CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 25-Oct-2021

Day Change Summary
	Previous	Current
	22-Oct-2021	25-Oct-2021	Change	Change %	Previous Week
Open	0.8083	0.8087	0.0004	0.0%	0.8087
High	0.8116	0.8104	-0.0012	-0.1%	0.8137
Low	0.8071	0.8064	-0.0007	-0.1%	0.8058
Close	0.8086	0.8074	-0.0012	-0.1%	0.8086
Range	0.0046	0.0041	-0.0005	-11.0%	0.0080
ATR	0.0053	0.0052	-0.0001	-1.7%	0.0000
Volume	63,416	52,908	-10,508	-16.6%	315,382

Daily Pivots for day following 25-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8202	0.8179	0.8096
R3	0.8162	0.8138	0.8085
R2	0.8121	0.8121	0.8081
R1	0.8098	0.8098	0.8078	0.8089
PP	0.8081	0.8081	0.8081	0.8076
S1	0.8057	0.8057	0.8070	0.8049
S2	0.8040	0.8040	0.8067
S3	0.8000	0.8017	0.8063
S4	0.7959	0.7976	0.8052

Weekly Pivots for week ending 22-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8332	0.8289	0.8130
R3	0.8253	0.8209	0.8108
R2	0.8173	0.8173	0.8101
R1	0.8130	0.8130	0.8093	0.8112
PP	0.8094	0.8094	0.8094	0.8085
S1	0.8050	0.8050	0.8079	0.8032
S2	0.8014	0.8014	0.8071
S3	0.7935	0.7971	0.8064
S4	0.7855	0.7891	0.8042

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8137	0.8064	0.0074	0.9%	0.0047	0.6%	14%	False	True	61,461
10	0.8137	0.8000	0.0137	1.7%	0.0045	0.6%	54%	False	False	63,401
20	0.8137	0.7827	0.0310	3.8%	0.0052	0.6%	80%	False	False	71,505
40	0.8137	0.7754	0.0384	4.7%	0.0057	0.7%	84%	False	False	64,424
60	0.8137	0.7723	0.0415	5.1%	0.0055	0.7%	85%	False	False	43,156
80	0.8137	0.7723	0.0415	5.1%	0.0058	0.7%	85%	False	False	32,412
100	0.8291	0.7723	0.0568	7.0%	0.0056	0.7%	62%	False	False	25,970
120	0.8324	0.7723	0.0601	7.4%	0.0055	0.7%	58%	False	False	21,658

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8276
2.618	0.8210
1.618	0.8170
1.000	0.8145
0.618	0.8129
HIGH	0.8104
0.618	0.8089
0.500	0.8084
0.382	0.8079
LOW	0.8064
0.618	0.8038
1.000	0.8023
1.618	0.7998
2.618	0.7957
4.250	0.7891

Fisher Pivots for day following 25-Oct-2021
Pivot	1 day	3 day
R1	0.8084	0.8100
PP	0.8081	0.8092
S1	0.8077	0.8083

Download as Excel Spreadsheet

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

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