CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 02-Sep-2021

Day Change Summary
	Previous	Current
	01-Sep-2021	02-Sep-2021	Change	Change %	Previous Week
Open	0.7928	0.7922	-0.0006	-0.1%	0.7791
High	0.7948	0.7968	0.0020	0.3%	0.7948
Low	0.7913	0.7912	-0.0001	0.0%	0.7791
Close	0.7926	0.7964	0.0038	0.5%	0.7923
Range	0.0035	0.0056	0.0021	58.6%	0.0157
ATR	0.0054	0.0054	0.0000	0.1%	0.0000
Volume	2,451	2,162	-289	-11.8%	4,272

Daily Pivots for day following 02-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8114	0.8094	0.7994
R3	0.8059	0.8039	0.7979
R2	0.8003	0.8003	0.7974
R1	0.7983	0.7983	0.7969	0.7993
PP	0.7948	0.7948	0.7948	0.7953
S1	0.7928	0.7928	0.7958	0.7938
S2	0.7892	0.7892	0.7953
S3	0.7837	0.7872	0.7948
S4	0.7781	0.7817	0.7933

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	0.7968	0.7868	0.0100	1.3%	0.0049	0.6%	96%	True	False	1,989
10	0.7968	0.7723	0.0245	3.1%	0.0059	0.7%	98%	True	False	1,371
20	0.8006	0.7723	0.0283	3.6%	0.0052	0.7%	85%	False	False	1,020
40	0.8048	0.7723	0.0326	4.1%	0.0054	0.7%	74%	False	False	608
60	0.8283	0.7723	0.0560	7.0%	0.0056	0.7%	43%	False	False	462
80	0.8324	0.7723	0.0601	7.5%	0.0054	0.7%	40%	False	False	381
100	0.8324	0.7723	0.0601	7.5%	0.0052	0.7%	40%	False	False	317
120	0.8324	0.7723	0.0601	7.5%	0.0051	0.6%	40%	False	False	269

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8203
2.618	0.8113
1.618	0.8057
1.000	0.8023
0.618	0.8002
HIGH	0.7968
0.618	0.7946
0.500	0.7940
0.382	0.7933
LOW	0.7912
0.618	0.7878
1.000	0.7857
1.618	0.7822
2.618	0.7767
4.250	0.7676

Fisher Pivots for day following 02-Sep-2021
Pivot	1 day	3 day
R1	0.7956	0.7954
PP	0.7948	0.7944
S1	0.7940	0.7935

Download as Excel Spreadsheet

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

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