CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 02-Nov-2021

Day Change Summary
	Previous	Current
	01-Nov-2021	02-Nov-2021	Change	Change %	Previous Week
Open	0.8076	0.8082	0.0006	0.1%	0.8081
High	0.8092	0.8082	-0.0011	-0.1%	0.8127
Low	0.8069	0.8046	-0.0023	-0.3%	0.8046
Close	0.8083	0.8059	-0.0024	-0.3%	0.8079
Range	0.0024	0.0036	0.0012	51.1%	0.0081
ATR	0.0045	0.0044	-0.0001	-1.3%	0.0000
Volume	132	152	20	15.2%	681

Daily Pivots for day following 02-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8169	0.8149	0.8079
R3	0.8133	0.8114	0.8069
R2	0.8098	0.8098	0.8066
R1	0.8078	0.8078	0.8062	0.8070
PP	0.8062	0.8062	0.8062	0.8058
S1	0.8043	0.8043	0.8056	0.8035
S2	0.8027	0.8027	0.8052
S3	0.7991	0.8007	0.8049
S4	0.7956	0.7972	0.8039

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%	0.0043	0.5%	16%	False	True	154
10	0.8137	0.8046	0.0091	1.1%	0.0041	0.5%	14%	False	True	131
20	0.8137	0.7910	0.0228	2.8%	0.0038	0.5%	66%	False	False	129
40	0.8137	0.7755	0.0383	4.7%	0.0051	0.6%	80%	False	False	117
60	0.8137	0.7724	0.0413	5.1%	0.0049	0.6%	81%	False	False	91
80	0.8137	0.7724	0.0413	5.1%	0.0048	0.6%	81%	False	False	72
100	0.8238	0.7724	0.0514	6.4%	0.0049	0.6%	65%	False	False	60
120	0.8319	0.7724	0.0595	7.4%	0.0047	0.6%	56%	False	False	52

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
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	0.8232
2.618	0.8174
1.618	0.8139
1.000	0.8117
0.618	0.8103
HIGH	0.8082
0.618	0.8068
0.500	0.8064
0.382	0.8060
LOW	0.8046
0.618	0.8024
1.000	0.8011
1.618	0.7989
2.618	0.7953
4.250	0.7895

Fisher Pivots for day following 02-Nov-2021
Pivot	1 day	3 day
R1	0.8064	0.8078
PP	0.8062	0.8071
S1	0.8061	0.8065

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

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