CME Canadian Dollar Future March 2022

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	0.7910	0.0010	0.1%	0.7821
High	0.7910	0.7930	0.0020	0.2%	0.7914
Low	0.7856	0.7892	0.0037	0.5%	0.7755
Close	0.7898	0.7923	0.0025	0.3%	0.7898
Range	0.0055	0.0038	-0.0017	-31.2%	0.0160
ATR	0.0062	0.0061	-0.0002	-2.9%	0.0000
Volume	42	116	74	176.2%	485

Daily Pivots for day following 27-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8027	0.8013	0.7944
R3	0.7990	0.7975	0.7933
R2	0.7952	0.7952	0.7930
R1	0.7938	0.7938	0.7926	0.7945
PP	0.7915	0.7915	0.7915	0.7919
S1	0.7900	0.7900	0.7920	0.7908
S2	0.7877	0.7877	0.7916
S3	0.7840	0.7863	0.7913
S4	0.7802	0.7825	0.7902

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8334	0.8276	0.7986
R3	0.8175	0.8116	0.7942
R2	0.8015	0.8015	0.7927
R1	0.7957	0.7957	0.7913	0.7986
PP	0.7856	0.7856	0.7856	0.7870
S1	0.7797	0.7797	0.7883	0.7826
S2	0.7696	0.7696	0.7869
S3	0.7537	0.7638	0.7854
S4	0.7377	0.7478	0.7810

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7930	0.7784	0.0146	1.8%	0.0066	0.8%	96%	True	False	105
10	0.7934	0.7755	0.0180	2.3%	0.0064	0.8%	94%	False	False	86
20	0.8001	0.7755	0.0246	3.1%	0.0058	0.7%	68%	False	False	79
40	0.8028	0.7724	0.0304	3.8%	0.0050	0.6%	65%	False	False	54
60	0.8127	0.7724	0.0403	5.1%	0.0051	0.6%	49%	False	False	40
80	0.8286	0.7724	0.0562	7.1%	0.0049	0.6%	35%	False	False	34
100	0.8319	0.7724	0.0595	7.5%	0.0046	0.6%	33%	False	False	31

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	0.0012
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8089
2.618	0.8028
1.618	0.7990
1.000	0.7967
0.618	0.7953
HIGH	0.7930
0.618	0.7915
0.500	0.7911
0.382	0.7906
LOW	0.7892
0.618	0.7869
1.000	0.7855
1.618	0.7831
2.618	0.7794
4.250	0.7733

Fisher Pivots for day following 27-Sep-2021
Pivot	1 day	3 day
R1	0.7919	0.7906
PP	0.7915	0.7889
S1	0.7911	0.7872

Download as Excel Spreadsheet

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

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