CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 30-Nov-2021

Day Change Summary
	Previous	Current
	29-Nov-2021	30-Nov-2021	Change	Change %	Previous Week
Open	0.7833	0.7850	0.0017	0.2%	0.7907
High	0.7862	0.7856	-0.0006	-0.1%	0.7919
Low	0.7819	0.7794	-0.0026	-0.3%	0.7815
Close	0.7832	0.7824	-0.0008	-0.1%	0.7829
Range	0.0043	0.0063	0.0020	45.3%	0.0104
ATR	0.0047	0.0048	0.0001	2.4%	0.0000
Volume	2,920	2,542	-378	-12.9%	3,445

Daily Pivots for day following 30-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8012	0.7981	0.7858
R3	0.7950	0.7918	0.7841
R2	0.7887	0.7887	0.7835
R1	0.7856	0.7856	0.7830	0.7840
PP	0.7825	0.7825	0.7825	0.7817
S1	0.7793	0.7793	0.7818	0.7778
S2	0.7762	0.7762	0.7813
S3	0.7700	0.7731	0.7807
S4	0.7637	0.7668	0.7790

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	0.7912	0.7794	0.0119	1.5%	0.0057	0.7%	26%	False	True	1,684
10	0.7998	0.7794	0.0204	2.6%	0.0050	0.6%	15%	False	True	1,058
20	0.8082	0.7794	0.0288	3.7%	0.0046	0.6%	11%	False	True	671
40	0.8137	0.7794	0.0344	4.4%	0.0042	0.5%	9%	False	True	399
60	0.8137	0.7755	0.0383	4.9%	0.0050	0.6%	18%	False	False	299
80	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	24%	False	False	234
100	0.8137	0.7724	0.0413	5.3%	0.0047	0.6%	24%	False	False	190
120	0.8276	0.7724	0.0552	7.1%	0.0048	0.6%	18%	False	False	161

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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8122
2.618	0.8020
1.618	0.7957
1.000	0.7919
0.618	0.7895
HIGH	0.7856
0.618	0.7832
0.500	0.7825
0.382	0.7817
LOW	0.7794
0.618	0.7755
1.000	0.7731
1.618	0.7692
2.618	0.7630
4.250	0.7528

Fisher Pivots for day following 30-Nov-2021
Pivot	1 day	3 day
R1	0.7825	0.7853
PP	0.7825	0.7843
S1	0.7824	0.7834

Download as Excel Spreadsheet

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

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