CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 08-Nov-2021

Day Change Summary
	Previous	Current
	05-Nov-2021	08-Nov-2021	Change	Change %	Previous Week
Open	0.8028	0.8026	-0.0002	0.0%	0.8076
High	0.8040	0.8040	0.0000	0.0%	0.8092
Low	0.8014	0.8023	0.0009	0.1%	0.8014
Close	0.8026	0.8035	0.0009	0.1%	0.8026
Range	0.0026	0.0017	-0.0009	-34.6%	0.0079
ATR	0.0043	0.0042	-0.0002	-4.3%	0.0000
Volume	223	175	-48	-21.5%	964

Daily Pivots for day following 08-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8083	0.8076	0.8044
R3	0.8066	0.8059	0.8039
R2	0.8049	0.8049	0.8038
R1	0.8042	0.8042	0.8036	0.8046
PP	0.8032	0.8032	0.8032	0.8034
S1	0.8025	0.8025	0.8033	0.8029
S2	0.8015	0.8015	0.8031
S3	0.7998	0.8008	0.8030
S4	0.7981	0.7991	0.8025

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	0.8082	0.8014	0.0068	0.8%	0.0035	0.4%	31%	False	False	201
10	0.8127	0.8014	0.0113	1.4%	0.0038	0.5%	19%	False	False	171
20	0.8137	0.8005	0.0133	1.6%	0.0038	0.5%	23%	False	False	147
40	0.8137	0.7755	0.0383	4.8%	0.0048	0.6%	73%	False	False	128
60	0.8137	0.7724	0.0413	5.1%	0.0050	0.6%	75%	False	False	104
80	0.8137	0.7724	0.0413	5.1%	0.0047	0.6%	75%	False	False	81
100	0.8159	0.7724	0.0435	5.4%	0.0049	0.6%	71%	False	False	68
120	0.8319	0.7724	0.0595	7.4%	0.0046	0.6%	52%	False	False	58

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 58 trading days

Fibonacci Retracements and Extensions
4.250	0.8112
2.618	0.8084
1.618	0.8067
1.000	0.8057
0.618	0.8050
HIGH	0.8040
0.618	0.8033
0.500	0.8031
0.382	0.8029
LOW	0.8023
0.618	0.8012
1.000	0.8006
1.618	0.7995
2.618	0.7978
4.250	0.7950

Fisher Pivots for day following 08-Nov-2021
Pivot	1 day	3 day
R1	0.8033	0.8045
PP	0.8032	0.8042
S1	0.8031	0.8038

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

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