CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 16-Nov-2021

Day Change Summary
	Previous	Current
	15-Nov-2021	16-Nov-2021	Change	Change %	Previous Week
Open	0.7972	0.7993	0.0022	0.3%	0.8026
High	0.8000	0.7998	-0.0002	0.0%	0.8070
Low	0.7967	0.7957	-0.0010	-0.1%	0.7938
Close	0.7993	0.7963	-0.0030	-0.4%	0.7966
Range	0.0033	0.0041	0.0008	22.7%	0.0133
ATR	0.0044	0.0043	0.0000	-0.5%	0.0000
Volume	446	465	19	4.3%	1,566

Daily Pivots for day following 16-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8094	0.8069	0.7985
R3	0.8053	0.8028	0.7974
R2	0.8013	0.8013	0.7970
R1	0.7988	0.7988	0.7966	0.7980
PP	0.7972	0.7972	0.7972	0.7969
S1	0.7947	0.7947	0.7959	0.7940
S2	0.7932	0.7932	0.7955
S3	0.7891	0.7907	0.7951
S4	0.7851	0.7866	0.7940

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%	0.0050	0.6%	19%	False	False	407
10	0.8077	0.7938	0.0139	1.7%	0.0042	0.5%	18%	False	False	315
20	0.8137	0.7938	0.0200	2.5%	0.0042	0.5%	13%	False	False	223
40	0.8137	0.7797	0.0341	4.3%	0.0046	0.6%	49%	False	False	171
60	0.8137	0.7755	0.0383	4.8%	0.0049	0.6%	54%	False	False	136
80	0.8137	0.7724	0.0413	5.2%	0.0046	0.6%	58%	False	False	109
100	0.8137	0.7724	0.0413	5.2%	0.0048	0.6%	58%	False	False	91
120	0.8319	0.7724	0.0595	7.5%	0.0047	0.6%	40%	False	False	77

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8170
2.618	0.8104
1.618	0.8063
1.000	0.8038
0.618	0.8023
HIGH	0.7998
0.618	0.7982
0.500	0.7977
0.382	0.7972
LOW	0.7957
0.618	0.7932
1.000	0.7917
1.618	0.7891
2.618	0.7851
4.250	0.7785

Fisher Pivots for day following 16-Nov-2021
Pivot	1 day	3 day
R1	0.7977	0.7969
PP	0.7972	0.7967
S1	0.7967	0.7965

Download as Excel Spreadsheet

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

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