CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	0.8076	0.8072	-0.0005	-0.1%	0.8080
High	0.8095	0.8127	0.0032	0.4%	0.8137
Low	0.8068	0.8046	-0.0022	-0.3%	0.8063
Close	0.8073	0.8099	0.0026	0.3%	0.8086
Range	0.0027	0.0081	0.0054	203.8%	0.0074
ATR	0.0045	0.0048	0.0003	5.6%	0.0000
Volume	86	252	166	193.0%	573

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8332	0.8296	0.8143
R3	0.8251	0.8215	0.8121
R2	0.8171	0.8171	0.8113
R1	0.8135	0.8135	0.8106	0.8153
PP	0.8090	0.8090	0.8090	0.8099
S1	0.8054	0.8054	0.8091	0.8072
S2	0.8010	0.8010	0.8084
S3	0.7929	0.7974	0.8076
S4	0.7849	0.7893	0.8054

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	0.8046	0.0091	1.1%	0.0048	0.6%	58%	False	True	136
10	0.8137	0.8046	0.0091	1.1%	0.0042	0.5%	58%	False	True	131
20	0.8137	0.7835	0.0303	3.7%	0.0044	0.5%	87%	False	False	137
40	0.8137	0.7755	0.0383	4.7%	0.0052	0.6%	90%	False	False	105
60	0.8137	0.7724	0.0413	5.1%	0.0049	0.6%	91%	False	False	83
80	0.8137	0.7724	0.0413	5.1%	0.0049	0.6%	91%	False	False	65
100	0.8285	0.7724	0.0561	6.9%	0.0049	0.6%	67%	False	False	55
120	0.8319	0.7724	0.0595	7.3%	0.0046	0.6%	63%	False	False	49

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.8469
2.618	0.8337
1.618	0.8257
1.000	0.8207
0.618	0.8176
HIGH	0.8127
0.618	0.8096
0.500	0.8086
0.382	0.8077
LOW	0.8046
0.618	0.7996
1.000	0.7966
1.618	0.7916
2.618	0.7835
4.250	0.7704

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	0.8094	0.8094
PP	0.8090	0.8090
S1	0.8086	0.8086

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

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