CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 26-Jul-2021

Day Change Summary
	Previous	Current
	23-Jul-2021	26-Jul-2021	Change	Change %	Previous Week
Open	0.7954	0.7958	0.0004	0.1%	0.7930
High	0.7964	0.7981	0.0017	0.2%	0.7981
Low	0.7933	0.7942	0.0010	0.1%	0.7808
Close	0.7951	0.7969	0.0018	0.2%	0.7951
Range	0.0031	0.0039	0.0008	24.2%	0.0174
ATR	0.0063	0.0061	-0.0002	-2.8%	0.0000
Volume	113	62	-51	-45.1%	1,170

Daily Pivots for day following 26-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8079	0.8062	0.7990
R3	0.8041	0.8024	0.7979
R2	0.8002	0.8002	0.7976
R1	0.7985	0.7985	0.7972	0.7994
PP	0.7964	0.7964	0.7964	0.7968
S1	0.7947	0.7947	0.7965	0.7955
S2	0.7925	0.7925	0.7961
S3	0.7887	0.7908	0.7958
S4	0.7848	0.7870	0.7947

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	0.7820	0.0161	2.0%	0.0060	0.8%	92%	False	False	138
10	0.8044	0.7808	0.0237	3.0%	0.0065	0.8%	68%	False	False	188
20	0.8137	0.7808	0.0330	4.1%	0.0064	0.8%	49%	False	False	138
40	0.8324	0.7808	0.0516	6.5%	0.0057	0.7%	31%	False	False	190
60	0.8324	0.7808	0.0516	6.5%	0.0054	0.7%	31%	False	False	147
80	0.8324	0.7808	0.0516	6.5%	0.0051	0.6%	31%	False	False	121
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	31%	False	False	109
120	0.8324	0.7791	0.0533	6.7%	0.0048	0.6%	33%	False	False	101

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8144
2.618	0.8081
1.618	0.8043
1.000	0.8019
0.618	0.8004
HIGH	0.7981
0.618	0.7966
0.500	0.7961
0.382	0.7957
LOW	0.7942
0.618	0.7918
1.000	0.7904
1.618	0.7880
2.618	0.7841
4.250	0.7778

Fisher Pivots for day following 26-Jul-2021
Pivot	1 day	3 day
R1	0.7966	0.7965
PP	0.7964	0.7961
S1	0.7961	0.7957

Download as Excel Spreadsheet

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

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