CME Canadian Dollar Future March 2022

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	0.7917	0.7882	-0.0035	-0.4%	0.7821
High	0.7940	0.7893	-0.0047	-0.6%	0.7914
Low	0.7871	0.7829	-0.0042	-0.5%	0.7755
Close	0.7888	0.7845	-0.0043	-0.5%	0.7898
Range	0.0069	0.0064	-0.0005	-7.2%	0.0160
ATR	0.0061	0.0061	0.0000	0.3%	0.0000
Volume	56	78	22	39.3%	485

Daily Pivots for day following 29-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8047	0.8010	0.7880
R3	0.7983	0.7946	0.7863
R2	0.7919	0.7919	0.7857
R1	0.7882	0.7882	0.7851	0.7869
PP	0.7855	0.7855	0.7855	0.7849
S1	0.7818	0.7818	0.7839	0.7805
S2	0.7791	0.7791	0.7833
S3	0.7727	0.7754	0.7827
S4	0.7663	0.7690	0.7810

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	0.7940	0.7815	0.0125	1.6%	0.0065	0.8%	24%	False	False	73
10	0.7940	0.7755	0.0185	2.4%	0.0066	0.8%	49%	False	False	93
20	0.8001	0.7755	0.0246	3.1%	0.0060	0.8%	37%	False	False	74
40	0.8013	0.7724	0.0289	3.7%	0.0051	0.7%	42%	False	False	56
60	0.8048	0.7724	0.0324	4.1%	0.0050	0.6%	37%	False	False	42
80	0.8285	0.7724	0.0561	7.2%	0.0050	0.6%	22%	False	False	35
100	0.8319	0.7724	0.0595	7.6%	0.0047	0.6%	20%	False	False	32

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8165
2.618	0.8060
1.618	0.7996
1.000	0.7957
0.618	0.7932
HIGH	0.7893
0.618	0.7868
0.500	0.7861
0.382	0.7853
LOW	0.7829
0.618	0.7789
1.000	0.7765
1.618	0.7725
2.618	0.7661
4.250	0.7557

Fisher Pivots for day following 29-Sep-2021
Pivot	1 day	3 day
R1	0.7861	0.7884
PP	0.7855	0.7871
S1	0.7850	0.7858

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

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