CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 28-Sep-2021

Day Change Summary
	Previous	Current
	27-Sep-2021	28-Sep-2021	Change	Change %	Previous Week
Open	0.7900	0.7919	0.0019	0.2%	0.7835
High	0.7930	0.7940	0.0010	0.1%	0.7915
Low	0.7891	0.7869	-0.0022	-0.3%	0.7754
Close	0.7923	0.7887	-0.0036	-0.5%	0.7897
Range	0.0039	0.0071	0.0032	80.8%	0.0161
ATR	0.0063	0.0064	0.0001	0.8%	0.0000
Volume	69,322	93,516	24,194	34.9%	437,087

Daily Pivots for day following 28-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8110	0.8069	0.7925
R3	0.8039	0.7998	0.7906
R2	0.7969	0.7969	0.7899
R1	0.7928	0.7928	0.7893	0.7913
PP	0.7898	0.7898	0.7898	0.7891
S1	0.7857	0.7857	0.7880	0.7843
S2	0.7828	0.7828	0.7874
S3	0.7757	0.7787	0.7867
S4	0.7687	0.7716	0.7848

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	0.7940	0.7795	0.0145	1.8%	0.0069	0.9%	63%	True	False	83,683
10	0.7940	0.7754	0.0186	2.4%	0.0068	0.9%	72%	True	False	80,662
20	0.8009	0.7754	0.0255	3.2%	0.0064	0.8%	52%	False	False	61,951
40	0.8014	0.7723	0.0292	3.7%	0.0058	0.7%	56%	False	False	31,316
60	0.8127	0.7723	0.0405	5.1%	0.0059	0.8%	41%	False	False	20,937
80	0.8291	0.7723	0.0568	7.2%	0.0057	0.7%	29%	False	False	15,754
100	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	27%	False	False	12,623
120	0.8324	0.7723	0.0601	7.6%	0.0054	0.7%	27%	False	False	10,528

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8239
2.618	0.8124
1.618	0.8054
1.000	0.8010
0.618	0.7983
HIGH	0.7940
0.618	0.7913
0.500	0.7904
0.382	0.7896
LOW	0.7869
0.618	0.7825
1.000	0.7799
1.618	0.7755
2.618	0.7684
4.250	0.7569

Fisher Pivots for day following 28-Sep-2021
Pivot	1 day	3 day
R1	0.7904	0.7897
PP	0.7898	0.7893
S1	0.7892	0.7890

Download as Excel Spreadsheet

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

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