CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 23-Aug-2021

Day Change Summary
	Previous	Current
	20-Aug-2021	23-Aug-2021	Change	Change %	Previous Week
Open	0.7792	0.7791	-0.0001	0.0%	0.7986
High	0.7802	0.7908	0.0106	1.4%	0.7991
Low	0.7723	0.7791	0.0069	0.9%	0.7723
Close	0.7783	0.7907	0.0124	1.6%	0.7783
Range	0.0080	0.0117	0.0038	47.2%	0.0268
ATR	0.0054	0.0059	0.0005	9.5%	0.0000
Volume	633	916	283	44.7%	4,197

Daily Pivots for day following 23-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8220	0.8180	0.7971
R3	0.8103	0.8063	0.7939
R2	0.7986	0.7986	0.7928
R1	0.7946	0.7946	0.7917	0.7966
PP	0.7869	0.7869	0.7869	0.7878
S1	0.7829	0.7829	0.7896	0.7849
S2	0.7752	0.7752	0.7885
S3	0.7635	0.7712	0.7874
S4	0.7518	0.7595	0.7842

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	0.7955	0.7723	0.0232	2.9%	0.0079	1.0%	79%	False	False	949
10	0.8006	0.7723	0.0283	3.6%	0.0056	0.7%	65%	False	False	709
20	0.8048	0.7723	0.0326	4.1%	0.0050	0.6%	57%	False	False	507
40	0.8137	0.7723	0.0415	5.2%	0.0057	0.7%	44%	False	False	322
60	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	31%	False	False	295
80	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	31%	False	False	237
100	0.8324	0.7723	0.0601	7.6%	0.0051	0.6%	31%	False	False	198
120	0.8324	0.7723	0.0601	7.6%	0.0050	0.6%	31%	False	False	176

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 23 trading days

Fibonacci Retracements and Extensions
4.250	0.8405
2.618	0.8214
1.618	0.8097
1.000	0.8025
0.618	0.7980
HIGH	0.7908
0.618	0.7863
0.500	0.7850
0.382	0.7836
LOW	0.7791
0.618	0.7719
1.000	0.7674
1.618	0.7602
2.618	0.7485
4.250	0.7294

Fisher Pivots for day following 23-Aug-2021
Pivot	1 day	3 day
R1	0.7888	0.7876
PP	0.7869	0.7846
S1	0.7850	0.7815

Download as Excel Spreadsheet

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

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