CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 18-Oct-2021

Day Change Summary
	Previous	Current
	15-Oct-2021	18-Oct-2021	Change	Change %	Previous Week
Open	0.8084	0.8080	-0.0005	-0.1%	0.8010
High	0.8104	0.8088	-0.0016	-0.2%	0.8104
Low	0.8067	0.8063	-0.0004	0.0%	0.8005
Close	0.8075	0.8080	0.0005	0.1%	0.8075
Range	0.0037	0.0025	-0.0012	-32.4%	0.0100
ATR	0.0051	0.0049	-0.0002	-3.6%	0.0000
Volume	223	137	-86	-38.6%	686

Daily Pivots for day following 18-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8152	0.8141	0.8093
R3	0.8127	0.8116	0.8086
R2	0.8102	0.8102	0.8084
R1	0.8091	0.8091	0.8082	0.8092
PP	0.8077	0.8077	0.8077	0.8078
S1	0.8066	0.8066	0.8077	0.8067
S2	0.8052	0.8052	0.8075
S3	0.8027	0.8041	0.8073
S4	0.8002	0.8016	0.8066

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%	75%	False	False	140
10	0.8104	0.7910	0.0195	2.4%	0.0037	0.5%	87%	False	False	130
20	0.8104	0.7784	0.0320	4.0%	0.0052	0.6%	92%	False	False	126
40	0.8104	0.7755	0.0350	4.3%	0.0054	0.7%	93%	False	False	93
60	0.8104	0.7724	0.0380	4.7%	0.0048	0.6%	94%	False	False	70
80	0.8147	0.7724	0.0423	5.2%	0.0050	0.6%	84%	False	False	56
100	0.8319	0.7724	0.0595	7.4%	0.0048	0.6%	60%	False	False	47

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	0.0006
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.8194
2.618	0.8153
1.618	0.8128
1.000	0.8113
0.618	0.8103
HIGH	0.8088
0.618	0.8078
0.500	0.8076
0.382	0.8073
LOW	0.8063
0.618	0.8048
1.000	0.8038
1.618	0.8023
2.618	0.7998
4.250	0.7957

Fisher Pivots for day following 18-Oct-2021
Pivot	1 day	3 day
R1	0.8078	0.8078
PP	0.8077	0.8077
S1	0.8076	0.8076

Download as Excel Spreadsheet

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

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