CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 13-Aug-2021

Day Change Summary
	Previous	Current
	12-Aug-2021	13-Aug-2021	Change	Change %	Previous Week
Open	0.7997	0.7987	-0.0010	-0.1%	0.7949
High	0.7997	0.7998	0.0001	0.0%	0.8006
Low	0.7978	0.7979	0.0001	0.0%	0.7942
Close	0.7979	0.7988	0.0009	0.1%	0.7988
Range	0.0019	0.0019	0.0000	0.0%	0.0064
ATR	0.0049	0.0047	-0.0002	-4.4%	0.0000
Volume	157	522	365	232.5%	2,864

Daily Pivots for day following 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8045	0.8035	0.7998
R3	0.8026	0.8016	0.7993
R2	0.8007	0.8007	0.7991
R1	0.7997	0.7997	0.7989	0.8002
PP	0.7988	0.7988	0.7988	0.7990
S1	0.7978	0.7978	0.7986	0.7983
S2	0.7969	0.7969	0.7984
S3	0.7950	0.7959	0.7982
S4	0.7931	0.7940	0.7977

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8169	0.8142	0.8022
R3	0.8105	0.8078	0.8005
R2	0.8042	0.8042	0.7999
R1	0.8015	0.8015	0.7993	0.8028
PP	0.7978	0.7978	0.7978	0.7985
S1	0.7951	0.7951	0.7982	0.7965
S2	0.7915	0.7915	0.7976
S3	0.7851	0.7888	0.7970
S4	0.7788	0.7824	0.7953

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8006	0.7942	0.0064	0.8%	0.0031	0.4%	72%	False	False	572
10	0.8028	0.7942	0.0086	1.1%	0.0038	0.5%	53%	False	False	392
20	0.8048	0.7808	0.0241	3.0%	0.0050	0.6%	75%	False	False	313
40	0.8159	0.7808	0.0352	4.4%	0.0055	0.7%	51%	False	False	203
60	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	35%	False	False	215
80	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	35%	False	False	175
100	0.8324	0.7808	0.0516	6.5%	0.0049	0.6%	35%	False	False	149
120	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	35%	False	False	137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009

Fibonacci Retracements and Extensions
4.250	0.8078
2.618	0.8047
1.618	0.8028
1.000	0.8017
0.618	0.8009
HIGH	0.7998
0.618	0.7990
0.500	0.7988
0.382	0.7986
LOW	0.7979
0.618	0.7967
1.000	0.7960
1.618	0.7948
2.618	0.7929
4.250	0.7898

Fisher Pivots for day following 13-Aug-2021
Pivot	1 day	3 day
R1	0.7988	0.7987
PP	0.7988	0.7987
S1	0.7988	0.7987

Download as Excel Spreadsheet

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

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