CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 11-Aug-2021

Day Change Summary
	Previous	Current
	10-Aug-2021	11-Aug-2021	Change	Change %	Previous Week
Open	0.7950	0.7985	0.0035	0.4%	0.8011
High	0.7986	0.8006	0.0020	0.3%	0.8028
Low	0.7942	0.7968	0.0026	0.3%	0.7947
Close	0.7981	0.7993	0.0012	0.2%	0.7961
Range	0.0044	0.0038	-0.0006	-13.8%	0.0081
ATR	0.0052	0.0051	-0.0001	-2.0%	0.0000
Volume	462	837	375	81.2%	1,058

Daily Pivots for day following 11-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8101	0.8085	0.8014
R3	0.8064	0.8047	0.8003
R2	0.8026	0.8026	0.8000
R1	0.8010	0.8010	0.7996	0.8018
PP	0.7989	0.7989	0.7989	0.7993
S1	0.7972	0.7972	0.7990	0.7981
S2	0.7951	0.7951	0.7986
S3	0.7914	0.7935	0.7983
S4	0.7876	0.7897	0.7972

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	0.7942	0.0072	0.9%	0.0043	0.5%	71%	False	False	525
10	0.8048	0.7942	0.0106	1.3%	0.0043	0.5%	48%	False	False	386
20	0.8048	0.7808	0.0241	3.0%	0.0053	0.7%	77%	False	False	301
40	0.8223	0.7808	0.0416	5.2%	0.0058	0.7%	45%	False	False	194
60	0.8324	0.7808	0.0516	6.5%	0.0053	0.7%	36%	False	False	205
80	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	36%	False	False	170
100	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	36%	False	False	142
120	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	36%	False	False	133

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8165
2.618	0.8104
1.618	0.8066
1.000	0.8043
0.618	0.8029
HIGH	0.8006
0.618	0.7991
0.500	0.7987
0.382	0.7982
LOW	0.7968
0.618	0.7945
1.000	0.7931
1.618	0.7907
2.618	0.7870
4.250	0.7809

Fisher Pivots for day following 11-Aug-2021
Pivot	1 day	3 day
R1	0.7991	0.7987
PP	0.7989	0.7980
S1	0.7987	0.7974

Download as Excel Spreadsheet

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

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