CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 18-Oct-2021

Day Change Summary
	Previous	Current
	15-Oct-2021	18-Oct-2021	Change	Change %	Previous Week
Open	0.8083	0.8087	0.0004	0.0%	0.8015
High	0.8106	0.8098	-0.0008	-0.1%	0.8106
Low	0.8066	0.8058	-0.0008	-0.1%	0.8000
Close	0.8075	0.8080	0.0005	0.1%	0.8075
Range	0.0040	0.0040	0.0000	0.0%	0.0106
ATR	0.0055	0.0054	-0.0001	-2.0%	0.0000
Volume	71,857	60,983	-10,874	-15.1%	310,711

Daily Pivots for day following 18-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8198	0.8179	0.8102
R3	0.8158	0.8139	0.8091
R2	0.8118	0.8118	0.8087
R1	0.8099	0.8099	0.8083	0.8089
PP	0.8078	0.8078	0.8078	0.8073
S1	0.8059	0.8059	0.8076	0.8049
S2	0.8038	0.8038	0.8072
S3	0.7998	0.8019	0.8069
S4	0.7958	0.7979	0.8058

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%	0.0043	0.5%	75%	False	False	65,341
10	0.8106	0.7906	0.0200	2.5%	0.0045	0.6%	87%	False	False	66,555
20	0.8106	0.7782	0.0324	4.0%	0.0057	0.7%	92%	False	False	76,486
40	0.8106	0.7754	0.0352	4.4%	0.0059	0.7%	93%	False	False	56,848
60	0.8106	0.7723	0.0383	4.7%	0.0055	0.7%	93%	False	False	38,053
80	0.8147	0.7723	0.0424	5.2%	0.0057	0.7%	84%	False	False	28,574
100	0.8324	0.7723	0.0601	7.4%	0.0056	0.7%	59%	False	False	22,908
120	0.8324	0.7723	0.0601	7.4%	0.0054	0.7%	59%	False	False	19,100

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	0.8268
2.618	0.8202
1.618	0.8162
1.000	0.8138
0.618	0.8122
HIGH	0.8098
0.618	0.8082
0.500	0.8078
0.382	0.8073
LOW	0.8058
0.618	0.8033
1.000	0.8018
1.618	0.7993
2.618	0.7953
4.250	0.7888

Fisher Pivots for day following 18-Oct-2021
Pivot	1 day	3 day
R1	0.8079	0.8076
PP	0.8078	0.8073
S1	0.8078	0.8070

Download as Excel Spreadsheet

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

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