CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 27-Sep-2021

Day Change Summary
	Previous	Current
	24-Sep-2021	27-Sep-2021	Change	Change %	Previous Week
Open	0.7900	0.7900	-0.0001	0.0%	0.7835
High	0.7910	0.7930	0.0020	0.2%	0.7915
Low	0.7854	0.7891	0.0037	0.5%	0.7754
Close	0.7897	0.7923	0.0026	0.3%	0.7897
Range	0.0056	0.0039	-0.0017	-30.4%	0.0161
ATR	0.0065	0.0063	-0.0002	-2.9%	0.0000
Volume	71,514	69,322	-2,192	-3.1%	437,087

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8031	0.8016	0.7944
R3	0.7992	0.7977	0.7933
R2	0.7953	0.7953	0.7930
R1	0.7938	0.7938	0.7926	0.7946
PP	0.7914	0.7914	0.7914	0.7918
S1	0.7899	0.7899	0.7919	0.7907
S2	0.7875	0.7875	0.7915
S3	0.7836	0.7860	0.7912
S4	0.7797	0.7821	0.7901

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8338	0.8279	0.7986
R3	0.8177	0.8118	0.7941
R2	0.8016	0.8016	0.7927
R1	0.7957	0.7957	0.7912	0.7986
PP	0.7855	0.7855	0.7855	0.7870
S1	0.7796	0.7796	0.7882	0.7825
S2	0.7694	0.7694	0.7867
S3	0.7533	0.7635	0.7853
S4	0.7372	0.7474	0.7808

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7930	0.7782	0.0148	1.9%	0.0068	0.9%	95%	True	False	81,385
10	0.7935	0.7754	0.0182	2.3%	0.0067	0.8%	93%	False	False	77,953
20	0.8009	0.7754	0.0255	3.2%	0.0062	0.8%	66%	False	False	57,343
40	0.8028	0.7723	0.0306	3.9%	0.0057	0.7%	65%	False	False	28,981
60	0.8127	0.7723	0.0405	5.1%	0.0059	0.8%	49%	False	False	19,381
80	0.8291	0.7723	0.0568	7.2%	0.0057	0.7%	35%	False	False	14,586
100	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	33%	False	False	11,689
120	0.8324	0.7723	0.0601	7.6%	0.0053	0.7%	33%	False	False	9,749

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8095
2.618	0.8032
1.618	0.7993
1.000	0.7969
0.618	0.7954
HIGH	0.7930
0.618	0.7915
0.500	0.7910
0.382	0.7905
LOW	0.7891
0.618	0.7866
1.000	0.7852
1.618	0.7827
2.618	0.7788
4.250	0.7725

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	0.7918	0.7906
PP	0.7914	0.7889
S1	0.7910	0.7872

Download as Excel Spreadsheet

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

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