CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 13-Oct-2021

Day Change Summary
	Previous	Current
	12-Oct-2021	13-Oct-2021	Change	Change %	Previous Week
Open	0.8010	0.8023	0.0013	0.2%	0.7910
High	0.8042	0.8044	0.0002	0.0%	0.8031
Low	0.8000	0.8013	0.0013	0.2%	0.7902
Close	0.8024	0.8042	0.0018	0.2%	0.8025
Range	0.0042	0.0031	-0.0011	-26.2%	0.0129
ATR	0.0058	0.0056	-0.0002	-3.3%	0.0000
Volume	63,119	60,535	-2,584	-4.1%	374,010

Daily Pivots for day following 13-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8126	0.8115	0.8059
R3	0.8095	0.8084	0.8050
R2	0.8064	0.8064	0.8047
R1	0.8053	0.8053	0.8044	0.8058
PP	0.8033	0.8033	0.8033	0.8036
S1	0.8022	0.8022	0.8039	0.8027
S2	0.8002	0.8002	0.8036
S3	0.7971	0.7991	0.8033
S4	0.7940	0.7960	0.8024

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	0.8044	0.7937	0.0108	1.3%	0.0042	0.5%	98%	True	False	62,519
10	0.8044	0.7835	0.0210	2.6%	0.0052	0.6%	99%	True	False	74,451
20	0.8044	0.7754	0.0291	3.6%	0.0061	0.8%	99%	True	False	78,337
40	0.8044	0.7723	0.0322	4.0%	0.0061	0.8%	99%	True	False	51,853
60	0.8048	0.7723	0.0326	4.0%	0.0056	0.7%	98%	False	False	34,676
80	0.8159	0.7723	0.0437	5.4%	0.0057	0.7%	73%	False	False	26,038
100	0.8324	0.7723	0.0601	7.5%	0.0056	0.7%	53%	False	False	20,879
120	0.8324	0.7723	0.0601	7.5%	0.0054	0.7%	53%	False	False	17,409

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8176
2.618	0.8125
1.618	0.8094
1.000	0.8075
0.618	0.8063
HIGH	0.8044
0.618	0.8032
0.500	0.8029
0.382	0.8025
LOW	0.8013
0.618	0.7994
1.000	0.7982
1.618	0.7963
2.618	0.7932
4.250	0.7881

Fisher Pivots for day following 13-Oct-2021
Pivot	1 day	3 day
R1	0.8037	0.8035
PP	0.8033	0.8029
S1	0.8029	0.8022

Download as Excel Spreadsheet

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

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