CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 19-Oct-2021

Day Change Summary
	Previous	Current
	18-Oct-2021	19-Oct-2021	Change	Change %	Previous Week
Open	0.8080	0.8081	0.0001	0.0%	0.8010
High	0.8088	0.8119	0.0031	0.4%	0.8104
Low	0.8063	0.8081	0.0018	0.2%	0.8005
Close	0.8080	0.8091	0.0011	0.1%	0.8075
Range	0.0025	0.0038	0.0013	52.0%	0.0100
ATR	0.0049	0.0048	-0.0001	-1.5%	0.0000
Volume	137	84	-53	-38.7%	686

Daily Pivots for day following 19-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8211	0.8189	0.8111
R3	0.8173	0.8151	0.8101
R2	0.8135	0.8135	0.8097
R1	0.8113	0.8113	0.8094	0.8124
PP	0.8097	0.8097	0.8097	0.8102
S1	0.8075	0.8075	0.8087	0.8086
S2	0.8059	0.8059	0.8084
S3	0.8021	0.8037	0.8080
S4	0.7983	0.7999	0.8070

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	0.8119	0.8015	0.0104	1.3%	0.0034	0.4%	73%	True	False	135
10	0.8119	0.7910	0.0209	2.6%	0.0036	0.4%	87%	True	False	126
20	0.8119	0.7797	0.0322	4.0%	0.0050	0.6%	91%	True	False	118
40	0.8119	0.7755	0.0364	4.5%	0.0052	0.6%	92%	True	False	93
60	0.8119	0.7724	0.0395	4.9%	0.0048	0.6%	93%	True	False	71
80	0.8137	0.7724	0.0413	5.1%	0.0050	0.6%	89%	False	False	57
100	0.8319	0.7724	0.0595	7.4%	0.0048	0.6%	62%	False	False	48

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0004
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8280
2.618	0.8218
1.618	0.8180
1.000	0.8157
0.618	0.8142
HIGH	0.8119
0.618	0.8104
0.500	0.8100
0.382	0.8095
LOW	0.8081
0.618	0.8057
1.000	0.8043
1.618	0.8019
2.618	0.7981
4.250	0.7919

Fisher Pivots for day following 19-Oct-2021
Pivot	1 day	3 day
R1	0.8100	0.8091
PP	0.8097	0.8091
S1	0.8094	0.8091

Download as Excel Spreadsheet

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

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