CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 23-Sep-2021

Day Change Summary
	Previous	Current
	22-Sep-2021	23-Sep-2021	Change	Change %	Previous Week
Open	0.7801	0.7827	0.0026	0.3%	0.7883
High	0.7874	0.7915	0.0041	0.5%	0.7935
Low	0.7795	0.7814	0.0019	0.2%	0.7828
Close	0.7825	0.7905	0.0080	1.0%	0.7845
Range	0.0079	0.0101	0.0022	27.2%	0.0108
ATR	0.0063	0.0066	0.0003	4.2%	0.0000
Volume	94,350	89,713	-4,637	-4.9%	350,044

Daily Pivots for day following 23-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8179	0.8142	0.7960
R3	0.8079	0.8042	0.7932
R2	0.7978	0.7978	0.7923
R1	0.7941	0.7941	0.7914	0.7960
PP	0.7878	0.7878	0.7878	0.7887
S1	0.7841	0.7841	0.7895	0.7859
S2	0.7777	0.7777	0.7886
S3	0.7677	0.7740	0.7877
S4	0.7576	0.7640	0.7849

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	0.7915	0.7754	0.0161	2.0%	0.0083	1.0%	94%	True	False	88,992
10	0.7947	0.7754	0.0193	2.4%	0.0068	0.9%	78%	False	False	81,821
20	0.8009	0.7754	0.0255	3.2%	0.0064	0.8%	59%	False	False	50,399
40	0.8048	0.7723	0.0326	4.1%	0.0057	0.7%	56%	False	False	25,476
60	0.8127	0.7723	0.0405	5.1%	0.0059	0.8%	45%	False	False	17,036
80	0.8311	0.7723	0.0588	7.4%	0.0057	0.7%	31%	False	False	12,830
100	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	30%	False	False	10,283
120	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	30%	False	False	8,576

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	0.0014
Widest range in 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8342
2.618	0.8178
1.618	0.8077
1.000	0.8015
0.618	0.7977
HIGH	0.7915
0.618	0.7876
0.500	0.7864
0.382	0.7852
LOW	0.7814
0.618	0.7752
1.000	0.7714
1.618	0.7651
2.618	0.7551
4.250	0.7387

Fisher Pivots for day following 23-Sep-2021
Pivot	1 day	3 day
R1	0.7891	0.7886
PP	0.7878	0.7867
S1	0.7864	0.7848

Download as Excel Spreadsheet

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

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