CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 16-Aug-2021

Day Change Summary
	Previous	Current
	13-Aug-2021	16-Aug-2021	Change	Change %	Previous Week
Open	0.7987	0.7986	-0.0001	0.0%	0.7949
High	0.7998	0.7991	-0.0007	-0.1%	0.8006
Low	0.7979	0.7946	-0.0033	-0.4%	0.7942
Close	0.7988	0.7954	-0.0034	-0.4%	0.7988
Range	0.0019	0.0045	0.0026	136.8%	0.0064
ATR	0.0047	0.0047	0.0000	-0.3%	0.0000
Volume	522	364	-158	-30.3%	2,864

Daily Pivots for day following 16-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8098	0.8071	0.7978
R3	0.8053	0.8026	0.7966
R2	0.8008	0.8008	0.7962
R1	0.7981	0.7981	0.7958	0.7972
PP	0.7963	0.7963	0.7963	0.7959
S1	0.7936	0.7936	0.7949	0.7927
S2	0.7918	0.7918	0.7945
S3	0.7873	0.7891	0.7941
S4	0.7828	0.7846	0.7929

Weekly Pivots for week ending 13-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8169	0.8142	0.8022
R3	0.8105	0.8078	0.8005
R2	0.8042	0.8042	0.7999
R1	0.8015	0.8015	0.7993	0.8028
PP	0.7978	0.7978	0.7978	0.7985
S1	0.7951	0.7951	0.7982	0.7965
S2	0.7915	0.7915	0.7976
S3	0.7851	0.7888	0.7970
S4	0.7788	0.7824	0.7953

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%	0.0033	0.4%	18%	False	False	468
10	0.8014	0.7942	0.0072	0.9%	0.0038	0.5%	16%	False	False	415
20	0.8048	0.7820	0.0228	2.9%	0.0046	0.6%	59%	False	False	304
40	0.8159	0.7808	0.0352	4.4%	0.0054	0.7%	42%	False	False	209
60	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	28%	False	False	221
80	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	28%	False	False	179
100	0.8324	0.7808	0.0516	6.5%	0.0049	0.6%	28%	False	False	152
120	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	28%	False	False	140

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8182
2.618	0.8108
1.618	0.8063
1.000	0.8036
0.618	0.8018
HIGH	0.7991
0.618	0.7973
0.500	0.7968
0.382	0.7963
LOW	0.7946
0.618	0.7918
1.000	0.7901
1.618	0.7873
2.618	0.7828
4.250	0.7754

Fisher Pivots for day following 16-Aug-2021
Pivot	1 day	3 day
R1	0.7968	0.7972
PP	0.7963	0.7966
S1	0.7958	0.7960

Download as Excel Spreadsheet

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

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