CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 26-Oct-2021

Day Change Summary
	Previous	Current
	25-Oct-2021	26-Oct-2021	Change	Change %	Previous Week
Open	0.8081	0.8076	-0.0005	-0.1%	0.8080
High	0.8102	0.8095	-0.0007	-0.1%	0.8137
Low	0.8067	0.8068	0.0002	0.0%	0.8063
Close	0.8074	0.8073	-0.0001	0.0%	0.8086
Range	0.0035	0.0027	-0.0009	-24.3%	0.0074
ATR	0.0047	0.0045	-0.0001	-3.1%	0.0000
Volume	105	86	-19	-18.1%	573

Daily Pivots for day following 26-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8158	0.8142	0.8088
R3	0.8132	0.8116	0.8080
R2	0.8105	0.8105	0.8078
R1	0.8089	0.8089	0.8075	0.8084
PP	0.8079	0.8079	0.8079	0.8076
S1	0.8063	0.8063	0.8071	0.8057
S2	0.8052	0.8052	0.8068
S3	0.8026	0.8036	0.8066
S4	0.7999	0.8010	0.8058

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8317	0.8276	0.8127
R3	0.8243	0.8202	0.8106
R2	0.8169	0.8169	0.8100
R1	0.8128	0.8128	0.8093	0.8149
PP	0.8095	0.8095	0.8095	0.8106
S1	0.8054	0.8054	0.8079	0.8075
S2	0.8021	0.8021	0.8072
S3	0.7947	0.7980	0.8066
S4	0.7873	0.7906	0.8045

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8137	0.8067	0.0071	0.9%	0.0039	0.5%	9%	False	False	108
10	0.8137	0.8015	0.0123	1.5%	0.0036	0.5%	48%	False	False	122
20	0.8137	0.7829	0.0309	3.8%	0.0043	0.5%	79%	False	False	128
40	0.8137	0.7755	0.0383	4.7%	0.0051	0.6%	83%	False	False	100
60	0.8137	0.7724	0.0413	5.1%	0.0048	0.6%	85%	False	False	79
80	0.8137	0.7724	0.0413	5.1%	0.0049	0.6%	85%	False	False	62
100	0.8286	0.7724	0.0562	7.0%	0.0048	0.6%	62%	False	False	53
120	0.8319	0.7724	0.0595	7.4%	0.0046	0.6%	59%	False	False	48

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8207
2.618	0.8164
1.618	0.8137
1.000	0.8121
0.618	0.8111
HIGH	0.8095
0.618	0.8084
0.500	0.8081
0.382	0.8078
LOW	0.8068
0.618	0.8052
1.000	0.8042
1.618	0.8025
2.618	0.7999
4.250	0.7955

Fisher Pivots for day following 26-Oct-2021
Pivot	1 day	3 day
R1	0.8081	0.8090
PP	0.8079	0.8084
S1	0.8076	0.8079

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

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