CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 25-Aug-2021

Day Change Summary
	Previous	Current
	24-Aug-2021	25-Aug-2021	Change	Change %	Previous Week
Open	0.7907	0.7942	0.0035	0.4%	0.7986
High	0.7948	0.7943	-0.0005	-0.1%	0.7991
Low	0.7900	0.7909	0.0009	0.1%	0.7723
Close	0.7939	0.7936	-0.0003	0.0%	0.7783
Range	0.0049	0.0035	-0.0014	-28.9%	0.0268
ATR	0.0058	0.0056	-0.0002	-2.9%	0.0000
Volume	846	567	-279	-33.0%	4,197

Daily Pivots for day following 25-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8033	0.8019	0.7954
R3	0.7998	0.7984	0.7945
R2	0.7964	0.7964	0.7942
R1	0.7950	0.7950	0.7939	0.7939
PP	0.7929	0.7929	0.7929	0.7924
S1	0.7915	0.7915	0.7932	0.7905
S2	0.7895	0.7895	0.7929
S3	0.7860	0.7881	0.7926
S4	0.7826	0.7846	0.7917

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%	0.0078	1.0%	94%	False	False	1,016
10	0.7998	0.7723	0.0275	3.5%	0.0056	0.7%	77%	False	False	720
20	0.8048	0.7723	0.0326	4.1%	0.0050	0.6%	65%	False	False	553
40	0.8127	0.7723	0.0405	5.1%	0.0057	0.7%	53%	False	False	355
60	0.8311	0.7723	0.0588	7.4%	0.0055	0.7%	36%	False	False	307
80	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	35%	False	False	254
100	0.8324	0.7723	0.0601	7.6%	0.0051	0.6%	35%	False	False	211
120	0.8324	0.7723	0.0601	7.6%	0.0050	0.6%	35%	False	False	186

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8090
2.618	0.8033
1.618	0.7999
1.000	0.7978
0.618	0.7964
HIGH	0.7943
0.618	0.7930
0.500	0.7926
0.382	0.7922
LOW	0.7909
0.618	0.7887
1.000	0.7874
1.618	0.7853
2.618	0.7818
4.250	0.7762

Fisher Pivots for day following 25-Aug-2021
Pivot	1 day	3 day
R1	0.7932	0.7914
PP	0.7929	0.7892
S1	0.7926	0.7870

Download as Excel Spreadsheet

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

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