CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	0.8072	0.8080	0.0008	0.1%	0.8080
High	0.8127	0.8107	-0.0020	-0.2%	0.8137
Low	0.8046	0.8077	0.0031	0.4%	0.8063
Close	0.8099	0.8097	-0.0002	0.0%	0.8086
Range	0.0081	0.0031	-0.0050	-62.1%	0.0074
ATR	0.0048	0.0047	-0.0001	-2.6%	0.0000
Volume	252	100	-152	-60.3%	573

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8185	0.8172	0.8114
R3	0.8155	0.8141	0.8105
R2	0.8124	0.8124	0.8103
R1	0.8111	0.8111	0.8100	0.8117
PP	0.8094	0.8094	0.8094	0.8097
S1	0.8080	0.8080	0.8094	0.8087
S2	0.8063	0.8063	0.8091
S3	0.8033	0.8050	0.8089
S4	0.8002	0.8019	0.8080

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	0.8127	0.8046	0.0081	1.0%	0.0042	0.5%	63%	False	False	135
10	0.8137	0.8046	0.0091	1.1%	0.0040	0.5%	56%	False	False	133
20	0.8137	0.7850	0.0288	3.6%	0.0042	0.5%	86%	False	False	133
40	0.8137	0.7755	0.0383	4.7%	0.0052	0.6%	90%	False	False	107
60	0.8137	0.7724	0.0413	5.1%	0.0049	0.6%	90%	False	False	84
80	0.8137	0.7724	0.0413	5.1%	0.0048	0.6%	90%	False	False	67
100	0.8285	0.7724	0.0561	6.9%	0.0049	0.6%	66%	False	False	56
120	0.8319	0.7724	0.0595	7.3%	0.0047	0.6%	63%	False	False	50

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8237
2.618	0.8187
1.618	0.8156
1.000	0.8138
0.618	0.8126
HIGH	0.8107
0.618	0.8095
0.500	0.8092
0.382	0.8088
LOW	0.8077
0.618	0.8058
1.000	0.8046
1.618	0.8027
2.618	0.7997
4.250	0.7947

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	0.8095	0.8093
PP	0.8094	0.8090
S1	0.8092	0.8086

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

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