CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 15-Oct-2021

Day Change Summary
	Previous	Current
	14-Oct-2021	15-Oct-2021	Change	Change %	Previous Week
Open	0.8036	0.8083	0.0048	0.6%	0.8015
High	0.8094	0.8106	0.0012	0.1%	0.8106
Low	0.8035	0.8066	0.0031	0.4%	0.8000
Close	0.8085	0.8075	-0.0011	-0.1%	0.8075
Range	0.0060	0.0040	-0.0020	-32.8%	0.0106
ATR	0.0057	0.0055	-0.0001	-2.1%	0.0000
Volume	70,211	71,857	1,646	2.3%	310,711

Daily Pivots for day following 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8202	0.8178	0.8097
R3	0.8162	0.8138	0.8086
R2	0.8122	0.8122	0.8082
R1	0.8098	0.8098	0.8078	0.8090
PP	0.8082	0.8082	0.8082	0.8078
S1	0.8058	0.8058	0.8071	0.8050
S2	0.8042	0.8042	0.8067
S3	0.8002	0.8018	0.8064
S4	0.7962	0.7978	0.8053

Weekly Pivots for week ending 15-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8377	0.8331	0.8133
R3	0.8271	0.8226	0.8104
R2	0.8166	0.8166	0.8094
R1	0.8120	0.8120	0.8084	0.8143
PP	0.8060	0.8060	0.8060	0.8071
S1	0.8015	0.8015	0.8065	0.8037
S2	0.7955	0.7955	0.8055
S3	0.7849	0.7909	0.8045
S4	0.7744	0.7804	0.8016

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8106	0.8000	0.0106	1.3%	0.0040	0.5%	71%	True	False	62,142
10	0.8106	0.7902	0.0204	2.5%	0.0047	0.6%	85%	True	False	68,472
20	0.8106	0.7754	0.0352	4.4%	0.0059	0.7%	91%	True	False	78,411
40	0.8106	0.7723	0.0383	4.7%	0.0060	0.7%	92%	True	False	55,339
60	0.8106	0.7723	0.0383	4.7%	0.0055	0.7%	92%	True	False	37,039
80	0.8147	0.7723	0.0424	5.3%	0.0057	0.7%	83%	False	False	27,812
100	0.8324	0.7723	0.0601	7.4%	0.0056	0.7%	59%	False	False	22,298
120	0.8324	0.7723	0.0601	7.4%	0.0054	0.7%	59%	False	False	18,592

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8276
2.618	0.8210
1.618	0.8170
1.000	0.8146
0.618	0.8130
HIGH	0.8106
0.618	0.8090
0.500	0.8086
0.382	0.8081
LOW	0.8066
0.618	0.8041
1.000	0.8026
1.618	0.8001
2.618	0.7961
4.250	0.7896

Fisher Pivots for day following 15-Oct-2021
Pivot	1 day	3 day
R1	0.8086	0.8069
PP	0.8082	0.8064
S1	0.8078	0.8059

Download as Excel Spreadsheet

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

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