CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 12-Aug-2021

Day Change Summary
	Previous	Current
	11-Aug-2021	12-Aug-2021	Change	Change %	Previous Week
Open	0.7985	0.7997	0.0012	0.2%	0.8011
High	0.8006	0.7997	-0.0009	-0.1%	0.8028
Low	0.7968	0.7978	0.0010	0.1%	0.7947
Close	0.7993	0.7979	-0.0014	-0.2%	0.7961
Range	0.0038	0.0019	-0.0019	-49.3%	0.0081
ATR	0.0051	0.0049	-0.0002	-4.5%	0.0000
Volume	837	157	-680	-81.2%	1,058

Daily Pivots for day following 12-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8042	0.8029	0.7989
R3	0.8023	0.8010	0.7984
R2	0.8004	0.8004	0.7982
R1	0.7991	0.7991	0.7981	0.7988
PP	0.7985	0.7985	0.7985	0.7983
S1	0.7972	0.7972	0.7977	0.7969
S2	0.7966	0.7966	0.7976
S3	0.7947	0.7953	0.7974
S4	0.7928	0.7934	0.7969

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	0.8006	0.7942	0.0064	0.8%	0.0038	0.5%	58%	False	False	523
10	0.8048	0.7942	0.0106	1.3%	0.0040	0.5%	35%	False	False	389
20	0.8048	0.7808	0.0241	3.0%	0.0050	0.6%	71%	False	False	300
40	0.8159	0.7808	0.0352	4.4%	0.0056	0.7%	49%	False	False	195
60	0.8324	0.7808	0.0516	6.5%	0.0053	0.7%	33%	False	False	207
80	0.8324	0.7808	0.0516	6.5%	0.0051	0.6%	33%	False	False	170
100	0.8324	0.7808	0.0516	6.5%	0.0049	0.6%	33%	False	False	144
120	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	33%	False	False	134

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 75 trading days

Fibonacci Retracements and Extensions
4.250	0.8078
2.618	0.8047
1.618	0.8028
1.000	0.8016
0.618	0.8009
HIGH	0.7997
0.618	0.7990
0.500	0.7988
0.382	0.7985
LOW	0.7978
0.618	0.7966
1.000	0.7959
1.618	0.7947
2.618	0.7928
4.250	0.7897

Fisher Pivots for day following 12-Aug-2021
Pivot	1 day	3 day
R1	0.7988	0.7977
PP	0.7985	0.7976
S1	0.7982	0.7974

Download as Excel Spreadsheet

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

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