CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 07-Oct-2021

Day Change Summary
	Previous	Current
	06-Oct-2021	07-Oct-2021	Change	Change %	Previous Week
Open	0.7948	0.7941	-0.0007	-0.1%	0.7900
High	0.7950	0.7974	0.0025	0.3%	0.7940
Low	0.7906	0.7937	0.0031	0.4%	0.7827
Close	0.7942	0.7965	0.0024	0.3%	0.7913
Range	0.0044	0.0038	-0.0007	-14.8%	0.0113
ATR	0.0063	0.0061	-0.0002	-2.9%	0.0000
Volume	80,317	63,527	-16,790	-20.9%	446,414

Daily Pivots for day following 07-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8071	0.8056	0.7986
R3	0.8034	0.8018	0.7975
R2	0.7996	0.7996	0.7972
R1	0.7981	0.7981	0.7968	0.7988
PP	0.7959	0.7959	0.7959	0.7962
S1	0.7943	0.7943	0.7962	0.7951
S2	0.7921	0.7921	0.7958
S3	0.7884	0.7906	0.7955
S4	0.7846	0.7868	0.7944

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	0.7974	0.7849	0.0125	1.6%	0.0053	0.7%	93%	True	False	77,398
10	0.7974	0.7827	0.0147	1.8%	0.0058	0.7%	94%	True	False	81,151
20	0.7974	0.7754	0.0221	2.8%	0.0063	0.8%	96%	True	False	81,486
40	0.8009	0.7723	0.0286	3.6%	0.0060	0.8%	85%	False	False	45,667
60	0.8048	0.7723	0.0326	4.1%	0.0058	0.7%	75%	False	False	30,545
80	0.8223	0.7723	0.0501	6.3%	0.0059	0.7%	48%	False	False	22,931
100	0.8324	0.7723	0.0601	7.5%	0.0056	0.7%	40%	False	False	18,390
120	0.8324	0.7723	0.0601	7.5%	0.0055	0.7%	40%	False	False	15,335

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 18 trading days

Fibonacci Retracements and Extensions
4.250	0.8133
2.618	0.8072
1.618	0.8035
1.000	0.8012
0.618	0.7997
HIGH	0.7974
0.618	0.7960
0.500	0.7955
0.382	0.7951
LOW	0.7937
0.618	0.7913
1.000	0.7899
1.618	0.7876
2.618	0.7838
4.250	0.7777

Fisher Pivots for day following 07-Oct-2021
Pivot	1 day	3 day
R1	0.7962	0.7957
PP	0.7959	0.7948
S1	0.7955	0.7940

Download as Excel Spreadsheet

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

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