CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 05-Oct-2021

Day Change Summary
	Previous	Current
	04-Oct-2021	05-Oct-2021	Change	Change %	Previous Week
Open	0.7910	0.7944	0.0035	0.4%	0.7900
High	0.7963	0.7971	0.0008	0.1%	0.7940
Low	0.7902	0.7918	0.0016	0.2%	0.7827
Close	0.7948	0.7950	0.0002	0.0%	0.7913
Range	0.0062	0.0053	-0.0009	-13.8%	0.0113
ATR	0.0065	0.0064	-0.0001	-1.3%	0.0000
Volume	80,149	69,591	-10,558	-13.2%	446,414

Daily Pivots for day following 05-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8105	0.8081	0.7979
R3	0.8052	0.8028	0.7965
R2	0.7999	0.7999	0.7960
R1	0.7975	0.7975	0.7955	0.7987
PP	0.7946	0.7946	0.7946	0.7952
S1	0.7922	0.7922	0.7945	0.7934
S2	0.7893	0.7893	0.7940
S3	0.7840	0.7869	0.7935
S4	0.7787	0.7816	0.7921

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	0.7971	0.7827	0.0144	1.8%	0.0066	0.8%	86%	True	False	86,663
10	0.7971	0.7795	0.0176	2.2%	0.0068	0.9%	88%	True	False	85,173
20	0.7971	0.7754	0.0217	2.7%	0.0067	0.8%	91%	True	False	81,487
40	0.8009	0.7723	0.0286	3.6%	0.0060	0.8%	80%	False	False	42,103
60	0.8048	0.7723	0.0326	4.1%	0.0059	0.7%	70%	False	False	28,151
80	0.8243	0.7723	0.0520	6.5%	0.0059	0.7%	44%	False	False	21,137
100	0.8324	0.7723	0.0601	7.6%	0.0056	0.7%	38%	False	False	16,952
120	0.8324	0.7723	0.0601	7.6%	0.0055	0.7%	38%	False	False	14,137

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	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8196
2.618	0.8109
1.618	0.8056
1.000	0.8024
0.618	0.8003
HIGH	0.7971
0.618	0.7950
0.500	0.7944
0.382	0.7938
LOW	0.7918
0.618	0.7885
1.000	0.7865
1.618	0.7832
2.618	0.7779
4.250	0.7692

Fisher Pivots for day following 05-Oct-2021
Pivot	1 day	3 day
R1	0.7948	0.7937
PP	0.7946	0.7923
S1	0.7944	0.7910

Download as Excel Spreadsheet

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

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