CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 17-Sep-2021

Day Change Summary
	Previous	Current
	16-Sep-2021	17-Sep-2021	Change	Change %	Previous Week
Open	0.7919	0.7883	-0.0036	-0.5%	0.7883
High	0.7925	0.7913	-0.0013	-0.2%	0.7935
Low	0.7874	0.7828	-0.0046	-0.6%	0.7828
Close	0.7886	0.7845	-0.0042	-0.5%	0.7845
Range	0.0052	0.0085	0.0034	65.0%	0.0108
ATR	0.0057	0.0059	0.0002	3.4%	0.0000
Volume	61,212	79,389	18,177	29.7%	350,044

Daily Pivots for day following 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8117	0.8066	0.7891
R3	0.8032	0.7981	0.7868
R2	0.7947	0.7947	0.7860
R1	0.7896	0.7896	0.7852	0.7879
PP	0.7862	0.7862	0.7862	0.7853
S1	0.7811	0.7811	0.7837	0.7794
S2	0.7777	0.7777	0.7829
S3	0.7692	0.7726	0.7821
S4	0.7607	0.7641	0.7798

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8192	0.8126	0.7904
R3	0.8084	0.8018	0.7874
R2	0.7977	0.7977	0.7864
R1	0.7911	0.7911	0.7854	0.7890
PP	0.7869	0.7869	0.7869	0.7859
S1	0.7803	0.7803	0.7835	0.7782
S2	0.7762	0.7762	0.7825
S3	0.7654	0.7696	0.7815
S4	0.7547	0.7588	0.7785

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7935	0.7828	0.0108	1.4%	0.0057	0.7%	16%	False	True	70,008
10	0.8009	0.7828	0.0181	2.3%	0.0064	0.8%	9%	False	True	63,166
20	0.8009	0.7723	0.0286	3.6%	0.0061	0.8%	43%	False	False	32,268
40	0.8048	0.7723	0.0326	4.1%	0.0053	0.7%	37%	False	False	16,353
60	0.8147	0.7723	0.0424	5.4%	0.0057	0.7%	29%	False	False	10,946
80	0.8324	0.7723	0.0601	7.7%	0.0056	0.7%	20%	False	False	8,270
100	0.8324	0.7723	0.0601	7.7%	0.0053	0.7%	20%	False	False	6,628
120	0.8324	0.7723	0.0601	7.7%	0.0052	0.7%	20%	False	False	5,531

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8274
2.618	0.8135
1.618	0.8050
1.000	0.7998
0.618	0.7965
HIGH	0.7913
0.618	0.7880
0.500	0.7870
0.382	0.7860
LOW	0.7828
0.618	0.7775
1.000	0.7743
1.618	0.7690
2.618	0.7605
4.250	0.7466

Fisher Pivots for day following 17-Sep-2021
Pivot	1 day	3 day
R1	0.7870	0.7876
PP	0.7862	0.7866
S1	0.7853	0.7855

Download as Excel Spreadsheet

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

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