CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 24-Nov-2021

Day Change Summary
	Previous	Current
	23-Nov-2021	24-Nov-2021	Change	Change %	Previous Week
Open	0.7873	0.7890	0.0017	0.2%	0.7972
High	0.7899	0.7907	0.0008	0.1%	0.8000
Low	0.7850	0.7872	0.0022	0.3%	0.7899
Close	0.7887	0.7894	0.0007	0.1%	0.7900
Range	0.0049	0.0035	-0.0014	-28.9%	0.0101
ATR	0.0044	0.0043	-0.0001	-1.5%	0.0000
Volume	636	590	-46	-7.2%	2,119

Daily Pivots for day following 24-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7994	0.7978	0.7912
R3	0.7960	0.7944	0.7903
R2	0.7925	0.7925	0.7900
R1	0.7909	0.7909	0.7897	0.7917
PP	0.7891	0.7891	0.7891	0.7895
S1	0.7875	0.7875	0.7890	0.7883
S2	0.7856	0.7856	0.7887
S3	0.7822	0.7840	0.7884
S4	0.7787	0.7806	0.7875

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	0.7948	0.7850	0.0098	1.2%	0.0042	0.5%	45%	False	False	524
10	0.8007	0.7850	0.0157	2.0%	0.0043	0.5%	28%	False	False	464
20	0.8109	0.7850	0.0259	3.3%	0.0041	0.5%	17%	False	False	330
40	0.8137	0.7835	0.0303	3.8%	0.0042	0.5%	20%	False	False	233
60	0.8137	0.7755	0.0383	4.8%	0.0048	0.6%	36%	False	False	180
80	0.8137	0.7724	0.0413	5.2%	0.0047	0.6%	41%	False	False	145
100	0.8137	0.7724	0.0413	5.2%	0.0047	0.6%	41%	False	False	118
120	0.8285	0.7724	0.0561	7.1%	0.0047	0.6%	30%	False	False	101

Crabel Price Patterns
NR	True
NR4	True
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	0.0010
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8053
2.618	0.7997
1.618	0.7962
1.000	0.7941
0.618	0.7928
HIGH	0.7907
0.618	0.7893
0.500	0.7889
0.382	0.7885
LOW	0.7872
0.618	0.7851
1.000	0.7838
1.618	0.7816
2.618	0.7782
4.250	0.7725

Fisher Pivots for day following 24-Nov-2021
Pivot	1 day	3 day
R1	0.7892	0.7891
PP	0.7891	0.7888
S1	0.7889	0.7885

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

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