CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 11-Oct-2021

Day Change Summary
	Previous	Current
	08-Oct-2021	11-Oct-2021	Change	Change %	Previous Week
Open	0.7967	0.8010	0.0043	0.5%	0.7924
High	0.8025	0.8035	0.0010	0.1%	0.8025
Low	0.7965	0.8009	0.0044	0.6%	0.7906
Close	0.8025	0.8014	-0.0012	-0.1%	0.8025
Range	0.0060	0.0026	-0.0035	-57.5%	0.0119
ATR	0.0058	0.0056	-0.0002	-4.0%	0.0000
Volume	130	123	-7	-5.4%	677

Daily Pivots for day following 11-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8096	0.8080	0.8028
R3	0.8070	0.8055	0.8021
R2	0.8045	0.8045	0.8018
R1	0.8029	0.8029	0.8016	0.8037
PP	0.8019	0.8019	0.8019	0.8023
S1	0.8004	0.8004	0.8011	0.8011
S2	0.7994	0.7994	0.8009
S3	0.7968	0.7978	0.8006
S4	0.7943	0.7953	0.7999

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8342	0.8303	0.8090
R3	0.8223	0.8184	0.8058
R2	0.8104	0.8104	0.8047
R1	0.8065	0.8065	0.8036	0.8085
PP	0.7985	0.7985	0.7985	0.7995
S1	0.7946	0.7946	0.8014	0.7966
S2	0.7866	0.7866	0.8003
S3	0.7747	0.7827	0.7992
S4	0.7628	0.7708	0.7960

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8035	0.7910	0.0125	1.6%	0.0040	0.5%	83%	True	False	121
10	0.8035	0.7829	0.0206	2.6%	0.0053	0.7%	90%	True	False	129
20	0.8035	0.7755	0.0280	3.5%	0.0059	0.7%	93%	True	False	108
40	0.8035	0.7724	0.0311	3.9%	0.0056	0.7%	93%	True	False	83
60	0.8048	0.7724	0.0324	4.0%	0.0050	0.6%	89%	False	False	59
80	0.8159	0.7724	0.0435	5.4%	0.0051	0.6%	67%	False	False	48
100	0.8319	0.7724	0.0595	7.4%	0.0048	0.6%	49%	False	False	40

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 25 trading days

Fibonacci Retracements and Extensions
4.250	0.8143
2.618	0.8101
1.618	0.8076
1.000	0.8060
0.618	0.8050
HIGH	0.8035
0.618	0.8025
0.500	0.8022
0.382	0.8019
LOW	0.8009
0.618	0.7993
1.000	0.7984
1.618	0.7968
2.618	0.7942
4.250	0.7901

Fisher Pivots for day following 11-Oct-2021
Pivot	1 day	3 day
R1	0.8022	0.8005
PP	0.8019	0.7997
S1	0.8016	0.7988

Download as Excel Spreadsheet

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

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