CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 29-Oct-2021

Day Change Summary
	Previous	Current
	28-Oct-2021	29-Oct-2021	Change	Change %	Previous Week
Open	0.8080	0.8097	0.0018	0.2%	0.8081
High	0.8107	0.8109	0.0002	0.0%	0.8127
Low	0.8077	0.8062	-0.0015	-0.2%	0.8046
Close	0.8097	0.8079	-0.0019	-0.2%	0.8079
Range	0.0031	0.0047	0.0017	54.1%	0.0081
ATR	0.0047	0.0047	0.0000	0.1%	0.0000
Volume	100	138	38	38.0%	681

Daily Pivots for day following 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8224	0.8198	0.8104
R3	0.8177	0.8151	0.8091
R2	0.8130	0.8130	0.8087
R1	0.8104	0.8104	0.8083	0.8094
PP	0.8083	0.8083	0.8083	0.8078
S1	0.8057	0.8057	0.8074	0.8047
S2	0.8036	0.8036	0.8070
S3	0.7989	0.8010	0.8066
S4	0.7942	0.7963	0.8053

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8325	0.8282	0.8123
R3	0.8245	0.8202	0.8101
R2	0.8164	0.8164	0.8093
R1	0.8121	0.8121	0.8086	0.8103
PP	0.8084	0.8084	0.8084	0.8074
S1	0.8041	0.8041	0.8071	0.8022
S2	0.8003	0.8003	0.8064
S3	0.7923	0.7960	0.8056
S4	0.7842	0.7880	0.8034

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%	0.0044	0.5%	40%	False	False	136
10	0.8137	0.8046	0.0091	1.1%	0.0041	0.5%	36%	False	False	125
20	0.8137	0.7906	0.0231	2.9%	0.0040	0.5%	75%	False	False	130
40	0.8137	0.7755	0.0383	4.7%	0.0052	0.6%	85%	False	False	110
60	0.8137	0.7724	0.0413	5.1%	0.0050	0.6%	86%	False	False	87
80	0.8137	0.7724	0.0413	5.1%	0.0048	0.6%	86%	False	False	68
100	0.8278	0.7724	0.0554	6.9%	0.0049	0.6%	64%	False	False	58
120	0.8319	0.7724	0.0595	7.4%	0.0047	0.6%	60%	False	False	50

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8309
2.618	0.8232
1.618	0.8185
1.000	0.8156
0.618	0.8138
HIGH	0.8109
0.618	0.8091
0.500	0.8086
0.382	0.8080
LOW	0.8062
0.618	0.8033
1.000	0.8015
1.618	0.7986
2.618	0.7939
4.250	0.7862

Fisher Pivots for day following 29-Oct-2021
Pivot	1 day	3 day
R1	0.8086	0.8086
PP	0.8083	0.8084
S1	0.8081	0.8081

Download as Excel Spreadsheet

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

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