CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 04-Aug-2021

Day Change Summary
	Previous	Current
	03-Aug-2021	04-Aug-2021	Change	Change %	Previous Week
Open	0.7999	0.7975	-0.0024	-0.3%	0.7958
High	0.8005	0.7988	-0.0017	-0.2%	0.8048
Low	0.7951	0.7959	0.0009	0.1%	0.7934
Close	0.7975	0.7967	-0.0009	-0.1%	0.8012
Range	0.0054	0.0029	-0.0025	-46.3%	0.0115
ATR	0.0057	0.0055	-0.0002	-3.5%	0.0000
Volume	316	167	-149	-47.2%	1,174

Daily Pivots for day following 04-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8058	0.8041	0.7982
R3	0.8029	0.8012	0.7974
R2	0.8000	0.8000	0.7972
R1	0.7983	0.7983	0.7969	0.7977
PP	0.7971	0.7971	0.7971	0.7968
S1	0.7954	0.7954	0.7964	0.7948
S2	0.7942	0.7942	0.7961
S3	0.7913	0.7925	0.7959
S4	0.7884	0.7896	0.7951

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	0.7951	0.0098	1.2%	0.0044	0.5%	16%	False	False	246
10	0.8048	0.7933	0.0116	1.4%	0.0042	0.5%	29%	False	False	204
20	0.8048	0.7808	0.0241	3.0%	0.0057	0.7%	66%	False	False	193
40	0.8288	0.7808	0.0481	6.0%	0.0058	0.7%	33%	False	False	186
60	0.8324	0.7808	0.0516	6.5%	0.0054	0.7%	31%	False	False	166
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	31%	False	False	140
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	31%	False	False	117
120	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	31%	False	False	114

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 36 trading days

Fibonacci Retracements and Extensions
4.250	0.8111
2.618	0.8064
1.618	0.8035
1.000	0.8017
0.618	0.8006
HIGH	0.7988
0.618	0.7977
0.500	0.7974
0.382	0.7970
LOW	0.7959
0.618	0.7941
1.000	0.7930
1.618	0.7912
2.618	0.7883
4.250	0.7836

Fisher Pivots for day following 04-Aug-2021
Pivot	1 day	3 day
R1	0.7974	0.7989
PP	0.7971	0.7982
S1	0.7969	0.7974

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

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