CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 04-Oct-2021

Day Change Summary
	Previous	Current
	01-Oct-2021	04-Oct-2021	Change	Change %	Previous Week
Open	0.7885	0.7910	0.0025	0.3%	0.7900
High	0.7919	0.7963	0.0045	0.6%	0.7940
Low	0.7849	0.7902	0.0053	0.7%	0.7827
Close	0.7913	0.7948	0.0035	0.4%	0.7913
Range	0.0070	0.0062	-0.0008	-11.5%	0.0113
ATR	0.0066	0.0065	0.0000	-0.4%	0.0000
Volume	93,406	80,149	-13,257	-14.2%	446,414

Daily Pivots for day following 04-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8122	0.8097	0.7982
R3	0.8061	0.8035	0.7965
R2	0.7999	0.7999	0.7959
R1	0.7974	0.7974	0.7954	0.7986
PP	0.7938	0.7938	0.7938	0.7944
S1	0.7912	0.7912	0.7942	0.7925
S2	0.7876	0.7876	0.7937
S3	0.7815	0.7851	0.7931
S4	0.7753	0.7789	0.7914

Weekly Pivots for week ending 01-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8231	0.8184	0.7975
R3	0.8118	0.8072	0.7944
R2	0.8006	0.8006	0.7934
R1	0.7959	0.7959	0.7923	0.7983
PP	0.7893	0.7893	0.7893	0.7905
S1	0.7847	0.7847	0.7903	0.7870
S2	0.7781	0.7781	0.7892
S3	0.7668	0.7734	0.7882
S4	0.7556	0.7622	0.7851

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7963	0.7827	0.0136	1.7%	0.0070	0.9%	89%	True	False	91,448
10	0.7963	0.7782	0.0182	2.3%	0.0069	0.9%	92%	True	False	86,417
20	0.7986	0.7754	0.0233	2.9%	0.0068	0.9%	84%	False	False	79,392
40	0.8009	0.7723	0.0286	3.6%	0.0060	0.8%	79%	False	False	40,386
60	0.8048	0.7723	0.0326	4.1%	0.0058	0.7%	69%	False	False	26,993
80	0.8275	0.7723	0.0553	7.0%	0.0059	0.7%	41%	False	False	20,270
100	0.8324	0.7723	0.0601	7.6%	0.0056	0.7%	38%	False	False	16,257
120	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	38%	False	False	13,558

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	0.0013
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8224
2.618	0.8124
1.618	0.8063
1.000	0.8025
0.618	0.8001
HIGH	0.7963
0.618	0.7940
0.500	0.7932
0.382	0.7925
LOW	0.7902
0.618	0.7863
1.000	0.7840
1.618	0.7802
2.618	0.7740
4.250	0.7640

Fisher Pivots for day following 04-Oct-2021
Pivot	1 day	3 day
R1	0.7943	0.7932
PP	0.7938	0.7915
S1	0.7932	0.7899

Download as Excel Spreadsheet

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

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