CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 06-Oct-2021

Day Change Summary
	Previous	Current
	05-Oct-2021	06-Oct-2021	Change	Change %	Previous Week
Open	0.7934	0.7946	0.0012	0.2%	0.7910
High	0.7967	0.7946	-0.0022	-0.3%	0.7940
Low	0.7919	0.7910	-0.0010	-0.1%	0.7829
Close	0.7951	0.7942	-0.0009	-0.1%	0.7914
Range	0.0048	0.0036	-0.0012	-25.0%	0.0111
ATR	0.0062	0.0060	-0.0001	-2.4%	0.0000
Volume	128	118	-10	-7.8%	615

Daily Pivots for day following 06-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.8027	0.7961
R3	0.8004	0.7991	0.7951
R2	0.7968	0.7968	0.7948
R1	0.7955	0.7955	0.7945	0.7944
PP	0.7932	0.7932	0.7932	0.7927
S1	0.7919	0.7919	0.7938	0.7908
S2	0.7896	0.7896	0.7935
S3	0.7860	0.7883	0.7932
S4	0.7824	0.7847	0.7922

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	0.7835	0.0133	1.7%	0.0058	0.7%	81%	False	False	160
10	0.7967	0.7815	0.0153	1.9%	0.0061	0.8%	83%	False	False	116
20	0.7967	0.7755	0.0213	2.7%	0.0061	0.8%	88%	False	False	107
40	0.8004	0.7724	0.0280	3.5%	0.0055	0.7%	78%	False	False	75
60	0.8048	0.7724	0.0324	4.1%	0.0051	0.6%	67%	False	False	55
80	0.8236	0.7724	0.0512	6.4%	0.0052	0.7%	43%	False	False	44
100	0.8319	0.7724	0.0595	7.5%	0.0048	0.6%	37%	False	False	37

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	0.8099
2.618	0.8040
1.618	0.8004
1.000	0.7982
0.618	0.7968
HIGH	0.7946
0.618	0.7932
0.500	0.7928
0.382	0.7923
LOW	0.7910
0.618	0.7887
1.000	0.7874
1.618	0.7851
2.618	0.7815
4.250	0.7757

Fisher Pivots for day following 06-Oct-2021
Pivot	1 day	3 day
R1	0.7937	0.7940
PP	0.7932	0.7938
S1	0.7928	0.7937

Download as Excel Spreadsheet

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

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