CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 15-Sep-2021

Day Change Summary
	Previous	Current
	14-Sep-2021	15-Sep-2021	Change	Change %	Previous Week
Open	0.7906	0.7879	-0.0027	-0.3%	0.7980
High	0.7935	0.7920	-0.0015	-0.2%	0.7986
Low	0.7874	0.7868	-0.0006	-0.1%	0.7835
Close	0.7882	0.7910	0.0028	0.4%	0.7899
Range	0.0062	0.0053	-0.0009	-14.6%	0.0152
ATR	0.0058	0.0058	0.0000	-0.7%	0.0000
Volume	66,423	66,102	-321	-0.5%	274,151

Daily Pivots for day following 15-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8057	0.8036	0.7939
R3	0.8004	0.7983	0.7924
R2	0.7952	0.7952	0.7920
R1	0.7931	0.7931	0.7915	0.7941
PP	0.7899	0.7899	0.7899	0.7904
S1	0.7878	0.7878	0.7905	0.7889
S2	0.7847	0.7847	0.7900
S3	0.7794	0.7826	0.7896
S4	0.7742	0.7773	0.7881

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	0.7856	0.0091	1.2%	0.0057	0.7%	60%	False	False	78,311
10	0.8009	0.7835	0.0174	2.2%	0.0059	0.8%	43%	False	False	49,567
20	0.8009	0.7723	0.0286	3.6%	0.0062	0.8%	66%	False	False	25,369
40	0.8048	0.7723	0.0326	4.1%	0.0053	0.7%	58%	False	False	12,846
60	0.8159	0.7723	0.0437	5.5%	0.0056	0.7%	43%	False	False	8,605
80	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	31%	False	False	6,514
100	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	31%	False	False	5,223
120	0.8324	0.7723	0.0601	7.6%	0.0051	0.6%	31%	False	False	4,360

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8143
2.618	0.8057
1.618	0.8005
1.000	0.7973
0.618	0.7952
HIGH	0.7920
0.618	0.7900
0.500	0.7894
0.382	0.7888
LOW	0.7868
0.618	0.7835
1.000	0.7815
1.618	0.7783
2.618	0.7730
4.250	0.7644

Fisher Pivots for day following 15-Sep-2021
Pivot	1 day	3 day
R1	0.7905	0.7907
PP	0.7899	0.7904
S1	0.7894	0.7901

Download as Excel Spreadsheet

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

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