CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 29-Sep-2021

Day Change Summary
	Previous	Current
	28-Sep-2021	29-Sep-2021	Change	Change %	Previous Week
Open	0.7919	0.7883	-0.0036	-0.4%	0.7835
High	0.7940	0.7893	-0.0047	-0.6%	0.7915
Low	0.7869	0.7827	-0.0042	-0.5%	0.7754
Close	0.7887	0.7844	-0.0043	-0.5%	0.7897
Range	0.0071	0.0066	-0.0005	-6.4%	0.0161
ATR	0.0064	0.0064	0.0000	0.3%	0.0000
Volume	93,516	81,718	-11,798	-12.6%	437,087

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8053	0.8014	0.7880
R3	0.7987	0.7948	0.7862
R2	0.7921	0.7921	0.7856
R1	0.7882	0.7882	0.7850	0.7869
PP	0.7855	0.7855	0.7855	0.7848
S1	0.7816	0.7816	0.7838	0.7803
S2	0.7789	0.7789	0.7832
S3	0.7723	0.7750	0.7826
S4	0.7657	0.7684	0.7808

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	0.7814	0.0126	1.6%	0.0066	0.8%	24%	False	False	81,156
10	0.7940	0.7754	0.0186	2.4%	0.0070	0.9%	49%	False	False	82,224
20	0.8009	0.7754	0.0255	3.3%	0.0064	0.8%	35%	False	False	65,895
40	0.8014	0.7723	0.0292	3.7%	0.0058	0.7%	42%	False	False	33,351
60	0.8049	0.7723	0.0326	4.2%	0.0058	0.7%	37%	False	False	22,296
80	0.8288	0.7723	0.0566	7.2%	0.0058	0.7%	21%	False	False	16,768
100	0.8324	0.7723	0.0601	7.7%	0.0055	0.7%	20%	False	False	13,439
120	0.8324	0.7723	0.0601	7.7%	0.0054	0.7%	20%	False	False	11,209

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8174
2.618	0.8066
1.618	0.8000
1.000	0.7959
0.618	0.7934
HIGH	0.7893
0.618	0.7868
0.500	0.7860
0.382	0.7852
LOW	0.7827
0.618	0.7786
1.000	0.7761
1.618	0.7720
2.618	0.7654
4.250	0.7547

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	0.7860	0.7883
PP	0.7855	0.7870
S1	0.7849	0.7857

Download as Excel Spreadsheet

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

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