CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 07-Oct-2021

Day Change Summary
	Previous	Current
	06-Oct-2021	07-Oct-2021	Change	Change %	Previous Week
Open	0.7946	0.7943	-0.0003	0.0%	0.7910
High	0.7946	0.7971	0.0025	0.3%	0.7940
Low	0.7910	0.7942	0.0033	0.4%	0.7829
Close	0.7942	0.7966	0.0024	0.3%	0.7914
Range	0.0036	0.0029	-0.0008	-20.8%	0.0111
ATR	0.0060	0.0058	-0.0002	-3.7%	0.0000
Volume	118	109	-9	-7.6%	615

Daily Pivots for day following 07-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8045	0.8034	0.7981
R3	0.8016	0.8005	0.7973
R2	0.7988	0.7988	0.7971
R1	0.7977	0.7977	0.7968	0.7982
PP	0.7959	0.7959	0.7959	0.7962
S1	0.7948	0.7948	0.7963	0.7954
S2	0.7931	0.7931	0.7960
S3	0.7902	0.7920	0.7958
S4	0.7874	0.7891	0.7950

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	0.7971	0.7850	0.0121	1.5%	0.0047	0.6%	96%	True	False	148
10	0.7971	0.7829	0.0142	1.8%	0.0054	0.7%	96%	True	False	120
20	0.7971	0.7755	0.0216	2.7%	0.0059	0.7%	98%	True	False	98
40	0.8001	0.7724	0.0277	3.5%	0.0054	0.7%	87%	False	False	78
60	0.8048	0.7724	0.0324	4.1%	0.0050	0.6%	75%	False	False	56
80	0.8219	0.7724	0.0495	6.2%	0.0052	0.6%	49%	False	False	46
100	0.8319	0.7724	0.0595	7.5%	0.0048	0.6%	41%	False	False	38

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 23 trading days

Fibonacci Retracements and Extensions
4.250	0.8092
2.618	0.8045
1.618	0.8017
1.000	0.7999
0.618	0.7988
HIGH	0.7971
0.618	0.7960
0.500	0.7956
0.382	0.7953
LOW	0.7942
0.618	0.7924
1.000	0.7914
1.618	0.7896
2.618	0.7867
4.250	0.7821

Fisher Pivots for day following 07-Oct-2021
Pivot	1 day	3 day
R1	0.7962	0.7957
PP	0.7959	0.7949
S1	0.7956	0.7940

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

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