CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 18-Nov-2021

Day Change Summary
	Previous	Current
	17-Nov-2021	18-Nov-2021	Change	Change %	Previous Week
Open	0.7960	0.7930	-0.0030	-0.4%	0.8026
High	0.7973	0.7942	-0.0032	-0.4%	0.8070
Low	0.7925	0.7909	-0.0016	-0.2%	0.7938
Close	0.7928	0.7937	0.0009	0.1%	0.7966
Range	0.0048	0.0033	-0.0016	-32.3%	0.0133
ATR	0.0044	0.0043	-0.0001	-1.8%	0.0000
Volume	298	572	274	91.9%	1,566

Daily Pivots for day following 18-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8027	0.8014	0.7955
R3	0.7994	0.7982	0.7946
R2	0.7962	0.7962	0.7943
R1	0.7949	0.7949	0.7940	0.7956
PP	0.7929	0.7929	0.7929	0.7932
S1	0.7917	0.7917	0.7934	0.7923
S2	0.7897	0.7897	0.7931
S3	0.7864	0.7884	0.7928
S4	0.7832	0.7852	0.7919

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	0.8000	0.7909	0.0091	1.1%	0.0037	0.5%	31%	False	True	395
10	0.8070	0.7909	0.0161	2.0%	0.0041	0.5%	17%	False	True	357
20	0.8127	0.7909	0.0218	2.7%	0.0041	0.5%	13%	False	True	256
40	0.8137	0.7829	0.0309	3.9%	0.0044	0.5%	35%	False	False	189
60	0.8137	0.7755	0.0383	4.8%	0.0049	0.6%	48%	False	False	151
80	0.8137	0.7724	0.0413	5.2%	0.0046	0.6%	52%	False	False	120
100	0.8137	0.7724	0.0413	5.2%	0.0048	0.6%	52%	False	False	98
120	0.8311	0.7724	0.0587	7.4%	0.0047	0.6%	36%	False	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0007
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8080
2.618	0.8027
1.618	0.7994
1.000	0.7974
0.618	0.7962
HIGH	0.7942
0.618	0.7929
0.500	0.7925
0.382	0.7921
LOW	0.7909
0.618	0.7889
1.000	0.7877
1.618	0.7856
2.618	0.7824
4.250	0.7771

Fisher Pivots for day following 18-Nov-2021
Pivot	1 day	3 day
R1	0.7933	0.7953
PP	0.7929	0.7948
S1	0.7925	0.7942

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

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