CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 15-Oct-2021

Day Change Summary
	Previous	Current
	14-Oct-2021	15-Oct-2021	Change	Change %	Previous Week
Open	0.8048	0.8084	0.0037	0.5%	0.8010
High	0.8091	0.8104	0.0013	0.2%	0.8104
Low	0.8047	0.8067	0.0020	0.2%	0.8005
Close	0.8085	0.8075	-0.0011	-0.1%	0.8075
Range	0.0044	0.0037	-0.0007	-15.9%	0.0100
ATR	0.0052	0.0051	-0.0001	-2.1%	0.0000
Volume	71	223	152	214.1%	686

Daily Pivots for day following 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8193	0.8171	0.8095
R3	0.8156	0.8134	0.8085
R2	0.8119	0.8119	0.8081
R1	0.8097	0.8097	0.8078	0.8089
PP	0.8082	0.8082	0.8082	0.8078
S1	0.8060	0.8060	0.8071	0.8052
S2	0.8045	0.8045	0.8068
S3	0.8008	0.8023	0.8064
S4	0.7971	0.7986	0.8054

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8360	0.8317	0.8129
R3	0.8260	0.8217	0.8102
R2	0.8161	0.8161	0.8093
R1	0.8118	0.8118	0.8084	0.8139
PP	0.8061	0.8061	0.8061	0.8072
S1	0.8018	0.8018	0.8065	0.8040
S2	0.7962	0.7962	0.8056
S3	0.7862	0.7919	0.8047
S4	0.7763	0.7819	0.8020

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8104	0.8005	0.0100	1.2%	0.0034	0.4%	70%	True	False	137
10	0.8104	0.7906	0.0198	2.5%	0.0039	0.5%	85%	True	False	136
20	0.8104	0.7755	0.0350	4.3%	0.0054	0.7%	92%	True	False	123
40	0.8104	0.7724	0.0380	4.7%	0.0055	0.7%	92%	True	False	94
60	0.8104	0.7724	0.0380	4.7%	0.0048	0.6%	92%	True	False	67
80	0.8147	0.7724	0.0423	5.2%	0.0050	0.6%	83%	False	False	55
100	0.8319	0.7724	0.0595	7.4%	0.0048	0.6%	59%	False	False	46

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8261
2.618	0.8201
1.618	0.8164
1.000	0.8141
0.618	0.8127
HIGH	0.8104
0.618	0.8090
0.500	0.8086
0.382	0.8081
LOW	0.8067
0.618	0.8044
1.000	0.8030
1.618	0.8007
2.618	0.7970
4.250	0.7910

Fisher Pivots for day following 15-Oct-2021
Pivot	1 day	3 day
R1	0.8086	0.8069
PP	0.8082	0.8064
S1	0.8078	0.8059

Download as Excel Spreadsheet

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

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