CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 23-Nov-2021

Day Change Summary
	Previous	Current
	22-Nov-2021	23-Nov-2021	Change	Change %	Previous Week
Open	0.7907	0.7873	-0.0034	-0.4%	0.7972
High	0.7919	0.7899	-0.0021	-0.3%	0.8000
Low	0.7873	0.7850	-0.0023	-0.3%	0.7899
Close	0.7876	0.7887	0.0011	0.1%	0.7900
Range	0.0046	0.0049	0.0003	5.4%	0.0101
ATR	0.0043	0.0044	0.0000	0.8%	0.0000
Volume	487	636	149	30.6%	2,119

Daily Pivots for day following 23-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8024	0.8004	0.7913
R3	0.7975	0.7955	0.7900
R2	0.7927	0.7927	0.7895
R1	0.7907	0.7907	0.7891	0.7917
PP	0.7878	0.7878	0.7878	0.7883
S1	0.7858	0.7858	0.7882	0.7868
S2	0.7830	0.7830	0.7878
S3	0.7781	0.7810	0.7873
S4	0.7733	0.7761	0.7860

Weekly Pivots for week ending 19-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8234	0.8168	0.7955
R3	0.8134	0.8067	0.7928
R2	0.8033	0.8033	0.7918
R1	0.7967	0.7967	0.7909	0.7950
PP	0.7933	0.7933	0.7933	0.7924
S1	0.7866	0.7866	0.7891	0.7849
S2	0.7832	0.7832	0.7882
S3	0.7732	0.7766	0.7872
S4	0.7631	0.7665	0.7845

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7973	0.7850	0.0123	1.6%	0.0045	0.6%	30%	False	True	466
10	0.8070	0.7850	0.0220	2.8%	0.0047	0.6%	17%	False	True	437
20	0.8127	0.7850	0.0277	3.5%	0.0043	0.5%	13%	False	True	313
40	0.8137	0.7829	0.0309	3.9%	0.0043	0.5%	19%	False	False	220
60	0.8137	0.7755	0.0383	4.9%	0.0049	0.6%	35%	False	False	171
80	0.8137	0.7724	0.0413	5.2%	0.0047	0.6%	39%	False	False	137
100	0.8137	0.7724	0.0413	5.2%	0.0048	0.6%	39%	False	False	112
120	0.8286	0.7724	0.0562	7.1%	0.0047	0.6%	29%	False	False	96

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8105
2.618	0.8025
1.618	0.7977
1.000	0.7947
0.618	0.7928
HIGH	0.7899
0.618	0.7880
0.500	0.7874
0.382	0.7869
LOW	0.7850
0.618	0.7820
1.000	0.7802
1.618	0.7772
2.618	0.7723
4.250	0.7644

Fisher Pivots for day following 23-Nov-2021
Pivot	1 day	3 day
R1	0.7882	0.7899
PP	0.7878	0.7895
S1	0.7874	0.7891

Download as Excel Spreadsheet

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

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