CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 17-Aug-2021

Day Change Summary
	Previous	Current
	16-Aug-2021	17-Aug-2021	Change	Change %	Previous Week
Open	0.7986	0.7947	-0.0039	-0.5%	0.7949
High	0.7991	0.7955	-0.0036	-0.5%	0.8006
Low	0.7946	0.7905	-0.0041	-0.5%	0.7942
Close	0.7954	0.7920	-0.0034	-0.4%	0.7988
Range	0.0045	0.0050	0.0005	10.0%	0.0064
ATR	0.0047	0.0047	0.0000	0.4%	0.0000
Volume	364	589	225	61.8%	2,864

Daily Pivots for day following 17-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8075	0.8047	0.7947
R3	0.8025	0.7997	0.7933
R2	0.7976	0.7976	0.7929
R1	0.7948	0.7948	0.7924	0.7937
PP	0.7926	0.7926	0.7926	0.7921
S1	0.7898	0.7898	0.7915	0.7888
S2	0.7877	0.7877	0.7910
S3	0.7827	0.7849	0.7906
S4	0.7778	0.7799	0.7892

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	0.7905	0.0101	1.3%	0.0034	0.4%	14%	False	True	493
10	0.8014	0.7905	0.0109	1.4%	0.0038	0.5%	13%	False	True	442
20	0.8048	0.7856	0.0193	2.4%	0.0045	0.6%	33%	False	False	323
40	0.8159	0.7808	0.0352	4.4%	0.0053	0.7%	32%	False	False	223
60	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	22%	False	False	229
80	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	22%	False	False	187
100	0.8324	0.7808	0.0516	6.5%	0.0049	0.6%	22%	False	False	158
120	0.8324	0.7808	0.0516	6.5%	0.0049	0.6%	22%	False	False	144

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	0.0008
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8165
2.618	0.8084
1.618	0.8035
1.000	0.8004
0.618	0.7985
HIGH	0.7955
0.618	0.7936
0.500	0.7930
0.382	0.7924
LOW	0.7905
0.618	0.7874
1.000	0.7856
1.618	0.7825
2.618	0.7775
4.250	0.7695

Fisher Pivots for day following 17-Aug-2021
Pivot	1 day	3 day
R1	0.7930	0.7951
PP	0.7926	0.7941
S1	0.7923	0.7930

Download as Excel Spreadsheet

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

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