CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 05-Aug-2021

Day Change Summary
	Previous	Current
	04-Aug-2021	05-Aug-2021	Change	Change %	Previous Week
Open	0.7975	0.7970	-0.0005	-0.1%	0.7958
High	0.7988	0.8014	0.0026	0.3%	0.8048
Low	0.7959	0.7969	0.0010	0.1%	0.7934
Close	0.7967	0.8002	0.0036	0.4%	0.8012
Range	0.0029	0.0046	0.0017	56.9%	0.0115
ATR	0.0055	0.0054	-0.0001	-1.0%	0.0000
Volume	167	169	2	1.2%	1,174

Daily Pivots for day following 05-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8131	0.8112	0.8027
R3	0.8086	0.8067	0.8015
R2	0.8040	0.8040	0.8010
R1	0.8021	0.8021	0.8006	0.8031
PP	0.7995	0.7995	0.7995	0.8000
S1	0.7976	0.7976	0.7998	0.7985
S2	0.7949	0.7949	0.7994
S3	0.7904	0.7930	0.7989
S4	0.7858	0.7885	0.7977

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%	0.0042	0.5%	53%	False	False	255
10	0.8048	0.7933	0.0116	1.4%	0.0043	0.5%	60%	False	False	207
20	0.8048	0.7808	0.0241	3.0%	0.0056	0.7%	81%	False	False	195
40	0.8283	0.7808	0.0475	5.9%	0.0058	0.7%	41%	False	False	183
60	0.8324	0.7808	0.0516	6.4%	0.0054	0.7%	38%	False	False	167
80	0.8324	0.7808	0.0516	6.4%	0.0052	0.7%	38%	False	False	142
100	0.8324	0.7808	0.0516	6.4%	0.0050	0.6%	38%	False	False	119
120	0.8324	0.7808	0.0516	6.4%	0.0050	0.6%	38%	False	False	115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8207
2.618	0.8133
1.618	0.8088
1.000	0.8060
0.618	0.8042
HIGH	0.8014
0.618	0.7997
0.500	0.7991
0.382	0.7986
LOW	0.7969
0.618	0.7940
1.000	0.7923
1.618	0.7895
2.618	0.7849
4.250	0.7775

Fisher Pivots for day following 05-Aug-2021
Pivot	1 day	3 day
R1	0.7998	0.7995
PP	0.7995	0.7989
S1	0.7991	0.7982

Download as Excel Spreadsheet

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

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