CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 20-Oct-2021

Day Change Summary
	Previous	Current
	19-Oct-2021	20-Oct-2021	Change	Change %	Previous Week
Open	0.8078	0.8089	0.0011	0.1%	0.8015
High	0.8123	0.8125	0.0002	0.0%	0.8106
Low	0.8075	0.8084	0.0009	0.1%	0.8000
Close	0.8091	0.8120	0.0029	0.4%	0.8075
Range	0.0048	0.0041	-0.0007	-14.7%	0.0106
ATR	0.0054	0.0053	-0.0001	-1.8%	0.0000
Volume	66,847	63,706	-3,141	-4.7%	310,711

Daily Pivots for day following 20-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8231	0.8216	0.8142
R3	0.8190	0.8175	0.8131
R2	0.8150	0.8150	0.8127
R1	0.8135	0.8135	0.8123	0.8142
PP	0.8109	0.8109	0.8109	0.8113
S1	0.8094	0.8094	0.8116	0.8102
S2	0.8069	0.8069	0.8112
S3	0.8028	0.8054	0.8108
S4	0.7988	0.8013	0.8097

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	0.8125	0.8035	0.0090	1.1%	0.0046	0.6%	94%	True	False	66,720
10	0.8125	0.7937	0.0188	2.3%	0.0044	0.5%	97%	True	False	64,620
20	0.8125	0.7814	0.0311	3.8%	0.0054	0.7%	98%	True	False	74,194
40	0.8125	0.7754	0.0371	4.6%	0.0057	0.7%	99%	True	False	60,068
60	0.8125	0.7723	0.0402	5.0%	0.0055	0.7%	99%	True	False	40,225
80	0.8127	0.7723	0.0405	5.0%	0.0057	0.7%	98%	False	False	30,205
100	0.8324	0.7723	0.0601	7.4%	0.0056	0.7%	66%	False	False	24,206
120	0.8324	0.7723	0.0601	7.4%	0.0054	0.7%	66%	False	False	20,187

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8297
2.618	0.8231
1.618	0.8190
1.000	0.8165
0.618	0.8150
HIGH	0.8125
0.618	0.8109
0.500	0.8104
0.382	0.8099
LOW	0.8084
0.618	0.8059
1.000	0.8044
1.618	0.8018
2.618	0.7978
4.250	0.7912

Fisher Pivots for day following 20-Oct-2021
Pivot	1 day	3 day
R1	0.8114	0.8110
PP	0.8109	0.8101
S1	0.8104	0.8091

Download as Excel Spreadsheet

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

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