CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 30-Jul-2021

Day Change Summary
	Previous	Current
	29-Jul-2021	30-Jul-2021	Change	Change %	Previous Week
Open	0.7989	0.8035	0.0047	0.6%	0.7958
High	0.8042	0.8048	0.0006	0.1%	0.8048
Low	0.7989	0.8005	0.0016	0.2%	0.7934
Close	0.8039	0.8012	-0.0027	-0.3%	0.8012
Range	0.0054	0.0044	-0.0010	-18.7%	0.0115
ATR	0.0060	0.0058	-0.0001	-1.9%	0.0000
Volume	123	496	373	303.3%	1,174

Daily Pivots for day following 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8152	0.8126	0.8036
R3	0.8109	0.8082	0.8024
R2	0.8065	0.8065	0.8020
R1	0.8039	0.8039	0.8016	0.8030
PP	0.8022	0.8022	0.8022	0.8017
S1	0.7995	0.7995	0.8008	0.7987
S2	0.7978	0.7978	0.8004
S3	0.7935	0.7952	0.8000
S4	0.7891	0.7908	0.7988

Weekly Pivots for week ending 30-Jul-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8341	0.8291	0.8075
R3	0.8227	0.8177	0.8043
R2	0.8112	0.8112	0.8033
R1	0.8062	0.8062	0.8022	0.8087
PP	0.7998	0.7998	0.7998	0.8010
S1	0.7948	0.7948	0.8002	0.7973
S2	0.7883	0.7883	0.7991
S3	0.7769	0.7833	0.7981
S4	0.7654	0.7719	0.7949

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8048	0.7934	0.0115	1.4%	0.0046	0.6%	69%	True	False	234
10	0.8048	0.7808	0.0241	3.0%	0.0062	0.8%	85%	True	False	234
20	0.8127	0.7808	0.0320	4.0%	0.0065	0.8%	64%	False	False	181
40	0.8291	0.7808	0.0483	6.0%	0.0057	0.7%	42%	False	False	192
60	0.8324	0.7808	0.0516	6.4%	0.0055	0.7%	40%	False	False	160
80	0.8324	0.7808	0.0516	6.4%	0.0052	0.6%	40%	False	False	133
100	0.8324	0.7808	0.0516	6.4%	0.0050	0.6%	40%	False	False	117
120	0.8324	0.7808	0.0516	6.4%	0.0049	0.6%	40%	False	False	109

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8233
2.618	0.8162
1.618	0.8118
1.000	0.8092
0.618	0.8075
HIGH	0.8048
0.618	0.8031
0.500	0.8026
0.382	0.8021
LOW	0.8005
0.618	0.7978
1.000	0.7961
1.618	0.7934
2.618	0.7891
4.250	0.7820

Fisher Pivots for day following 30-Jul-2021
Pivot	1 day	3 day
R1	0.8026	0.8005
PP	0.8022	0.7998
S1	0.8017	0.7991

Download as Excel Spreadsheet

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

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