CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 26-Nov-2021

Day Change Summary
	Previous	Current
	24-Nov-2021	26-Nov-2021	Change	Change %	Previous Week
Open	0.7890	0.7905	0.0015	0.2%	0.7907
High	0.7907	0.7912	0.0006	0.1%	0.7919
Low	0.7872	0.7815	-0.0057	-0.7%	0.7815
Close	0.7894	0.7829	-0.0065	-0.8%	0.7829
Range	0.0035	0.0097	0.0063	181.2%	0.0104
ATR	0.0043	0.0047	0.0004	8.9%	0.0000
Volume	590	1,732	1,142	193.6%	3,445

Daily Pivots for day following 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8143	0.8083	0.7882
R3	0.8046	0.7986	0.7856
R2	0.7949	0.7949	0.7847
R1	0.7889	0.7889	0.7838	0.7871
PP	0.7852	0.7852	0.7852	0.7843
S1	0.7792	0.7792	0.7820	0.7774
S2	0.7755	0.7755	0.7811
S3	0.7658	0.7695	0.7802
S4	0.7561	0.7598	0.7776

Weekly Pivots for week ending 26-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8166	0.8102	0.7886
R3	0.8062	0.7998	0.7858
R2	0.7958	0.7958	0.7848
R1	0.7894	0.7894	0.7839	0.7874
PP	0.7854	0.7854	0.7854	0.7845
S1	0.7790	0.7790	0.7819	0.7770
S2	0.7750	0.7750	0.7810
S3	0.7646	0.7686	0.7800
S4	0.7542	0.7582	0.7772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7948	0.7815	0.0133	1.7%	0.0055	0.7%	11%	False	True	756
10	0.8000	0.7815	0.0185	2.4%	0.0046	0.6%	8%	False	True	576
20	0.8109	0.7815	0.0294	3.8%	0.0044	0.6%	5%	False	True	411
40	0.8137	0.7815	0.0322	4.1%	0.0043	0.5%	4%	False	True	272
60	0.8137	0.7755	0.0383	4.9%	0.0049	0.6%	19%	False	False	209
80	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	25%	False	False	166
100	0.8137	0.7724	0.0413	5.3%	0.0047	0.6%	25%	False	False	136
120	0.8285	0.7724	0.0561	7.2%	0.0048	0.6%	19%	False	False	115

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	0.8324
2.618	0.8166
1.618	0.8069
1.000	0.8009
0.618	0.7972
HIGH	0.7912
0.618	0.7875
0.500	0.7864
0.382	0.7852
LOW	0.7815
0.618	0.7755
1.000	0.7718
1.618	0.7658
2.618	0.7561
4.250	0.7403

Fisher Pivots for day following 26-Nov-2021
Pivot	1 day	3 day
R1	0.7864	0.7864
PP	0.7852	0.7852
S1	0.7841	0.7841

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

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