CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 30-Sep-2021

Day Change Summary
	Previous	Current
	29-Sep-2021	30-Sep-2021	Change	Change %	Previous Week
Open	0.7883	0.7838	-0.0045	-0.6%	0.7835
High	0.7893	0.7917	0.0024	0.3%	0.7915
Low	0.7827	0.7835	0.0008	0.1%	0.7754
Close	0.7844	0.7899	0.0055	0.7%	0.7897
Range	0.0066	0.0082	0.0016	24.2%	0.0161
ATR	0.0064	0.0065	0.0001	2.0%	0.0000
Volume	81,718	108,452	26,734	32.7%	437,087

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8129	0.8096	0.7944
R3	0.8047	0.8014	0.7922
R2	0.7965	0.7965	0.7914
R1	0.7932	0.7932	0.7907	0.7949
PP	0.7883	0.7883	0.7883	0.7892
S1	0.7850	0.7850	0.7891	0.7867
S2	0.7801	0.7801	0.7884
S3	0.7719	0.7768	0.7876
S4	0.7637	0.7686	0.7854

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	0.7827	0.0113	1.4%	0.0063	0.8%	64%	False	False	84,904
10	0.7940	0.7754	0.0186	2.4%	0.0073	0.9%	78%	False	False	86,948
20	0.8009	0.7754	0.0255	3.2%	0.0067	0.8%	57%	False	False	71,195
40	0.8014	0.7723	0.0292	3.7%	0.0059	0.7%	61%	False	False	36,058
60	0.8048	0.7723	0.0326	4.1%	0.0059	0.7%	54%	False	False	24,103
80	0.8288	0.7723	0.0566	7.2%	0.0059	0.7%	31%	False	False	18,122
100	0.8324	0.7723	0.0601	7.6%	0.0056	0.7%	29%	False	False	14,523
120	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	29%	False	False	12,113

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8265
2.618	0.8131
1.618	0.8049
1.000	0.7999
0.618	0.7967
HIGH	0.7917
0.618	0.7885
0.500	0.7876
0.382	0.7866
LOW	0.7835
0.618	0.7784
1.000	0.7753
1.618	0.7702
2.618	0.7620
4.250	0.7486

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	0.7891	0.7894
PP	0.7883	0.7889
S1	0.7876	0.7883

Download as Excel Spreadsheet

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

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