CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 20-Sep-2021

Day Change Summary
	Previous	Current
	17-Sep-2021	20-Sep-2021	Change	Change %	Previous Week
Open	0.7883	0.7835	-0.0049	-0.6%	0.7883
High	0.7913	0.7837	-0.0076	-1.0%	0.7935
Low	0.7828	0.7754	-0.0074	-0.9%	0.7828
Close	0.7845	0.7795	-0.0050	-0.6%	0.7845
Range	0.0085	0.0083	-0.0002	-2.4%	0.0108
ATR	0.0059	0.0062	0.0002	3.8%	0.0000
Volume	79,389	99,480	20,091	25.3%	350,044

Daily Pivots for day following 20-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8044	0.8002	0.7840
R3	0.7961	0.7919	0.7817
R2	0.7878	0.7878	0.7810
R1	0.7836	0.7836	0.7802	0.7816
PP	0.7795	0.7795	0.7795	0.7785
S1	0.7753	0.7753	0.7787	0.7733
S2	0.7712	0.7712	0.7779
S3	0.7629	0.7670	0.7772
S4	0.7546	0.7587	0.7749

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	0.7754	0.0182	2.3%	0.0067	0.9%	23%	False	True	74,521
10	0.7986	0.7754	0.0233	3.0%	0.0068	0.9%	18%	False	True	72,367
20	0.8009	0.7754	0.0255	3.3%	0.0062	0.8%	16%	False	True	37,210
40	0.8048	0.7723	0.0326	4.2%	0.0054	0.7%	22%	False	False	18,837
60	0.8147	0.7723	0.0424	5.4%	0.0057	0.7%	17%	False	False	12,603
80	0.8324	0.7723	0.0601	7.7%	0.0056	0.7%	12%	False	False	9,514
100	0.8324	0.7723	0.0601	7.7%	0.0054	0.7%	12%	False	False	7,623
120	0.8324	0.7723	0.0601	7.7%	0.0053	0.7%	12%	False	False	6,360

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	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8189
2.618	0.8054
1.618	0.7971
1.000	0.7920
0.618	0.7888
HIGH	0.7837
0.618	0.7805
0.500	0.7795
0.382	0.7785
LOW	0.7754
0.618	0.7702
1.000	0.7671
1.618	0.7619
2.618	0.7536
4.250	0.7401

Fisher Pivots for day following 20-Sep-2021
Pivot	1 day	3 day
R1	0.7795	0.7839
PP	0.7795	0.7824
S1	0.7795	0.7809

Download as Excel Spreadsheet

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

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