CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 29-Jul-2021

Day Change Summary
	Previous	Current
	28-Jul-2021	29-Jul-2021	Change	Change %	Previous Week
Open	0.7942	0.7989	0.0047	0.6%	0.7930
High	0.7989	0.8042	0.0054	0.7%	0.7981
Low	0.7934	0.7989	0.0055	0.7%	0.7808
Close	0.7980	0.8039	0.0059	0.7%	0.7951
Range	0.0055	0.0054	-0.0002	-2.7%	0.0174
ATR	0.0059	0.0060	0.0000	0.4%	0.0000
Volume	305	123	-182	-59.7%	1,170

Daily Pivots for day following 29-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8184	0.8165	0.8068
R3	0.8130	0.8111	0.8053
R2	0.8077	0.8077	0.8048
R1	0.8058	0.8058	0.8043	0.8067
PP	0.8023	0.8023	0.8023	0.8028
S1	0.8004	0.8004	0.8034	0.8014
S2	0.7970	0.7970	0.8029
S3	0.7916	0.7951	0.8024
S4	0.7863	0.7897	0.8009

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	0.8042	0.7933	0.0110	1.4%	0.0044	0.5%	97%	True	False	158
10	0.8042	0.7808	0.0235	2.9%	0.0061	0.8%	99%	True	False	211
20	0.8127	0.7808	0.0320	4.0%	0.0065	0.8%	72%	False	False	159
40	0.8311	0.7808	0.0503	6.3%	0.0058	0.7%	46%	False	False	182
60	0.8324	0.7808	0.0516	6.4%	0.0054	0.7%	45%	False	False	155
80	0.8324	0.7808	0.0516	6.4%	0.0052	0.6%	45%	False	False	127
100	0.8324	0.7808	0.0516	6.4%	0.0050	0.6%	45%	False	False	113
120	0.8324	0.7808	0.0516	6.4%	0.0049	0.6%	45%	False	False	106

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

Fibonacci Retracements and Extensions
4.250	0.8269
2.618	0.8182
1.618	0.8129
1.000	0.8096
0.618	0.8075
HIGH	0.8042
0.618	0.8022
0.500	0.8015
0.382	0.8009
LOW	0.7989
0.618	0.7955
1.000	0.7935
1.618	0.7902
2.618	0.7848
4.250	0.7761

Fisher Pivots for day following 29-Jul-2021
Pivot	1 day	3 day
R1	0.8031	0.8022
PP	0.8023	0.8005
S1	0.8015	0.7988

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

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