CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 15-Nov-2021

Day Change Summary
	Previous	Current
	12-Nov-2021	15-Nov-2021	Change	Change %	Previous Week
Open	0.7941	0.7972	0.0031	0.4%	0.8026
High	0.7971	0.8000	0.0029	0.4%	0.8070
Low	0.7938	0.7967	0.0029	0.4%	0.7938
Close	0.7966	0.7993	0.0027	0.3%	0.7966
Range	0.0033	0.0033	0.0000	0.0%	0.0133
ATR	0.0044	0.0044	-0.0001	-1.7%	0.0000
Volume	197	446	249	126.4%	1,566

Daily Pivots for day following 15-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8085	0.8072	0.8011
R3	0.8052	0.8039	0.8002
R2	0.8019	0.8019	0.7999
R1	0.8006	0.8006	0.7996	0.8013
PP	0.7986	0.7986	0.7986	0.7990
S1	0.7973	0.7973	0.7989	0.7980
S2	0.7953	0.7953	0.7986
S3	0.7920	0.7940	0.7983
S4	0.7887	0.7907	0.7974

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%	0.0049	0.6%	42%	False	False	367
10	0.8082	0.7938	0.0144	1.8%	0.0042	0.5%	38%	False	False	284
20	0.8137	0.7938	0.0200	2.5%	0.0041	0.5%	28%	False	False	204
40	0.8137	0.7784	0.0353	4.4%	0.0047	0.6%	59%	False	False	165
60	0.8137	0.7755	0.0383	4.8%	0.0050	0.6%	62%	False	False	130
80	0.8137	0.7724	0.0413	5.2%	0.0046	0.6%	65%	False	False	103
100	0.8147	0.7724	0.0423	5.3%	0.0048	0.6%	63%	False	False	86
120	0.8319	0.7724	0.0595	7.4%	0.0047	0.6%	45%	False	False	73

Crabel Price Patterns
NR	False
NR4	False
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

Fibonacci Retracements and Extensions
4.250	0.8140
2.618	0.8086
1.618	0.8053
1.000	0.8033
0.618	0.8020
HIGH	0.8000
0.618	0.7987
0.500	0.7983
0.382	0.7979
LOW	0.7967
0.618	0.7946
1.000	0.7934
1.618	0.7913
2.618	0.7880
4.250	0.7826

Fisher Pivots for day following 15-Nov-2021
Pivot	1 day	3 day
R1	0.7989	0.7986
PP	0.7986	0.7979
S1	0.7983	0.7972

Download as Excel Spreadsheet

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

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