CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 01-Sep-2021

Day Change Summary
	Previous	Current
	31-Aug-2021	01-Sep-2021	Change	Change %	Previous Week
Open	0.7932	0.7928	-0.0004	-0.1%	0.7791
High	0.7954	0.7948	-0.0006	-0.1%	0.7948
Low	0.7902	0.7913	0.0011	0.1%	0.7791
Close	0.7931	0.7926	-0.0006	-0.1%	0.7923
Range	0.0052	0.0035	-0.0017	-32.0%	0.0157
ATR	0.0056	0.0054	-0.0001	-2.7%	0.0000
Volume	2,821	2,451	-370	-13.1%	4,272

Daily Pivots for day following 01-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8034	0.8015	0.7945
R3	0.7999	0.7980	0.7935
R2	0.7964	0.7964	0.7932
R1	0.7945	0.7945	0.7929	0.7937
PP	0.7929	0.7929	0.7929	0.7925
S1	0.7910	0.7910	0.7922	0.7902
S2	0.7894	0.7894	0.7919
S3	0.7859	0.7875	0.7916
S4	0.7824	0.7840	0.7906

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	0.7954	0.7868	0.0086	1.1%	0.0051	0.6%	67%	False	False	1,717
10	0.7954	0.7723	0.0231	2.9%	0.0065	0.8%	88%	False	False	1,366
20	0.8014	0.7723	0.0292	3.7%	0.0052	0.7%	70%	False	False	921
40	0.8048	0.7723	0.0326	4.1%	0.0054	0.7%	62%	False	False	557
60	0.8288	0.7723	0.0566	7.1%	0.0056	0.7%	36%	False	False	431
80	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	34%	False	False	354
100	0.8324	0.7723	0.0601	7.6%	0.0052	0.7%	34%	False	False	296
120	0.8324	0.7723	0.0601	7.6%	0.0050	0.6%	34%	False	False	251

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8096
2.618	0.8039
1.618	0.8004
1.000	0.7983
0.618	0.7969
HIGH	0.7948
0.618	0.7934
0.500	0.7930
0.382	0.7926
LOW	0.7913
0.618	0.7891
1.000	0.7878
1.618	0.7856
2.618	0.7821
4.250	0.7764

Fisher Pivots for day following 01-Sep-2021
Pivot	1 day	3 day
R1	0.7930	0.7928
PP	0.7929	0.7927
S1	0.7927	0.7926

Download as Excel Spreadsheet

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

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