CME Canadian Dollar Future March 2022

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	0.7882	0.7835	-0.0048	-0.6%	0.7821
High	0.7893	0.7916	0.0024	0.3%	0.7914
Low	0.7829	0.7835	0.0006	0.1%	0.7755
Close	0.7845	0.7900	0.0055	0.7%	0.7898
Range	0.0064	0.0082	0.0018	27.3%	0.0160
ATR	0.0061	0.0063	0.0001	2.3%	0.0000
Volume	78	168	90	115.4%	485

Daily Pivots for day following 30-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8128	0.8095	0.7944
R3	0.8046	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	0.7851	0.7851	0.7892	0.7867
S2	0.7802	0.7802	0.7885
S3	0.7720	0.7769	0.7877
S4	0.7639	0.7688	0.7855

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	0.7829	0.0111	1.4%	0.0061	0.8%	64%	False	False	92
10	0.7940	0.7755	0.0185	2.3%	0.0070	0.9%	78%	False	False	104
20	0.8001	0.7755	0.0246	3.1%	0.0063	0.8%	59%	False	False	81
40	0.8013	0.7724	0.0289	3.7%	0.0053	0.7%	61%	False	False	60
60	0.8048	0.7724	0.0324	4.1%	0.0051	0.6%	54%	False	False	44
80	0.8285	0.7724	0.0561	7.1%	0.0051	0.6%	31%	False	False	37
100	0.8319	0.7724	0.0595	7.5%	0.0048	0.6%	29%	False	False	33

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	0.0011
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8262
2.618	0.8129
1.618	0.8048
1.000	0.7998
0.618	0.7966
HIGH	0.7916
0.618	0.7885
0.500	0.7875
0.382	0.7866
LOW	0.7835
0.618	0.7784
1.000	0.7753
1.618	0.7703
2.618	0.7621
4.250	0.7488

Fisher Pivots for day following 30-Sep-2021
Pivot	1 day	3 day
R1	0.7891	0.7894
PP	0.7883	0.7889
S1	0.7875	0.7884

Download as Excel Spreadsheet

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

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