CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 05-Oct-2021

Day Change Summary
	Previous	Current
	04-Oct-2021	05-Oct-2021	Change	Change %	Previous Week
Open	0.7924	0.7934	0.0010	0.1%	0.7910
High	0.7959	0.7967	0.0009	0.1%	0.7940
Low	0.7906	0.7919	0.0013	0.2%	0.7829
Close	0.7948	0.7951	0.0003	0.0%	0.7914
Range	0.0053	0.0048	-0.0005	-8.6%	0.0111
ATR	0.0063	0.0062	-0.0001	-1.7%	0.0000
Volume	192	128	-64	-33.3%	615

Daily Pivots for day following 05-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8090	0.8068	0.7977
R3	0.8042	0.8020	0.7964
R2	0.7994	0.7994	0.7959
R1	0.7972	0.7972	0.7955	0.7983
PP	0.7946	0.7946	0.7946	0.7951
S1	0.7924	0.7924	0.7946	0.7935
S2	0.7898	0.7898	0.7942
S3	0.7850	0.7876	0.7937
S4	0.7802	0.7828	0.7924

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	0.7967	0.7829	0.0139	1.7%	0.0063	0.8%	88%	True	False	152
10	0.7967	0.7797	0.0171	2.1%	0.0065	0.8%	90%	True	False	110
20	0.7967	0.7755	0.0213	2.7%	0.0063	0.8%	92%	True	False	105
40	0.8004	0.7724	0.0280	3.5%	0.0055	0.7%	81%	False	False	73
60	0.8048	0.7724	0.0324	4.1%	0.0051	0.6%	70%	False	False	53
80	0.8238	0.7724	0.0514	6.5%	0.0051	0.6%	44%	False	False	43
100	0.8319	0.7724	0.0595	7.5%	0.0048	0.6%	38%	False	False	36

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	0.0013
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8171
2.618	0.8093
1.618	0.8045
1.000	0.8015
0.618	0.7997
HIGH	0.7967
0.618	0.7949
0.500	0.7943
0.382	0.7937
LOW	0.7919
0.618	0.7889
1.000	0.7871
1.618	0.7841
2.618	0.7793
4.250	0.7715

Fisher Pivots for day following 05-Oct-2021
Pivot	1 day	3 day
R1	0.7948	0.7936
PP	0.7946	0.7922
S1	0.7943	0.7908

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

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