CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 24-Aug-2021

Day Change Summary
	Previous	Current
	23-Aug-2021	24-Aug-2021	Change	Change %	Previous Week
Open	0.7791	0.7907	0.0116	1.5%	0.7986
High	0.7908	0.7948	0.0040	0.5%	0.7991
Low	0.7791	0.7900	0.0109	1.4%	0.7723
Close	0.7907	0.7939	0.0032	0.4%	0.7783
Range	0.0117	0.0049	-0.0069	-58.5%	0.0268
ATR	0.0059	0.0058	-0.0001	-1.3%	0.0000
Volume	916	846	-70	-7.6%	4,197

Daily Pivots for day following 24-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8074	0.8055	0.7965
R3	0.8026	0.8006	0.7952
R2	0.7977	0.7977	0.7947
R1	0.7958	0.7958	0.7943	0.7968
PP	0.7929	0.7929	0.7929	0.7934
S1	0.7909	0.7909	0.7934	0.7919
S2	0.7880	0.7880	0.7930
S3	0.7832	0.7861	0.7925
S4	0.7783	0.7812	0.7912

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	0.7948	0.7723	0.0226	2.8%	0.0079	1.0%	96%	True	False	1,001
10	0.8006	0.7723	0.0283	3.6%	0.0057	0.7%	76%	False	False	747
20	0.8048	0.7723	0.0326	4.1%	0.0051	0.6%	66%	False	False	540
40	0.8127	0.7723	0.0405	5.1%	0.0058	0.7%	53%	False	False	342
60	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	36%	False	False	298
80	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	36%	False	False	247
100	0.8324	0.7723	0.0601	7.6%	0.0051	0.6%	36%	False	False	206
120	0.8324	0.7723	0.0601	7.6%	0.0050	0.6%	36%	False	False	182

Crabel Price Patterns
NR	True
NR4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8154
2.618	0.8075
1.618	0.8026
1.000	0.7997
0.618	0.7978
HIGH	0.7948
0.618	0.7929
0.500	0.7924
0.382	0.7918
LOW	0.7900
0.618	0.7870
1.000	0.7851
1.618	0.7821
2.618	0.7773
4.250	0.7693

Fisher Pivots for day following 24-Aug-2021
Pivot	1 day	3 day
R1	0.7934	0.7904
PP	0.7929	0.7870
S1	0.7924	0.7835

Download as Excel Spreadsheet

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

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