CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 10-Nov-2021

Day Change Summary
	Previous	Current
	09-Nov-2021	10-Nov-2021	Change	Change %	Previous Week
Open	0.8035	0.8065	0.0030	0.4%	0.8076
High	0.8045	0.8070	0.0025	0.3%	0.8092
Low	0.8009	0.7997	-0.0012	-0.1%	0.8014
Close	0.8041	0.8002	-0.0039	-0.5%	0.8026
Range	0.0037	0.0073	0.0037	100.0%	0.0079
ATR	0.0041	0.0043	0.0002	5.5%	0.0000
Volume	263	320	57	21.7%	964

Daily Pivots for day following 10-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8242	0.8195	0.8042
R3	0.8169	0.8122	0.8022
R2	0.8096	0.8096	0.8015
R1	0.8049	0.8049	0.8008	0.8036
PP	0.8023	0.8023	0.8023	0.8016
S1	0.7976	0.7976	0.7995	0.7963
S2	0.7950	0.7950	0.7988
S3	0.7877	0.7903	0.7981
S4	0.7804	0.7830	0.7961

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	0.8077	0.7997	0.0080	1.0%	0.0042	0.5%	6%	False	True	240
10	0.8109	0.7997	0.0112	1.4%	0.0038	0.5%	4%	False	True	196
20	0.8137	0.7997	0.0140	1.7%	0.0040	0.5%	3%	False	True	163
40	0.8137	0.7755	0.0383	4.8%	0.0048	0.6%	65%	False	False	141
60	0.8137	0.7724	0.0413	5.2%	0.0051	0.6%	67%	False	False	114
80	0.8137	0.7724	0.0413	5.2%	0.0047	0.6%	67%	False	False	88
100	0.8159	0.7724	0.0435	5.4%	0.0048	0.6%	64%	False	False	74
120	0.8319	0.7724	0.0595	7.4%	0.0047	0.6%	47%	False	False	63

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8380
2.618	0.8261
1.618	0.8188
1.000	0.8143
0.618	0.8115
HIGH	0.8070
0.618	0.8042
0.500	0.8034
0.382	0.8025
LOW	0.7997
0.618	0.7952
1.000	0.7924
1.618	0.7879
2.618	0.7806
4.250	0.7687

Fisher Pivots for day following 10-Nov-2021
Pivot	1 day	3 day
R1	0.8034	0.8034
PP	0.8023	0.8023
S1	0.8012	0.8012

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

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