CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 14-Oct-2021

Day Change Summary
	Previous	Current
	13-Oct-2021	14-Oct-2021	Change	Change %	Previous Week
Open	0.8023	0.8036	0.0013	0.2%	0.7910
High	0.8044	0.8094	0.0050	0.6%	0.8031
Low	0.8013	0.8035	0.0022	0.3%	0.7902
Close	0.8042	0.8085	0.0044	0.5%	0.8025
Range	0.0031	0.0060	0.0029	91.9%	0.0129
ATR	0.0056	0.0057	0.0000	0.4%	0.0000
Volume	60,535	70,211	9,676	16.0%	374,010

Daily Pivots for day following 14-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8250	0.8227	0.8118
R3	0.8190	0.8167	0.8101
R2	0.8131	0.8131	0.8096
R1	0.8108	0.8108	0.8090	0.8119
PP	0.8071	0.8071	0.8071	0.8077
S1	0.8048	0.8048	0.8080	0.8060
S2	0.8012	0.8012	0.8074
S3	0.7952	0.7989	0.8069
S4	0.7893	0.7929	0.8052

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	0.8094	0.7960	0.0134	1.7%	0.0047	0.6%	93%	True	False	63,856
10	0.8094	0.7849	0.0245	3.0%	0.0050	0.6%	96%	True	False	70,627
20	0.8094	0.7754	0.0341	4.2%	0.0061	0.8%	97%	True	False	78,787
40	0.8094	0.7723	0.0372	4.6%	0.0062	0.8%	98%	True	False	53,596
60	0.8094	0.7723	0.0372	4.6%	0.0055	0.7%	98%	True	False	35,844
80	0.8159	0.7723	0.0437	5.4%	0.0057	0.7%	83%	False	False	26,915
100	0.8324	0.7723	0.0601	7.4%	0.0056	0.7%	60%	False	False	21,580
120	0.8324	0.7723	0.0601	7.4%	0.0054	0.7%	60%	False	False	17,994

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0011
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8347
2.618	0.8250
1.618	0.8190
1.000	0.8154
0.618	0.8131
HIGH	0.8094
0.618	0.8071
0.500	0.8064
0.382	0.8057
LOW	0.8035
0.618	0.7998
1.000	0.7975
1.618	0.7938
2.618	0.7879
4.250	0.7782

Fisher Pivots for day following 14-Oct-2021
Pivot	1 day	3 day
R1	0.8078	0.8072
PP	0.8071	0.8060
S1	0.8064	0.8047

Download as Excel Spreadsheet

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

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