CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 05-Nov-2021

Day Change Summary
	Previous	Current
	04-Nov-2021	05-Nov-2021	Change	Change %	Previous Week
Open	0.8073	0.8028	-0.0046	-0.6%	0.8076
High	0.8077	0.8040	-0.0037	-0.5%	0.8092
Low	0.8019	0.8014	-0.0006	-0.1%	0.8014
Close	0.8025	0.8026	0.0002	0.0%	0.8026
Range	0.0058	0.0026	-0.0032	-54.8%	0.0079
ATR	0.0045	0.0043	-0.0001	-3.0%	0.0000
Volume	221	223	2	0.9%	964

Daily Pivots for day following 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8104	0.8091	0.8040
R3	0.8078	0.8065	0.8033
R2	0.8052	0.8052	0.8031
R1	0.8039	0.8039	0.8028	0.8033
PP	0.8026	0.8026	0.8026	0.8023
S1	0.8013	0.8013	0.8024	0.8007
S2	0.8000	0.8000	0.8021
S3	0.7974	0.7987	0.8019
S4	0.7948	0.7961	0.8012

Weekly Pivots for week ending 05-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8279	0.8231	0.8069
R3	0.8201	0.8153	0.8048
R2	0.8122	0.8122	0.8040
R1	0.8074	0.8074	0.8033	0.8059
PP	0.8044	0.8044	0.8044	0.8036
S1	0.7996	0.7996	0.8019	0.7981
S2	0.7965	0.7965	0.8012
S3	0.7887	0.7917	0.8004
S4	0.7808	0.7839	0.7983

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8092	0.8014	0.0079	1.0%	0.0036	0.4%	16%	False	True	192
10	0.8127	0.8014	0.0113	1.4%	0.0040	0.5%	11%	False	True	164
20	0.8137	0.8005	0.0133	1.7%	0.0038	0.5%	16%	False	False	145
40	0.8137	0.7755	0.0383	4.8%	0.0049	0.6%	71%	False	False	124
60	0.8137	0.7724	0.0413	5.1%	0.0050	0.6%	73%	False	False	102
80	0.8137	0.7724	0.0413	5.1%	0.0047	0.6%	73%	False	False	79
100	0.8159	0.7724	0.0435	5.4%	0.0049	0.6%	69%	False	False	67
120	0.8319	0.7724	0.0595	7.4%	0.0047	0.6%	51%	False	False	57

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
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
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8150
2.618	0.8108
1.618	0.8082
1.000	0.8066
0.618	0.8056
HIGH	0.8040
0.618	0.8030
0.500	0.8027
0.382	0.8023
LOW	0.8014
0.618	0.7997
1.000	0.7988
1.618	0.7971
2.618	0.7945
4.250	0.7903

Fisher Pivots for day following 05-Nov-2021
Pivot	1 day	3 day
R1	0.8027	0.8045
PP	0.8026	0.8039
S1	0.8026	0.8032

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

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