CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 02-Dec-2021

Day Change Summary
	Previous	Current
	01-Dec-2021	02-Dec-2021	Change	Change %	Previous Week
Open	0.7828	0.7806	-0.0022	-0.3%	0.7907
High	0.7869	0.7827	-0.0042	-0.5%	0.7919
Low	0.7797	0.7792	-0.0006	-0.1%	0.7815
Close	0.7808	0.7807	-0.0002	0.0%	0.7829
Range	0.0072	0.0036	-0.0036	-50.3%	0.0104
ATR	0.0050	0.0049	-0.0001	-2.0%	0.0000
Volume	2,241	3,261	1,020	45.5%	3,445

Daily Pivots for day following 02-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7915	0.7896	0.7826
R3	0.7879	0.7861	0.7816
R2	0.7844	0.7844	0.7813
R1	0.7825	0.7825	0.7810	0.7835
PP	0.7808	0.7808	0.7808	0.7813
S1	0.7790	0.7790	0.7803	0.7799
S2	0.7773	0.7773	0.7800
S3	0.7737	0.7754	0.7797
S4	0.7702	0.7719	0.7787

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	0.7792	0.0121	1.5%	0.0062	0.8%	12%	False	True	2,539
10	0.7948	0.7792	0.0156	2.0%	0.0052	0.7%	10%	False	True	1,531
20	0.8077	0.7792	0.0285	3.7%	0.0048	0.6%	5%	False	True	926
40	0.8137	0.7792	0.0346	4.4%	0.0043	0.6%	4%	False	True	530
60	0.8137	0.7755	0.0383	4.9%	0.0049	0.6%	14%	False	False	389
80	0.8137	0.7724	0.0413	5.3%	0.0049	0.6%	20%	False	False	303
100	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	20%	False	False	245
120	0.8236	0.7724	0.0512	6.6%	0.0049	0.6%	16%	False	False	206

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7978
2.618	0.7920
1.618	0.7884
1.000	0.7863
0.618	0.7849
HIGH	0.7827
0.618	0.7813
0.500	0.7809
0.382	0.7805
LOW	0.7792
0.618	0.7770
1.000	0.7756
1.618	0.7734
2.618	0.7699
4.250	0.7641

Fisher Pivots for day following 02-Dec-2021
Pivot	1 day	3 day
R1	0.7809	0.7830
PP	0.7808	0.7822
S1	0.7807	0.7814

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

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