CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 02-Nov-2021

Day Change Summary
	Previous	Current
	01-Nov-2021	02-Nov-2021	Change	Change %	Previous Week
Open	0.8075	0.8083	0.0008	0.1%	0.8087
High	0.8096	0.8085	-0.0012	-0.1%	0.8130
Low	0.8062	0.8048	-0.0014	-0.2%	0.8041
Close	0.8084	0.8060	-0.0024	-0.3%	0.8081
Range	0.0035	0.0037	0.0002	5.8%	0.0089
ATR	0.0051	0.0050	-0.0001	-2.0%	0.0000
Volume	60,266	66,894	6,628	11.0%	394,436

Daily Pivots for day following 02-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8174	0.8153	0.8080
R3	0.8137	0.8117	0.8070
R2	0.8101	0.8101	0.8067
R1	0.8080	0.8080	0.8063	0.8072
PP	0.8064	0.8064	0.8064	0.8060
S1	0.8044	0.8044	0.8057	0.8036
S2	0.8028	0.8028	0.8053
S3	0.7991	0.8007	0.8050
S4	0.7955	0.7971	0.8040

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%	0.0050	0.6%	21%	False	False	82,818
10	0.8137	0.8041	0.0096	1.2%	0.0047	0.6%	20%	False	False	70,914
20	0.8137	0.7906	0.0232	2.9%	0.0045	0.6%	67%	False	False	68,597
40	0.8137	0.7754	0.0384	4.8%	0.0056	0.7%	80%	False	False	75,042
60	0.8137	0.7723	0.0415	5.1%	0.0055	0.7%	81%	False	False	50,935
80	0.8137	0.7723	0.0415	5.1%	0.0055	0.7%	81%	False	False	38,263
100	0.8243	0.7723	0.0520	6.5%	0.0056	0.7%	65%	False	False	30,629
120	0.8324	0.7723	0.0601	7.5%	0.0055	0.7%	56%	False	False	25,559

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

Fibonacci Retracements and Extensions
4.250	0.8240
2.618	0.8180
1.618	0.8144
1.000	0.8121
0.618	0.8107
HIGH	0.8085
0.618	0.8071
0.500	0.8066
0.382	0.8062
LOW	0.8048
0.618	0.8025
1.000	0.8012
1.618	0.7989
2.618	0.7952
4.250	0.7893

Fisher Pivots for day following 02-Nov-2021
Pivot	1 day	3 day
R1	0.8066	0.8080
PP	0.8064	0.8073
S1	0.8062	0.8067

Download as Excel Spreadsheet

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

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