CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 02-Aug-2021

Day Change Summary
	Previous	Current
	30-Jul-2021	02-Aug-2021	Change	Change %	Previous Week
Open	0.8035	0.8011	-0.0024	-0.3%	0.7958
High	0.8048	0.8028	-0.0020	-0.2%	0.8048
Low	0.8005	0.7990	-0.0015	-0.2%	0.7934
Close	0.8012	0.7993	-0.0019	-0.2%	0.8012
Range	0.0044	0.0039	-0.0005	-11.5%	0.0115
ATR	0.0058	0.0057	-0.0001	-2.4%	0.0000
Volume	496	131	-365	-73.6%	1,174

Daily Pivots for day following 02-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8119	0.8095	0.8014
R3	0.8081	0.8056	0.8004
R2	0.8042	0.8042	0.8000
R1	0.8018	0.8018	0.7997	0.8011
PP	0.8004	0.8004	0.8004	0.8000
S1	0.7979	0.7979	0.7989	0.7972
S2	0.7965	0.7965	0.7986
S3	0.7927	0.7941	0.7982
S4	0.7888	0.7902	0.7972

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%	52%	False	False	248
10	0.8048	0.7820	0.0228	2.9%	0.0053	0.7%	76%	False	False	193
20	0.8127	0.7808	0.0320	4.0%	0.0062	0.8%	58%	False	False	180
40	0.8291	0.7808	0.0483	6.0%	0.0057	0.7%	38%	False	False	191
60	0.8324	0.7808	0.0516	6.5%	0.0054	0.7%	36%	False	False	161
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	36%	False	False	135
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	36%	False	False	115
120	0.8324	0.7808	0.0516	6.5%	0.0049	0.6%	36%	False	False	110

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8192
2.618	0.8129
1.618	0.8090
1.000	0.8067
0.618	0.8052
HIGH	0.8028
0.618	0.8013
0.500	0.8009
0.382	0.8004
LOW	0.7990
0.618	0.7966
1.000	0.7951
1.618	0.7927
2.618	0.7889
4.250	0.7826

Fisher Pivots for day following 02-Aug-2021
Pivot	1 day	3 day
R1	0.8009	0.8018
PP	0.8004	0.8010
S1	0.7998	0.8001

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

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