CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 27-Aug-2021

Day Change Summary
	Previous	Current
	26-Aug-2021	27-Aug-2021	Change	Change %	Previous Week
Open	0.7944	0.7885	-0.0059	-0.7%	0.7791
High	0.7945	0.7931	-0.0014	-0.2%	0.7948
Low	0.7877	0.7868	-0.0009	-0.1%	0.7791
Close	0.7882	0.7923	0.0042	0.5%	0.7923
Range	0.0068	0.0064	-0.0005	-6.6%	0.0157
ATR	0.0057	0.0058	0.0000	0.8%	0.0000
Volume	799	1,144	345	43.2%	4,272

Daily Pivots for day following 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8098	0.8074	0.7958
R3	0.8034	0.8010	0.7940
R2	0.7971	0.7971	0.7935
R1	0.7947	0.7947	0.7929	0.7959
PP	0.7907	0.7907	0.7907	0.7913
S1	0.7883	0.7883	0.7917	0.7895
S2	0.7844	0.7844	0.7911
S3	0.7780	0.7820	0.7906
S4	0.7717	0.7756	0.7888

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8358	0.8298	0.8009
R3	0.8201	0.8141	0.7966
R2	0.8044	0.8044	0.7952
R1	0.7984	0.7984	0.7937	0.8014
PP	0.7887	0.7887	0.7887	0.7903
S1	0.7827	0.7827	0.7909	0.7857
S2	0.7730	0.7730	0.7894
S3	0.7573	0.7670	0.7880
S4	0.7416	0.7513	0.7837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7948	0.7791	0.0157	2.0%	0.0066	0.8%	84%	False	False	854
10	0.7991	0.7723	0.0268	3.4%	0.0066	0.8%	75%	False	False	846
20	0.8028	0.7723	0.0306	3.9%	0.0052	0.7%	66%	False	False	619
40	0.8127	0.7723	0.0405	5.1%	0.0058	0.7%	50%	False	False	400
60	0.8291	0.7723	0.0568	7.2%	0.0055	0.7%	35%	False	False	334
80	0.8324	0.7723	0.0601	7.6%	0.0054	0.7%	33%	False	False	275
100	0.8324	0.7723	0.0601	7.6%	0.0052	0.7%	33%	False	False	230
120	0.8324	0.7723	0.0601	7.6%	0.0050	0.6%	33%	False	False	201

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8201
2.618	0.8097
1.618	0.8034
1.000	0.7995
0.618	0.7970
HIGH	0.7931
0.618	0.7907
0.500	0.7899
0.382	0.7892
LOW	0.7868
0.618	0.7828
1.000	0.7804
1.618	0.7765
2.618	0.7701
4.250	0.7598

Fisher Pivots for day following 27-Aug-2021
Pivot	1 day	3 day
R1	0.7915	0.7917
PP	0.7907	0.7912
S1	0.7899	0.7906

Download as Excel Spreadsheet

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

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