980	0.7956
R1	0.7965	0.7965	0.7953	0.7957
PP	0.7949	0.7949	0.7949	0.7945
S1	0.7934	0.7934	0.7948	0.7926
S2	0.7918	0.7918	0.7945
S3	0.7887	0.7903	0.7942
S4	0.7856	0.7872	0.7933

Weekly Pivots for week ending 23-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8434	0.8366	0.8046
R3	0.8260	0.8192	0.7998
R2	0.8087	0.8087	0.7982
R1	0.8019	0.8019	0.7966	0.8053
PP	0.7913	0.7913	0.7913	0.7930
S1	0.7845	0.7845	0.7935	0.7879
S2	0.7740	0.7740	0.7919
S3	0.7566	0.7672	0.7903
S4	0.7393	0.7498	0.7855

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%	0.0077	1.0%	82%	False	False	234
10	0.8044	0.7808	0.0237	3.0%	0.0065	0.8%	60%	False	False	191
20	0.8147	0.7808	0.0339	4.3%	0.0064	0.8%	42%	False	False	136
40	0.8324	0.7808	0.0516	6.5%	0.0058	0.7%	28%	False	False	190
60	0.8324	0.7808	0.0516	6.5%	0.0053	0.7%	28%	False	False	147
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	28%	False	False	121
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	28%	False	False	109
120	0.8324	0.7778	0.0546	6.9%	0.0049	0.6%	32%	False	False	101

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.8095
2.618	0.8045
1.618	0.8014
1.000	0.7995
0.618	0.7983
HIGH	0.7964
0.618	0.7952
0.500	0.7948
0.382	0.7944
LOW	0.7933
0.618	0.7913
1.000	0.7902
1.618	0.7882
2.618	0.7851
4.250	0.7801

Fisher Pivots for day following 23-Jul-2021
Pivot	1 day	3 day
R1	0.7950	0.7940
PP	0.7949	0.7929
S1	0.7948	0.7918

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

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