CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 16-Sep-2021

Day Change Summary
	Previous	Current
	15-Sep-2021	16-Sep-2021	Change	Change %	Previous Week
Open	0.7879	0.7919	0.0040	0.5%	0.7980
High	0.7920	0.7925	0.0005	0.1%	0.7986
Low	0.7868	0.7874	0.0006	0.1%	0.7835
Close	0.7910	0.7886	-0.0024	-0.3%	0.7899
Range	0.0053	0.0052	-0.0001	-1.9%	0.0152
ATR	0.0058	0.0057	0.0000	-0.8%	0.0000
Volume	66,102	61,212	-4,890	-7.4%	274,151

Daily Pivots for day following 16-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8049	0.8019	0.7914
R3	0.7998	0.7968	0.7900
R2	0.7946	0.7946	0.7895
R1	0.7916	0.7916	0.7891	0.7906
PP	0.7895	0.7895	0.7895	0.7890
S1	0.7865	0.7865	0.7881	0.7854
S2	0.7843	0.7843	0.7877
S3	0.7792	0.7813	0.7872
S4	0.7740	0.7762	0.7858

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	0.7868	0.0079	1.0%	0.0054	0.7%	23%	False	False	74,650
10	0.8009	0.7835	0.0174	2.2%	0.0061	0.8%	30%	False	False	55,443
20	0.8009	0.7723	0.0286	3.6%	0.0063	0.8%	57%	False	False	28,405
40	0.8048	0.7723	0.0326	4.1%	0.0052	0.7%	50%	False	False	14,372
60	0.8159	0.7723	0.0437	5.5%	0.0056	0.7%	37%	False	False	9,624
80	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	27%	False	False	7,279
100	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	27%	False	False	5,835
120	0.8324	0.7723	0.0601	7.6%	0.0052	0.7%	27%	False	False	4,870

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8144
2.618	0.8060
1.618	0.8008
1.000	0.7977
0.618	0.7957
HIGH	0.7925
0.618	0.7905
0.500	0.7899
0.382	0.7893
LOW	0.7874
0.618	0.7842
1.000	0.7822
1.618	0.7790
2.618	0.7739
4.250	0.7655

Fisher Pivots for day following 16-Sep-2021
Pivot	1 day	3 day
R1	0.7899	0.7901
PP	0.7895	0.7896
S1	0.7890	0.7891

Download as Excel Spreadsheet

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

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