CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 20-Aug-2021

Day Change Summary
	Previous	Current
	19-Aug-2021	20-Aug-2021	Change	Change %	Previous Week
Open	0.7900	0.7792	-0.0108	-1.4%	0.7986
High	0.7904	0.7802	-0.0102	-1.3%	0.7991
Low	0.7793	0.7723	-0.0071	-0.9%	0.7723
Close	0.7799	0.7783	-0.0016	-0.2%	0.7783
Range	0.0111	0.0080	-0.0032	-28.4%	0.0268
ATR	0.0052	0.0054	0.0002	3.8%	0.0000
Volume	2,120	633	-1,487	-70.1%	4,197

Daily Pivots for day following 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8008	0.7975	0.7827
R3	0.7928	0.7895	0.7805
R2	0.7849	0.7849	0.7798
R1	0.7816	0.7816	0.7790	0.7793
PP	0.7769	0.7769	0.7769	0.7758
S1	0.7736	0.7736	0.7776	0.7713
S2	0.7690	0.7690	0.7768
S3	0.7610	0.7657	0.7761
S4	0.7531	0.7577	0.7739

Weekly Pivots for week ending 20-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8636	0.8478	0.7930
R3	0.8368	0.8210	0.7857
R2	0.8100	0.8100	0.7832
R1	0.7942	0.7942	0.7808	0.7887
PP	0.7832	0.7832	0.7832	0.7805
S1	0.7674	0.7674	0.7758	0.7619
S2	0.7564	0.7564	0.7734
S3	0.7296	0.7406	0.7709
S4	0.7028	0.7138	0.7636

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7991	0.7723	0.0268	3.4%	0.0065	0.8%	23%	False	True	839
10	0.8006	0.7723	0.0283	3.6%	0.0048	0.6%	21%	False	True	706
20	0.8048	0.7723	0.0326	4.2%	0.0047	0.6%	19%	False	True	464
40	0.8147	0.7723	0.0424	5.4%	0.0055	0.7%	14%	False	True	300
60	0.8324	0.7723	0.0601	7.7%	0.0054	0.7%	10%	False	True	281
80	0.8324	0.7723	0.0601	7.7%	0.0052	0.7%	10%	False	True	226
100	0.8324	0.7723	0.0601	7.7%	0.0051	0.7%	10%	False	True	190
120	0.8324	0.7723	0.0601	7.7%	0.0050	0.6%	10%	False	True	169

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8140
2.618	0.8010
1.618	0.7931
1.000	0.7882
0.618	0.7851
HIGH	0.7802
0.618	0.7772
0.500	0.7762
0.382	0.7753
LOW	0.7723
0.618	0.7673
1.000	0.7643
1.618	0.7594
2.618	0.7514
4.250	0.7385

Fisher Pivots for day following 20-Aug-2021
Pivot	1 day	3 day
R1	0.7776	0.7829
PP	0.7769	0.7814
S1	0.7762	0.7798

Download as Excel Spreadsheet

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

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