CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 29-Nov-2021

Day Change Summary
	Previous	Current
	26-Nov-2021	29-Nov-2021	Change	Change %	Previous Week
Open	0.7905	0.7833	-0.0072	-0.9%	0.7907
High	0.7912	0.7862	-0.0050	-0.6%	0.7919
Low	0.7815	0.7819	0.0004	0.1%	0.7815
Close	0.7829	0.7832	0.0003	0.0%	0.7829
Range	0.0097	0.0043	-0.0054	-55.7%	0.0104
ATR	0.0047	0.0047	0.0000	-0.6%	0.0000
Volume	1,732	2,920	1,188	68.6%	3,445

Daily Pivots for day following 29-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7967	0.7942	0.7856
R3	0.7924	0.7899	0.7844
R2	0.7881	0.7881	0.7840
R1	0.7856	0.7856	0.7836	0.7847
PP	0.7838	0.7838	0.7838	0.7833
S1	0.7813	0.7813	0.7828	0.7804
S2	0.7795	0.7795	0.7824
S3	0.7752	0.7770	0.7820
S4	0.7709	0.7727	0.7808

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	0.7919	0.7815	0.0104	1.3%	0.0054	0.7%	16%	False	False	1,273
10	0.8000	0.7815	0.0185	2.4%	0.0047	0.6%	9%	False	False	848
20	0.8092	0.7815	0.0277	3.5%	0.0044	0.6%	6%	False	False	550
40	0.8137	0.7815	0.0322	4.1%	0.0042	0.5%	5%	False	False	340
60	0.8137	0.7755	0.0383	4.9%	0.0049	0.6%	20%	False	False	257
80	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	26%	False	False	203
100	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	26%	False	False	165
120	0.8278	0.7724	0.0554	7.1%	0.0048	0.6%	20%	False	False	140

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8045
2.618	0.7975
1.618	0.7932
1.000	0.7905
0.618	0.7889
HIGH	0.7862
0.618	0.7846
0.500	0.7841
0.382	0.7835
LOW	0.7819
0.618	0.7792
1.000	0.7776
1.618	0.7749
2.618	0.7706
4.250	0.7636

Fisher Pivots for day following 29-Nov-2021
Pivot	1 day	3 day
R1	0.7841	0.7864
PP	0.7838	0.7853
S1	0.7835	0.7843

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

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