CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 28-Oct-2021

Day Change Summary
	Previous	Current
	27-Oct-2021	28-Oct-2021	Change	Change %	Previous Week
Open	0.8071	0.8090	0.0019	0.2%	0.8087
High	0.8130	0.8111	-0.0020	-0.2%	0.8137
Low	0.8041	0.8076	0.0035	0.4%	0.8058
Close	0.8101	0.8099	-0.0002	0.0%	0.8086
Range	0.0089	0.0035	-0.0054	-60.7%	0.0080
ATR	0.0053	0.0052	-0.0001	-2.4%	0.0000
Volume	123,635	71,584	-52,051	-42.1%	315,382

Daily Pivots for day following 28-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8200	0.8184	0.8118
R3	0.8165	0.8149	0.8108
R2	0.8130	0.8130	0.8105
R1	0.8114	0.8114	0.8102	0.8122
PP	0.8095	0.8095	0.8095	0.8099
S1	0.8079	0.8079	0.8095	0.8087
S2	0.8060	0.8060	0.8092
S3	0.8025	0.8044	0.8089
S4	0.7990	0.8009	0.8079

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	0.8130	0.8041	0.0089	1.1%	0.0048	0.6%	65%	False	False	73,227
10	0.8137	0.8041	0.0096	1.2%	0.0047	0.6%	60%	False	False	68,996
20	0.8137	0.7849	0.0288	3.6%	0.0048	0.6%	87%	False	False	69,811
40	0.8137	0.7754	0.0384	4.7%	0.0058	0.7%	90%	False	False	70,503
60	0.8137	0.7723	0.0415	5.1%	0.0056	0.7%	91%	False	False	47,309
80	0.8137	0.7723	0.0415	5.1%	0.0056	0.7%	91%	False	False	35,530
100	0.8288	0.7723	0.0566	7.0%	0.0056	0.7%	66%	False	False	28,460
120	0.8324	0.7723	0.0601	7.4%	0.0055	0.7%	63%	False	False	23,737

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8259
2.618	0.8202
1.618	0.8167
1.000	0.8146
0.618	0.8132
HIGH	0.8111
0.618	0.8097
0.500	0.8093
0.382	0.8089
LOW	0.8076
0.618	0.8054
1.000	0.8041
1.618	0.8019
2.618	0.7984
4.250	0.7927

Fisher Pivots for day following 28-Oct-2021
Pivot	1 day	3 day
R1	0.8097	0.8094
PP	0.8095	0.8090
S1	0.8093	0.8086

Download as Excel Spreadsheet

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

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