CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 13-Sep-2021

Day Change Summary
	Previous	Current
	10-Sep-2021	13-Sep-2021	Change	Change %	Previous Week
Open	0.7895	0.7883	-0.0013	-0.2%	0.7980
High	0.7947	0.7912	-0.0035	-0.4%	0.7986
Low	0.7876	0.7876	0.0000	0.0%	0.7835
Close	0.7899	0.7894	-0.0005	-0.1%	0.7899
Range	0.0071	0.0036	-0.0035	-49.6%	0.0152
ATR	0.0060	0.0058	-0.0002	-2.9%	0.0000
Volume	102,597	76,918	-25,679	-25.0%	274,151

Daily Pivots for day following 13-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8000	0.7983	0.7914
R3	0.7965	0.7947	0.7904
R2	0.7929	0.7929	0.7901
R1	0.7912	0.7912	0.7897	0.7921
PP	0.7894	0.7894	0.7894	0.7898
S1	0.7876	0.7876	0.7891	0.7885
S2	0.7858	0.7858	0.7887
S3	0.7823	0.7841	0.7884
S4	0.7787	0.7805	0.7874

Weekly Pivots for week ending 10-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8361	0.8281	0.7982
R3	0.8209	0.8130	0.7940
R2	0.8058	0.8058	0.7926
R1	0.7978	0.7978	0.7912	0.7942
PP	0.7906	0.7906	0.7906	0.7888
S1	0.7827	0.7827	0.7885	0.7791
S2	0.7755	0.7755	0.7871
S3	0.7603	0.7675	0.7857
S4	0.7452	0.7524	0.7815

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7986	0.7835	0.0152	1.9%	0.0068	0.9%	39%	False	False	70,213
10	0.8009	0.7835	0.0174	2.2%	0.0057	0.7%	34%	False	False	36,734
20	0.8009	0.7723	0.0286	3.6%	0.0061	0.8%	60%	False	False	18,790
40	0.8048	0.7723	0.0326	4.1%	0.0055	0.7%	53%	False	False	9,551
60	0.8159	0.7723	0.0437	5.5%	0.0057	0.7%	39%	False	False	6,399
80	0.8324	0.7723	0.0601	7.6%	0.0054	0.7%	29%	False	False	4,859
100	0.8324	0.7723	0.0601	7.6%	0.0052	0.7%	29%	False	False	3,898
120	0.8324	0.7723	0.0601	7.6%	0.0051	0.6%	29%	False	False	3,255

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8062
2.618	0.8004
1.618	0.7969
1.000	0.7947
0.618	0.7933
HIGH	0.7912
0.618	0.7898
0.500	0.7894
0.382	0.7890
LOW	0.7876
0.618	0.7854
1.000	0.7841
1.618	0.7819
2.618	0.7783
4.250	0.7725

Fisher Pivots for day following 13-Sep-2021
Pivot	1 day	3 day
R1	0.7894	0.7901
PP	0.7894	0.7899
S1	0.7894	0.7896

Download as Excel Spreadsheet

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

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