CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 29-Oct-2021

Day Change Summary
	Previous	Current
	28-Oct-2021	29-Oct-2021	Change	Change %	Previous Week
Open	0.8090	0.8101	0.0012	0.1%	0.8087
High	0.8111	0.8112	0.0001	0.0%	0.8130
Low	0.8076	0.8059	-0.0017	-0.2%	0.8041
Close	0.8099	0.8081	-0.0018	-0.2%	0.8081
Range	0.0035	0.0053	0.0018	50.0%	0.0089
ATR	0.0052	0.0052	0.0000	0.1%	0.0000
Volume	71,584	91,713	20,129	28.1%	394,436

Daily Pivots for day following 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8241	0.8213	0.8109
R3	0.8189	0.8161	0.8095
R2	0.8136	0.8136	0.8090
R1	0.8108	0.8108	0.8085	0.8096
PP	0.8084	0.8084	0.8084	0.8078
S1	0.8056	0.8056	0.8076	0.8044
S2	0.8031	0.8031	0.8071
S3	0.7979	0.8003	0.8066
S4	0.7926	0.7951	0.8052

Weekly Pivots for week ending 29-Oct-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8351	0.8305	0.8129
R3	0.8262	0.8216	0.8105
R2	0.8173	0.8173	0.8097
R1	0.8127	0.8127	0.8089	0.8105
PP	0.8084	0.8084	0.8084	0.8073
S1	0.8038	0.8038	0.8072	0.8016
S2	0.7995	0.7995	0.8064
S3	0.7906	0.7949	0.8056
S4	0.7817	0.7860	0.8032

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%	0.0049	0.6%	44%	False	False	78,887
10	0.8137	0.8041	0.0096	1.2%	0.0048	0.6%	41%	False	False	70,981
20	0.8137	0.7902	0.0236	2.9%	0.0048	0.6%	76%	False	False	69,726
40	0.8137	0.7754	0.0384	4.7%	0.0058	0.7%	85%	False	False	72,742
60	0.8137	0.7723	0.0415	5.1%	0.0056	0.7%	86%	False	False	48,835
80	0.8137	0.7723	0.0415	5.1%	0.0056	0.7%	86%	False	False	36,675
100	0.8283	0.7723	0.0560	6.9%	0.0057	0.7%	64%	False	False	29,374
120	0.8324	0.7723	0.0601	7.4%	0.0055	0.7%	60%	False	False	24,501

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8335
2.618	0.8249
1.618	0.8196
1.000	0.8164
0.618	0.8144
HIGH	0.8112
0.618	0.8091
0.500	0.8085
0.382	0.8079
LOW	0.8059
0.618	0.8027
1.000	0.8007
1.618	0.7974
2.618	0.7922
4.250	0.7836

Fisher Pivots for day following 29-Oct-2021
Pivot	1 day	3 day
R1	0.8085	0.8086
PP	0.8084	0.8084
S1	0.8082	0.8082

Download as Excel Spreadsheet

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

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