CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	0.8056	0.8073	0.0017	0.2%	0.8081
High	0.8068	0.8077	0.0009	0.1%	0.8127
Low	0.8032	0.8019	-0.0013	-0.2%	0.8046
Close	0.8068	0.8025	-0.0044	-0.5%	0.8079
Range	0.0037	0.0058	0.0021	57.5%	0.0081
ATR	0.0044	0.0045	0.0001	2.2%	0.0000
Volume	236	221	-15	-6.4%	681

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8213	0.8176	0.8056
R3	0.8155	0.8119	0.8040
R2	0.8098	0.8098	0.8035
R1	0.8061	0.8061	0.8030	0.8051
PP	0.8040	0.8040	0.8040	0.8035
S1	0.8004	0.8004	0.8019	0.7993
S2	0.7983	0.7983	0.8014
S3	0.7925	0.7946	0.8009
S4	0.7868	0.7889	0.7993

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	0.8019	0.0090	1.1%	0.0040	0.5%	6%	False	True	175
10	0.8127	0.8019	0.0108	1.3%	0.0041	0.5%	5%	False	True	155
20	0.8137	0.7965	0.0172	2.1%	0.0040	0.5%	35%	False	False	140
40	0.8137	0.7755	0.0383	4.8%	0.0050	0.6%	71%	False	False	119
60	0.8137	0.7724	0.0413	5.1%	0.0050	0.6%	73%	False	False	98
80	0.8137	0.7724	0.0413	5.1%	0.0048	0.6%	73%	False	False	77
100	0.8219	0.7724	0.0495	6.2%	0.0049	0.6%	61%	False	False	65
120	0.8319	0.7724	0.0595	7.4%	0.0047	0.6%	51%	False	False	55

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8321
2.618	0.8227
1.618	0.8170
1.000	0.8134
0.618	0.8112
HIGH	0.8077
0.618	0.8055
0.500	0.8048
0.382	0.8041
LOW	0.8019
0.618	0.7983
1.000	0.7962
1.618	0.7926
2.618	0.7868
4.250	0.7775

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	0.8048	0.8050
PP	0.8040	0.8042
S1	0.8032	0.8033

Download as Excel Spreadsheet

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

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