CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 08-Sep-2021

Day Change Summary
	Previous	Current
	07-Sep-2021	08-Sep-2021	Change	Change %	Previous Week
Open	0.7980	0.7907	-0.0073	-0.9%	0.7929
High	0.7986	0.7919	-0.0068	-0.8%	0.8009
Low	0.7899	0.7835	-0.0065	-0.8%	0.7902
Close	0.7909	0.7889	-0.0020	-0.2%	0.7990
Range	0.0087	0.0084	-0.0003	-3.4%	0.0107
ATR	0.0057	0.0059	0.0002	3.5%	0.0000
Volume	27,681	64,354	36,673	132.5%	16,272

Daily Pivots for day following 08-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8133	0.8095	0.7935
R3	0.8049	0.8011	0.7912
R2	0.7965	0.7965	0.7904
R1	0.7927	0.7927	0.7897	0.7904
PP	0.7881	0.7881	0.7881	0.7869
S1	0.7843	0.7843	0.7881	0.7820
S2	0.7797	0.7797	0.7874
S3	0.7713	0.7759	0.7866
S4	0.7629	0.7675	0.7843

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	0.7835	0.0174	2.2%	0.0062	0.8%	31%	False	True	20,823
10	0.8009	0.7835	0.0174	2.2%	0.0056	0.7%	31%	False	True	11,081
20	0.8009	0.7723	0.0286	3.6%	0.0056	0.7%	58%	False	False	5,914
40	0.8048	0.7723	0.0326	4.1%	0.0055	0.7%	51%	False	False	3,089
60	0.8241	0.7723	0.0519	6.6%	0.0058	0.7%	32%	False	False	2,087
80	0.8324	0.7723	0.0601	7.6%	0.0054	0.7%	28%	False	False	1,622
100	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	28%	False	False	1,310
120	0.8324	0.7723	0.0601	7.6%	0.0051	0.6%	28%	False	False	1,097

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8276
2.618	0.8138
1.618	0.8054
1.000	0.8003
0.618	0.7970
HIGH	0.7919
0.618	0.7886
0.500	0.7877
0.382	0.7867
LOW	0.7835
0.618	0.7783
1.000	0.7751
1.618	0.7699
2.618	0.7615
4.250	0.7478

Fisher Pivots for day following 08-Sep-2021
Pivot	1 day	3 day
R1	0.7885	0.7922
PP	0.7881	0.7911
S1	0.7877	0.7900

Download as Excel Spreadsheet

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

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