CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 12-Nov-2021

Day Change Summary
	Previous	Current
	11-Nov-2021	12-Nov-2021	Change	Change %	Previous Week
Open	0.8005	0.7941	-0.0065	-0.8%	0.8026
High	0.8007	0.7971	-0.0037	-0.5%	0.8070
Low	0.7939	0.7938	-0.0002	0.0%	0.7938
Close	0.7949	0.7966	0.0018	0.2%	0.7966
Range	0.0068	0.0033	-0.0035	-51.5%	0.0133
ATR	0.0045	0.0044	-0.0001	-1.9%	0.0000
Volume	611	197	-414	-67.8%	1,566

Daily Pivots for day following 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8057	0.8045	0.7984
R3	0.8024	0.8012	0.7975
R2	0.7991	0.7991	0.7972
R1	0.7979	0.7979	0.7969	0.7985
PP	0.7958	0.7958	0.7958	0.7961
S1	0.7946	0.7946	0.7963	0.7952
S2	0.7925	0.7925	0.7960
S3	0.7892	0.7913	0.7957
S4	0.7859	0.7880	0.7948

Weekly Pivots for week ending 12-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8389	0.8310	0.8039
R3	0.8256	0.8177	0.8002
R2	0.8124	0.8124	0.7990
R1	0.8045	0.8045	0.7978	0.8018
PP	0.7991	0.7991	0.7991	0.7978
S1	0.7912	0.7912	0.7954	0.7886
S2	0.7859	0.7859	0.7942
S3	0.7726	0.7780	0.7930
S4	0.7594	0.7647	0.7893

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8070	0.7938	0.0133	1.7%	0.0046	0.6%	22%	False	True	313
10	0.8092	0.7938	0.0155	1.9%	0.0041	0.5%	18%	False	True	253
20	0.8137	0.7938	0.0200	2.5%	0.0041	0.5%	14%	False	True	189
40	0.8137	0.7755	0.0383	4.8%	0.0047	0.6%	55%	False	False	156
60	0.8137	0.7724	0.0413	5.2%	0.0050	0.6%	59%	False	False	126
80	0.8137	0.7724	0.0413	5.2%	0.0046	0.6%	59%	False	False	98
100	0.8147	0.7724	0.0423	5.3%	0.0048	0.6%	57%	False	False	82
120	0.8319	0.7724	0.0595	7.5%	0.0047	0.6%	41%	False	False	70

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	0.0006
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8111
2.618	0.8057
1.618	0.8024
1.000	0.8004
0.618	0.7991
HIGH	0.7971
0.618	0.7958
0.500	0.7954
0.382	0.7950
LOW	0.7938
0.618	0.7917
1.000	0.7905
1.618	0.7884
2.618	0.7851
4.250	0.7797

Fisher Pivots for day following 12-Nov-2021
Pivot	1 day	3 day
R1	0.7962	0.8004
PP	0.7958	0.7991
S1	0.7954	0.7979

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

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