CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 01-Nov-2021

Day Change Summary
	Previous	Current
	29-Oct-2021	01-Nov-2021	Change	Change %	Previous Week
Open	0.8101	0.8075	-0.0026	-0.3%	0.8087
High	0.8112	0.8096	-0.0016	-0.2%	0.8130
Low	0.8059	0.8062	0.0003	0.0%	0.8041
Close	0.8081	0.8084	0.0004	0.0%	0.8081
Range	0.0053	0.0035	-0.0018	-34.3%	0.0089
ATR	0.0052	0.0051	-0.0001	-2.4%	0.0000
Volume	91,713	60,266	-31,447	-34.3%	394,436

Daily Pivots for day following 01-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8184	0.8169	0.8103
R3	0.8150	0.8134	0.8093
R2	0.8115	0.8115	0.8090
R1	0.8100	0.8100	0.8087	0.8107
PP	0.8081	0.8081	0.8081	0.8084
S1	0.8065	0.8065	0.8081	0.8073
S2	0.8046	0.8046	0.8078
S3	0.8012	0.8031	0.8075
S4	0.7977	0.7996	0.8065

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%	0.0048	0.6%	48%	False	False	80,358
10	0.8137	0.8041	0.0096	1.2%	0.0048	0.6%	45%	False	False	70,910
20	0.8137	0.7906	0.0232	2.9%	0.0046	0.6%	77%	False	False	68,732
40	0.8137	0.7754	0.0384	4.7%	0.0057	0.7%	86%	False	False	74,062
60	0.8137	0.7723	0.0415	5.1%	0.0055	0.7%	87%	False	False	49,835
80	0.8137	0.7723	0.0415	5.1%	0.0055	0.7%	87%	False	False	37,428
100	0.8275	0.7723	0.0553	6.8%	0.0057	0.7%	65%	False	False	29,963
120	0.8324	0.7723	0.0601	7.4%	0.0055	0.7%	60%	False	False	25,003

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

Fibonacci Retracements and Extensions
4.250	0.8243
2.618	0.8186
1.618	0.8152
1.000	0.8131
0.618	0.8117
HIGH	0.8096
0.618	0.8083
0.500	0.8079
0.382	0.8075
LOW	0.8062
0.618	0.8040
1.000	0.8027
1.618	0.8006
2.618	0.7971
4.250	0.7915

Fisher Pivots for day following 01-Nov-2021
Pivot	1 day	3 day
R1	0.8082	0.8085
PP	0.8081	0.8085
S1	0.8079	0.8084

Download as Excel Spreadsheet

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

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