CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 01-Nov-2021

Day Change Summary
	Previous	Current
	29-Oct-2021	01-Nov-2021	Change	Change %	Previous Week
Open	0.8097	0.8076	-0.0022	-0.3%	0.8081
High	0.8109	0.8092	-0.0017	-0.2%	0.8127
Low	0.8062	0.8069	0.0007	0.1%	0.8046
Close	0.8079	0.8083	0.0004	0.0%	0.8079
Range	0.0047	0.0024	-0.0024	-50.0%	0.0081
ATR	0.0047	0.0045	-0.0002	-3.5%	0.0000
Volume	138	132	-6	-4.3%	681

Daily Pivots for day following 01-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8152	0.8141	0.8095
R3	0.8128	0.8117	0.8089
R2	0.8105	0.8105	0.8087
R1	0.8094	0.8094	0.8085	0.8099
PP	0.8081	0.8081	0.8081	0.8084
S1	0.8070	0.8070	0.8080	0.8076
S2	0.8058	0.8058	0.8078
S3	0.8034	0.8047	0.8076
S4	0.8011	0.8023	0.8070

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%	0.0042	0.5%	45%	False	False	141
10	0.8137	0.8046	0.0091	1.1%	0.0041	0.5%	40%	False	False	124
20	0.8137	0.7910	0.0228	2.8%	0.0039	0.5%	76%	False	False	127
40	0.8137	0.7755	0.0383	4.7%	0.0052	0.6%	86%	False	False	113
60	0.8137	0.7724	0.0413	5.1%	0.0049	0.6%	87%	False	False	89
80	0.8137	0.7724	0.0413	5.1%	0.0048	0.6%	87%	False	False	70
100	0.8276	0.7724	0.0552	6.8%	0.0049	0.6%	65%	False	False	59
120	0.8319	0.7724	0.0595	7.4%	0.0047	0.6%	60%	False	False	51

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 53 trading days

Fibonacci Retracements and Extensions
4.250	0.8192
2.618	0.8154
1.618	0.8130
1.000	0.8116
0.618	0.8107
HIGH	0.8092
0.618	0.8083
0.500	0.8080
0.382	0.8077
LOW	0.8069
0.618	0.8054
1.000	0.8045
1.618	0.8030
2.618	0.8007
4.250	0.7969

Fisher Pivots for day following 01-Nov-2021
Pivot	1 day	3 day
R1	0.8082	0.8086
PP	0.8081	0.8085
S1	0.8080	0.8084

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

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