CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 27-Oct-2021

Day Change Summary
	Previous	Current
	26-Oct-2021	27-Oct-2021	Change	Change %	Previous Week
Open	0.8076	0.8071	-0.0006	-0.1%	0.8087
High	0.8097	0.8130	0.0034	0.4%	0.8137
Low	0.8067	0.8041	-0.0026	-0.3%	0.8058
Close	0.8073	0.8101	0.0028	0.3%	0.8086
Range	0.0030	0.0089	0.0059	196.7%	0.0080
ATR	0.0050	0.0053	0.0003	5.4%	0.0000
Volume	54,596	123,635	69,039	126.5%	315,382

Daily Pivots for day following 27-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8358	0.8318	0.8149
R3	0.8269	0.8229	0.8125
R2	0.8180	0.8180	0.8117
R1	0.8140	0.8140	0.8109	0.8160
PP	0.8091	0.8091	0.8091	0.8100
S1	0.8051	0.8051	0.8092	0.8071
S2	0.8002	0.8002	0.8084
S3	0.7913	0.7962	0.8076
S4	0.7824	0.7873	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	0.8041	0.0096	1.2%	0.0054	0.7%	62%	False	True	70,997
10	0.8137	0.8035	0.0103	1.3%	0.0050	0.6%	64%	False	False	68,858
20	0.8137	0.7835	0.0303	3.7%	0.0051	0.6%	88%	False	False	71,655
40	0.8137	0.7754	0.0384	4.7%	0.0058	0.7%	90%	False	False	68,775
60	0.8137	0.7723	0.0415	5.1%	0.0056	0.7%	91%	False	False	46,119
80	0.8137	0.7723	0.0415	5.1%	0.0056	0.7%	91%	False	False	34,636
100	0.8288	0.7723	0.0566	7.0%	0.0056	0.7%	67%	False	False	27,745
120	0.8324	0.7723	0.0601	7.4%	0.0055	0.7%	63%	False	False	23,142

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8508
2.618	0.8363
1.618	0.8274
1.000	0.8219
0.618	0.8185
HIGH	0.8130
0.618	0.8096
0.500	0.8086
0.382	0.8075
LOW	0.8041
0.618	0.7986
1.000	0.7952
1.618	0.7897
2.618	0.7808
4.250	0.7663

Fisher Pivots for day following 27-Oct-2021
Pivot	1 day	3 day
R1	0.8096	0.8096
PP	0.8091	0.8091
S1	0.8086	0.8086

Download as Excel Spreadsheet

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

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