CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 04-Oct-2021

Day Change Summary
	Previous	Current
	01-Oct-2021	04-Oct-2021	Change	Change %	Previous Week
Open	0.7885	0.7924	0.0039	0.5%	0.7910
High	0.7919	0.7959	0.0040	0.5%	0.7940
Low	0.7850	0.7906	0.0057	0.7%	0.7829
Close	0.7914	0.7948	0.0035	0.4%	0.7914
Range	0.0070	0.0053	-0.0017	-24.5%	0.0111
ATR	0.0063	0.0063	-0.0001	-1.2%	0.0000
Volume	197	192	-5	-2.5%	615

Daily Pivots for day following 04-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8095	0.8074	0.7977
R3	0.8043	0.8022	0.7962
R2	0.7990	0.7990	0.7958
R1	0.7969	0.7969	0.7953	0.7980
PP	0.7938	0.7938	0.7938	0.7943
S1	0.7917	0.7917	0.7943	0.7927
S2	0.7885	0.7885	0.7938
S3	0.7833	0.7864	0.7934
S4	0.7780	0.7812	0.7919

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8181	0.7975
R3	0.8116	0.8070	0.7944
R2	0.8005	0.8005	0.7934
R1	0.7959	0.7959	0.7924	0.7982
PP	0.7894	0.7894	0.7894	0.7905
S1	0.7848	0.7848	0.7903	0.7871
S2	0.7783	0.7783	0.7893
S3	0.7672	0.7737	0.7883
S4	0.7561	0.7626	0.7852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7959	0.7829	0.0130	1.6%	0.0067	0.8%	92%	True	False	138
10	0.7959	0.7784	0.0175	2.2%	0.0067	0.8%	94%	True	False	121
20	0.7986	0.7755	0.0232	2.9%	0.0065	0.8%	84%	False	False	100
40	0.8004	0.7724	0.0280	3.5%	0.0054	0.7%	80%	False	False	70
60	0.8048	0.7724	0.0324	4.1%	0.0051	0.6%	69%	False	False	51
80	0.8276	0.7724	0.0552	6.9%	0.0051	0.6%	41%	False	False	42
100	0.8319	0.7724	0.0595	7.5%	0.0048	0.6%	38%	False	False	35

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0014
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8182
2.618	0.8096
1.618	0.8043
1.000	0.8011
0.618	0.7991
HIGH	0.7959
0.618	0.7938
0.500	0.7932
0.382	0.7926
LOW	0.7906
0.618	0.7874
1.000	0.7854
1.618	0.7821
2.618	0.7769
4.250	0.7683

Fisher Pivots for day following 04-Oct-2021
Pivot	1 day	3 day
R1	0.7943	0.7931
PP	0.7938	0.7914
S1	0.7932	0.7897

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

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