CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 14-Oct-2021

Day Change Summary
	Previous	Current
	13-Oct-2021	14-Oct-2021	Change	Change %	Previous Week
Open	0.8022	0.8048	0.0026	0.3%	0.7924
High	0.8042	0.8091	0.0050	0.6%	0.8025
Low	0.8015	0.8047	0.0033	0.4%	0.7906
Close	0.8042	0.8085	0.0044	0.5%	0.8025
Range	0.0027	0.0044	0.0017	63.0%	0.0119
ATR	0.0052	0.0052	0.0000	-0.4%	0.0000
Volume	163	71	-92	-56.4%	677

Daily Pivots for day following 14-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8206	0.8190	0.8109
R3	0.8162	0.8146	0.8097
R2	0.8118	0.8118	0.8093
R1	0.8102	0.8102	0.8089	0.8110
PP	0.8074	0.8074	0.8074	0.8079
S1	0.8058	0.8058	0.8081	0.8066
S2	0.8030	0.8030	0.8077
S3	0.7986	0.8014	0.8073
S4	0.7942	0.7970	0.8061

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	0.8091	0.7965	0.0126	1.6%	0.0038	0.5%	95%	True	False	118
10	0.8091	0.7850	0.0242	3.0%	0.0043	0.5%	98%	True	False	133
20	0.8091	0.7755	0.0337	4.2%	0.0056	0.7%	98%	True	False	119
40	0.8091	0.7724	0.0367	4.5%	0.0056	0.7%	98%	True	False	91
60	0.8091	0.7724	0.0367	4.5%	0.0048	0.6%	98%	True	False	64
80	0.8159	0.7724	0.0435	5.4%	0.0050	0.6%	83%	False	False	52
100	0.8319	0.7724	0.0595	7.4%	0.0048	0.6%	61%	False	False	44

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0008
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8278
2.618	0.8206
1.618	0.8162
1.000	0.8135
0.618	0.8118
HIGH	0.8091
0.618	0.8074
0.500	0.8069
0.382	0.8064
LOW	0.8047
0.618	0.8020
1.000	0.8003
1.618	0.7976
2.618	0.7932
4.250	0.7860

Fisher Pivots for day following 14-Oct-2021
Pivot	1 day	3 day
R1	0.8080	0.8073
PP	0.8074	0.8060
S1	0.8069	0.8048

Download as Excel Spreadsheet

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

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