CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 28-Jul-2021

Day Change Summary
	Previous	Current
	27-Jul-2021	28-Jul-2021	Change	Change %	Previous Week
Open	0.7969	0.7942	-0.0027	-0.3%	0.7930
High	0.7975	0.7989	0.0014	0.2%	0.7981
Low	0.7934	0.7934	0.0000	0.0%	0.7808
Close	0.7941	0.7980	0.0039	0.5%	0.7951
Range	0.0041	0.0055	0.0014	34.1%	0.0174
ATR	0.0060	0.0059	0.0000	-0.6%	0.0000
Volume	188	305	117	62.2%	1,170

Daily Pivots for day following 28-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8132	0.8111	0.8010
R3	0.8077	0.8056	0.7995
R2	0.8022	0.8022	0.7990
R1	0.8001	0.8001	0.7985	0.8012
PP	0.7967	0.7967	0.7967	0.7973
S1	0.7946	0.7946	0.7974	0.7957
S2	0.7912	0.7912	0.7969
S3	0.7857	0.7891	0.7964
S4	0.7802	0.7836	0.7949

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	0.7989	0.7933	0.0056	0.7%	0.0041	0.5%	84%	True	False	163
10	0.7998	0.7808	0.0190	2.4%	0.0063	0.8%	91%	False	False	216
20	0.8127	0.7808	0.0320	4.0%	0.0065	0.8%	54%	False	False	158
40	0.8311	0.7808	0.0503	6.3%	0.0057	0.7%	34%	False	False	184
60	0.8324	0.7808	0.0516	6.5%	0.0054	0.7%	33%	False	False	155
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.6%	33%	False	False	126
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	33%	False	False	113
120	0.8324	0.7808	0.0516	6.5%	0.0049	0.6%	33%	False	False	105

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8222
2.618	0.8132
1.618	0.8077
1.000	0.8044
0.618	0.8022
HIGH	0.7989
0.618	0.7967
0.500	0.7961
0.382	0.7955
LOW	0.7934
0.618	0.7900
1.000	0.7879
1.618	0.7845
2.618	0.7790
4.250	0.7700

Fisher Pivots for day following 28-Jul-2021
Pivot	1 day	3 day
R1	0.7973	0.7973
PP	0.7967	0.7967
S1	0.7961	0.7961

Download as Excel Spreadsheet

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

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