CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 18-Aug-2021

Day Change Summary
	Previous	Current
	17-Aug-2021	18-Aug-2021	Change	Change %	Previous Week
Open	0.7947	0.7918	-0.0029	-0.4%	0.7949
High	0.7955	0.7936	-0.0019	-0.2%	0.8006
Low	0.7905	0.7896	-0.0009	-0.1%	0.7942
Close	0.7920	0.7915	-0.0005	-0.1%	0.7988
Range	0.0050	0.0040	-0.0010	-20.2%	0.0064
ATR	0.0047	0.0046	-0.0001	-1.1%	0.0000
Volume	589	491	-98	-16.6%	2,864

Daily Pivots for day following 18-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8034	0.8014	0.7937
R3	0.7995	0.7975	0.7926
R2	0.7955	0.7955	0.7922
R1	0.7935	0.7935	0.7919	0.7925
PP	0.7916	0.7916	0.7916	0.7911
S1	0.7896	0.7896	0.7911	0.7886
S2	0.7876	0.7876	0.7908
S3	0.7837	0.7856	0.7904
S4	0.7797	0.7817	0.7893

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	0.7998	0.7896	0.0102	1.3%	0.0034	0.4%	19%	False	True	424
10	0.8014	0.7896	0.0118	1.5%	0.0039	0.5%	16%	False	True	475
20	0.8048	0.7896	0.0152	1.9%	0.0041	0.5%	13%	False	True	340
40	0.8159	0.7808	0.0352	4.4%	0.0053	0.7%	31%	False	False	234
60	0.8324	0.7808	0.0516	6.5%	0.0052	0.7%	21%	False	False	237
80	0.8324	0.7808	0.0516	6.5%	0.0050	0.6%	21%	False	False	192
100	0.8324	0.7808	0.0516	6.5%	0.0049	0.6%	21%	False	False	163
120	0.8324	0.7808	0.0516	6.5%	0.0049	0.6%	21%	False	False	147

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	0.8103
2.618	0.8039
1.618	0.7999
1.000	0.7975
0.618	0.7960
HIGH	0.7936
0.618	0.7920
0.500	0.7916
0.382	0.7911
LOW	0.7896
0.618	0.7872
1.000	0.7857
1.618	0.7832
2.618	0.7793
4.250	0.7728

Fisher Pivots for day following 18-Aug-2021
Pivot	1 day	3 day
R1	0.7916	0.7943
PP	0.7916	0.7934
S1	0.7915	0.7924

Download as Excel Spreadsheet

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

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