CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 11-Oct-2021

Day Change Summary
	Previous	Current
	08-Oct-2021	11-Oct-2021	Change	Change %	Previous Week
Open	0.7967	0.8015	0.0048	0.6%	0.7910
High	0.8031	0.8034	0.0004	0.0%	0.8031
Low	0.7960	0.8005	0.0045	0.6%	0.7902
Close	0.8025	0.8013	-0.0012	-0.1%	0.8025
Range	0.0071	0.0030	-0.0041	-58.2%	0.0129
ATR	0.0062	0.0059	-0.0002	-3.7%	0.0000
Volume	80,426	44,989	-35,437	-44.1%	374,010

Daily Pivots for day following 11-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8106	0.8089	0.8029
R3	0.8076	0.8059	0.8021
R2	0.8047	0.8047	0.8018
R1	0.8030	0.8030	0.8016	0.8024
PP	0.8017	0.8017	0.8017	0.8014
S1	0.8000	0.8000	0.8010	0.7994
S2	0.7988	0.7988	0.8008
S3	0.7958	0.7971	0.8005
S4	0.7929	0.7941	0.7997

Weekly Pivots for week ending 08-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8373	0.8328	0.8096
R3	0.8244	0.8199	0.8060
R2	0.8115	0.8115	0.8049
R1	0.8070	0.8070	0.8037	0.8092
PP	0.7986	0.7986	0.7986	0.7997
S1	0.7941	0.7941	0.8013	0.7963
S2	0.7857	0.7857	0.8001
S3	0.7728	0.7812	0.7990
S4	0.7599	0.7683	0.7954

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8034	0.7906	0.0129	1.6%	0.0047	0.6%	84%	True	False	67,770
10	0.8034	0.7827	0.0207	2.6%	0.0058	0.7%	90%	True	False	79,609
20	0.8034	0.7754	0.0281	3.5%	0.0063	0.8%	93%	True	False	78,781
40	0.8034	0.7723	0.0312	3.9%	0.0062	0.8%	93%	True	False	48,785
60	0.8048	0.7723	0.0326	4.1%	0.0058	0.7%	89%	False	False	32,628
80	0.8159	0.7723	0.0437	5.4%	0.0059	0.7%	67%	False	False	24,494
100	0.8324	0.7723	0.0601	7.5%	0.0056	0.7%	48%	False	False	19,643
120	0.8324	0.7723	0.0601	7.5%	0.0054	0.7%	48%	False	False	16,379

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 40 trading days

Fibonacci Retracements and Extensions
4.250	0.8159
2.618	0.8111
1.618	0.8082
1.000	0.8064
0.618	0.8052
HIGH	0.8034
0.618	0.8023
0.500	0.8019
0.382	0.8016
LOW	0.8005
0.618	0.7986
1.000	0.7975
1.618	0.7957
2.618	0.7927
4.250	0.7879

Fisher Pivots for day following 11-Oct-2021
Pivot	1 day	3 day
R1	0.8019	0.8004
PP	0.8017	0.7995
S1	0.8015	0.7985

Download as Excel Spreadsheet

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

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