CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 03-Sep-2021

Day Change Summary
	Previous	Current
	02-Sep-2021	03-Sep-2021	Change	Change %	Previous Week
Open	0.7922	0.7966	0.0044	0.5%	0.7929
High	0.7968	0.8009	0.0041	0.5%	0.8009
Low	0.7912	0.7962	0.0050	0.6%	0.7902
Close	0.7964	0.7990	0.0027	0.3%	0.7990
Range	0.0056	0.0047	-0.0009	-15.3%	0.0107
ATR	0.0054	0.0054	-0.0001	-1.0%	0.0000
Volume	2,162	7,467	5,305	245.4%	16,272

Daily Pivots for day following 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8128	0.8106	0.8016
R3	0.8081	0.8059	0.8003
R2	0.8034	0.8034	0.7999
R1	0.8012	0.8012	0.7994	0.8023
PP	0.7987	0.7987	0.7987	0.7992
S1	0.7965	0.7965	0.7986	0.7976
S2	0.7940	0.7940	0.7981
S3	0.7893	0.7918	0.7977
S4	0.7846	0.7871	0.7964

Weekly Pivots for week ending 03-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8286	0.8245	0.8049
R3	0.8180	0.8138	0.8019
R2	0.8073	0.8073	0.8010
R1	0.8032	0.8032	0.8000	0.8053
PP	0.7967	0.7967	0.7967	0.7977
S1	0.7925	0.7925	0.7980	0.7946
S2	0.7860	0.7860	0.7970
S3	0.7754	0.7819	0.7961
S4	0.7647	0.7712	0.7931

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8009	0.7902	0.0107	1.3%	0.0045	0.6%	83%	True	False	3,254
10	0.8009	0.7791	0.0218	2.7%	0.0056	0.7%	91%	True	False	2,054
20	0.8009	0.7723	0.0286	3.6%	0.0052	0.6%	94%	True	False	1,380
40	0.8048	0.7723	0.0326	4.1%	0.0054	0.7%	82%	False	False	793
60	0.8275	0.7723	0.0553	6.9%	0.0056	0.7%	48%	False	False	563
80	0.8324	0.7723	0.0601	7.5%	0.0053	0.7%	45%	False	False	473
100	0.8324	0.7723	0.0601	7.5%	0.0052	0.7%	45%	False	False	391
120	0.8324	0.7723	0.0601	7.5%	0.0051	0.6%	45%	False	False	331

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8208
2.618	0.8132
1.618	0.8085
1.000	0.8056
0.618	0.8038
HIGH	0.8009
0.618	0.7991
0.500	0.7985
0.382	0.7979
LOW	0.7962
0.618	0.7932
1.000	0.7915
1.618	0.7885
2.618	0.7838
4.250	0.7762

Fisher Pivots for day following 03-Sep-2021
Pivot	1 day	3 day
R1	0.7988	0.7980
PP	0.7987	0.7970
S1	0.7985	0.7960

Download as Excel Spreadsheet

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

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