CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 03-Nov-2021

Day Change Summary
	Previous	Current
	02-Nov-2021	03-Nov-2021	Change	Change %	Previous Week
Open	0.8082	0.8056	-0.0026	-0.3%	0.8081
High	0.8082	0.8068	-0.0014	-0.2%	0.8127
Low	0.8046	0.8032	-0.0015	-0.2%	0.8046
Close	0.8059	0.8068	0.0009	0.1%	0.8079
Range	0.0036	0.0037	0.0001	2.8%	0.0081
ATR	0.0044	0.0044	-0.0001	-1.3%	0.0000
Volume	152	236	84	55.3%	681

Daily Pivots for day following 03-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8165	0.8153	0.8088
R3	0.8129	0.8117	0.8078
R2	0.8092	0.8092	0.8075
R1	0.8080	0.8080	0.8071	0.8086
PP	0.8056	0.8056	0.8056	0.8059
S1	0.8044	0.8044	0.8065	0.8050
S2	0.8019	0.8019	0.8061
S3	0.7983	0.8007	0.8058
S4	0.7946	0.7971	0.8048

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	0.8109	0.8032	0.0078	1.0%	0.0035	0.4%	47%	False	True	151
10	0.8137	0.8032	0.0106	1.3%	0.0041	0.5%	35%	False	True	144
20	0.8137	0.7942	0.0195	2.4%	0.0038	0.5%	65%	False	False	134
40	0.8137	0.7755	0.0383	4.7%	0.0050	0.6%	82%	False	False	121
60	0.8137	0.7724	0.0413	5.1%	0.0049	0.6%	83%	False	False	95
80	0.8137	0.7724	0.0413	5.1%	0.0048	0.6%	83%	False	False	74
100	0.8236	0.7724	0.0512	6.3%	0.0049	0.6%	67%	False	False	62
120	0.8319	0.7724	0.0595	7.4%	0.0046	0.6%	58%	False	False	53

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8223
2.618	0.8164
1.618	0.8127
1.000	0.8105
0.618	0.8091
HIGH	0.8068
0.618	0.8054
0.500	0.8050
0.382	0.8045
LOW	0.8032
0.618	0.8009
1.000	0.7995
1.618	0.7972
2.618	0.7936
4.250	0.7876

Fisher Pivots for day following 03-Nov-2021
Pivot	1 day	3 day
R1	0.8062	0.8066
PP	0.8056	0.8064
S1	0.8050	0.8062

Download as Excel Spreadsheet

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

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