CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 17-Nov-2021

Day Change Summary
	Previous	Current
	16-Nov-2021	17-Nov-2021	Change	Change %	Previous Week
Open	0.7993	0.7960	-0.0034	-0.4%	0.8026
High	0.7998	0.7973	-0.0025	-0.3%	0.8070
Low	0.7957	0.7925	-0.0032	-0.4%	0.7938
Close	0.7963	0.7928	-0.0035	-0.4%	0.7966
Range	0.0041	0.0048	0.0008	18.5%	0.0133
ATR	0.0043	0.0044	0.0000	0.8%	0.0000
Volume	465	298	-167	-35.9%	1,566

Daily Pivots for day following 17-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8086	0.8055	0.7954
R3	0.8038	0.8007	0.7941
R2	0.7990	0.7990	0.7937
R1	0.7959	0.7959	0.7932	0.7951
PP	0.7942	0.7942	0.7942	0.7938
S1	0.7911	0.7911	0.7924	0.7903
S2	0.7894	0.7894	0.7919
S3	0.7846	0.7863	0.7915
S4	0.7798	0.7815	0.7902

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	0.8007	0.7925	0.0082	1.0%	0.0045	0.6%	4%	False	True	403
10	0.8077	0.7925	0.0152	1.9%	0.0043	0.5%	2%	False	True	321
20	0.8137	0.7925	0.0212	2.7%	0.0042	0.5%	1%	False	True	232
40	0.8137	0.7815	0.0323	4.1%	0.0045	0.6%	35%	False	False	177
60	0.8137	0.7755	0.0383	4.8%	0.0049	0.6%	45%	False	False	141
80	0.8137	0.7724	0.0413	5.2%	0.0047	0.6%	49%	False	False	112
100	0.8137	0.7724	0.0413	5.2%	0.0048	0.6%	49%	False	False	93
120	0.8319	0.7724	0.0595	7.5%	0.0047	0.6%	34%	False	False	80

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8177
2.618	0.8099
1.618	0.8051
1.000	0.8021
0.618	0.8003
HIGH	0.7973
0.618	0.7955
0.500	0.7949
0.382	0.7943
LOW	0.7925
0.618	0.7895
1.000	0.7877
1.618	0.7847
2.618	0.7799
4.250	0.7721

Fisher Pivots for day following 17-Nov-2021
Pivot	1 day	3 day
R1	0.7949	0.7962
PP	0.7942	0.7951
S1	0.7935	0.7939

Download as Excel Spreadsheet

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

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