CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 14-Sep-2021

Day Change Summary
	Previous	Current
	13-Sep-2021	14-Sep-2021	Change	Change %	Previous Week
Open	0.7883	0.7906	0.0023	0.3%	0.7980
High	0.7912	0.7935	0.0024	0.3%	0.7986
Low	0.7876	0.7874	-0.0003	0.0%	0.7835
Close	0.7894	0.7882	-0.0012	-0.2%	0.7899
Range	0.0036	0.0062	0.0026	73.2%	0.0152
ATR	0.0058	0.0058	0.0000	0.4%	0.0000
Volume	76,918	66,423	-10,495	-13.6%	274,151

Daily Pivots for day following 14-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8081	0.8043	0.7916
R3	0.8020	0.7982	0.7899
R2	0.7958	0.7958	0.7893
R1	0.7920	0.7920	0.7888	0.7909
PP	0.7897	0.7897	0.7897	0.7891
S1	0.7859	0.7859	0.7876	0.7847
S2	0.7835	0.7835	0.7871
S3	0.7774	0.7797	0.7865
S4	0.7712	0.7736	0.7848

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	0.7947	0.7835	0.0112	1.4%	0.0063	0.8%	42%	False	False	77,962
10	0.8009	0.7835	0.0174	2.2%	0.0059	0.8%	27%	False	False	43,239
20	0.8009	0.7723	0.0286	3.6%	0.0062	0.8%	56%	False	False	22,093
40	0.8048	0.7723	0.0326	4.1%	0.0054	0.7%	49%	False	False	11,199
60	0.8159	0.7723	0.0437	5.5%	0.0057	0.7%	37%	False	False	7,504
80	0.8324	0.7723	0.0601	7.6%	0.0054	0.7%	27%	False	False	5,689
100	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	27%	False	False	4,562
120	0.8324	0.7723	0.0601	7.6%	0.0051	0.7%	27%	False	False	3,809

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8196
2.618	0.8096
1.618	0.8035
1.000	0.7997
0.618	0.7973
HIGH	0.7935
0.618	0.7912
0.500	0.7904
0.382	0.7897
LOW	0.7874
0.618	0.7835
1.000	0.7812
1.618	0.7774
2.618	0.7712
4.250	0.7612

Fisher Pivots for day following 14-Sep-2021
Pivot	1 day	3 day
R1	0.7904	0.7910
PP	0.7897	0.7901
S1	0.7889	0.7891

Download as Excel Spreadsheet

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

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