CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 30-Aug-2021

Day Change Summary
	Previous	Current
	27-Aug-2021	30-Aug-2021	Change	Change %	Previous Week
Open	0.7885	0.7929	0.0044	0.6%	0.7791
High	0.7931	0.7951	0.0020	0.3%	0.7948
Low	0.7868	0.7914	0.0047	0.6%	0.7791
Close	0.7923	0.7931	0.0008	0.1%	0.7923
Range	0.0064	0.0037	-0.0027	-41.7%	0.0157
ATR	0.0058	0.0056	-0.0001	-2.6%	0.0000
Volume	1,144	1,371	227	19.8%	4,272

Daily Pivots for day following 30-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8043	0.8024	0.7951
R3	0.8006	0.7987	0.7941
R2	0.7969	0.7969	0.7938
R1	0.7950	0.7950	0.7934	0.7960
PP	0.7932	0.7932	0.7932	0.7937
S1	0.7913	0.7913	0.7928	0.7923
S2	0.7895	0.7895	0.7924
S3	0.7858	0.7876	0.7921
S4	0.7821	0.7839	0.7911

Weekly Pivots for week ending 27-Aug-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8358	0.8298	0.8009
R3	0.8201	0.8141	0.7966
R2	0.8044	0.8044	0.7952
R1	0.7984	0.7984	0.7937	0.8014
PP	0.7887	0.7887	0.7887	0.7903
S1	0.7827	0.7827	0.7909	0.7857
S2	0.7730	0.7730	0.7894
S3	0.7573	0.7670	0.7880
S4	0.7416	0.7513	0.7837

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7951	0.7868	0.0084	1.1%	0.0050	0.6%	76%	True	False	945
10	0.7955	0.7723	0.0232	2.9%	0.0065	0.8%	90%	False	False	947
20	0.8014	0.7723	0.0292	3.7%	0.0051	0.6%	72%	False	False	681
40	0.8127	0.7723	0.0405	5.1%	0.0057	0.7%	52%	False	False	431
60	0.8291	0.7723	0.0568	7.2%	0.0055	0.7%	37%	False	False	355
80	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	35%	False	False	291
100	0.8324	0.7723	0.0601	7.6%	0.0052	0.7%	35%	False	False	244
120	0.8324	0.7723	0.0601	7.6%	0.0050	0.6%	35%	False	False	209

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	0.8108
2.618	0.8048
1.618	0.8011
1.000	0.7988
0.618	0.7974
HIGH	0.7951
0.618	0.7937
0.500	0.7933
0.382	0.7928
LOW	0.7914
0.618	0.7891
1.000	0.7877
1.618	0.7854
2.618	0.7817
4.250	0.7757

Fisher Pivots for day following 30-Aug-2021
Pivot	1 day	3 day
R1	0.7933	0.7924
PP	0.7932	0.7917
S1	0.7932	0.7909

Download as Excel Spreadsheet

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

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