CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 06-Aug-2021

Day Change Summary
	Previous	Current
	05-Aug-2021	06-Aug-2021	Change	Change %	Previous Week
Open	0.7970	0.7992	0.0022	0.3%	0.8011
High	0.8014	0.8002	-0.0013	-0.2%	0.8028
Low	0.7969	0.7947	-0.0022	-0.3%	0.7947
Close	0.8002	0.7961	-0.0041	-0.5%	0.7961
Range	0.0046	0.0055	0.0009	19.8%	0.0081
ATR	0.0054	0.0054	0.0000	0.1%	0.0000
Volume	169	275	106	62.7%	1,058

Daily Pivots for day following 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8133	0.8102	0.7991
R3	0.8079	0.8047	0.7976
R2	0.8024	0.8024	0.7971
R1	0.7993	0.7993	0.7966	0.7981
PP	0.7970	0.7970	0.7970	0.7964
S1	0.7938	0.7938	0.7956	0.7927
S2	0.7915	0.7915	0.7951
S3	0.7861	0.7884	0.7946
S4	0.7806	0.7829	0.7931

Weekly Pivots for week ending 06-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8222	0.8172	0.8006
R3	0.8141	0.8091	0.7983
R2	0.8060	0.8060	0.7976
R1	0.8010	0.8010	0.7968	0.7995
PP	0.7979	0.7979	0.7979	0.7971
S1	0.7929	0.7929	0.7954	0.7914
S2	0.7898	0.7898	0.7946
S3	0.7817	0.7848	0.7939
S4	0.7736	0.7767	0.7916

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8028	0.7947	0.0081	1.0%	0.0044	0.6%	17%	False	True	211
10	0.8048	0.7934	0.0115	1.4%	0.0045	0.6%	24%	False	False	223
20	0.8048	0.7808	0.0241	3.0%	0.0055	0.7%	64%	False	False	207
40	0.8275	0.7808	0.0468	5.9%	0.0059	0.7%	33%	False	False	155
60	0.8324	0.7808	0.0516	6.5%	0.0054	0.7%	30%	False	False	170
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	30%	False	False	143
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	30%	False	False	121
120	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	30%	False	False	116

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8233
2.618	0.8144
1.618	0.8090
1.000	0.8056
0.618	0.8035
HIGH	0.8002
0.618	0.7981
0.500	0.7974
0.382	0.7968
LOW	0.7947
0.618	0.7913
1.000	0.7893
1.618	0.7859
2.618	0.7804
4.250	0.7715

Fisher Pivots for day following 06-Aug-2021
Pivot	1 day	3 day
R1	0.7974	0.7981
PP	0.7970	0.7974
S1	0.7965	0.7968

Download as Excel Spreadsheet

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

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