CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 09-Aug-2021

Day Change Summary
	Previous	Current
	06-Aug-2021	09-Aug-2021	Change	Change %	Previous Week
Open	0.7992	0.7949	-0.0044	-0.5%	0.8011
High	0.8002	0.7978	-0.0024	-0.3%	0.8028
Low	0.7947	0.7943	-0.0004	-0.1%	0.7947
Close	0.7961	0.7952	-0.0009	-0.1%	0.7961
Range	0.0055	0.0035	-0.0020	-36.7%	0.0081
ATR	0.0054	0.0053	-0.0001	-2.6%	0.0000
Volume	275	886	611	222.2%	1,058

Daily Pivots for day following 09-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8061	0.8041	0.7971
R3	0.8027	0.8007	0.7961
R2	0.7992	0.7992	0.7958
R1	0.7972	0.7972	0.7955	0.7982
PP	0.7958	0.7958	0.7958	0.7963
S1	0.7938	0.7938	0.7949	0.7948
S2	0.7923	0.7923	0.7946
S3	0.7889	0.7903	0.7943
S4	0.7854	0.7869	0.7933

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	0.8014	0.7943	0.0071	0.9%	0.0044	0.5%	13%	False	True	362
10	0.8048	0.7934	0.0115	1.4%	0.0045	0.6%	16%	False	False	305
20	0.8048	0.7808	0.0241	3.0%	0.0055	0.7%	60%	False	False	247
40	0.8243	0.7808	0.0435	5.5%	0.0058	0.7%	33%	False	False	170
60	0.8324	0.7808	0.0516	6.5%	0.0054	0.7%	28%	False	False	184
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	28%	False	False	154
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	28%	False	False	130
120	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	28%	False	False	123

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8124
2.618	0.8068
1.618	0.8033
1.000	0.8012
0.618	0.7999
HIGH	0.7978
0.618	0.7964
0.500	0.7960
0.382	0.7956
LOW	0.7943
0.618	0.7922
1.000	0.7909
1.618	0.7887
2.618	0.7853
4.250	0.7796

Fisher Pivots for day following 09-Aug-2021
Pivot	1 day	3 day
R1	0.7960	0.7979
PP	0.7958	0.7970
S1	0.7955	0.7961

Download as Excel Spreadsheet

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

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