CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 03-Nov-2021

Day Change Summary
	Previous	Current
	02-Nov-2021	03-Nov-2021	Change	Change %	Previous Week
Open	0.8083	0.8059	-0.0024	-0.3%	0.8087
High	0.8085	0.8077	-0.0008	-0.1%	0.8130
Low	0.8048	0.8027	-0.0021	-0.3%	0.8041
Close	0.8060	0.8070	0.0010	0.1%	0.8081
Range	0.0037	0.0050	0.0014	37.0%	0.0089
ATR	0.0050	0.0050	0.0000	0.0%	0.0000
Volume	66,894	74,646	7,752	11.6%	394,436

Daily Pivots for day following 03-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8208	0.8189	0.8097
R3	0.8158	0.8139	0.8083
R2	0.8108	0.8108	0.8079
R1	0.8089	0.8089	0.8074	0.8098
PP	0.8058	0.8058	0.8058	0.8063
S1	0.8039	0.8039	0.8065	0.8048
S2	0.8008	0.8008	0.8060
S3	0.7958	0.7989	0.8056
S4	0.7908	0.7939	0.8042

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	0.8112	0.8027	0.0085	1.0%	0.0042	0.5%	50%	False	True	73,020
10	0.8137	0.8027	0.0110	1.4%	0.0048	0.6%	39%	False	True	72,008
20	0.8137	0.7937	0.0201	2.5%	0.0046	0.6%	66%	False	False	68,314
40	0.8137	0.7754	0.0384	4.8%	0.0055	0.7%	82%	False	False	75,300
60	0.8137	0.7723	0.0415	5.1%	0.0056	0.7%	84%	False	False	52,171
80	0.8137	0.7723	0.0415	5.1%	0.0055	0.7%	84%	False	False	39,194
100	0.8241	0.7723	0.0519	6.4%	0.0057	0.7%	67%	False	False	31,372
120	0.8324	0.7723	0.0601	7.4%	0.0054	0.7%	58%	False	False	26,181

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8290
2.618	0.8208
1.618	0.8158
1.000	0.8127
0.618	0.8108
HIGH	0.8077
0.618	0.8058
0.500	0.8052
0.382	0.8046
LOW	0.8027
0.618	0.7996
1.000	0.7977
1.618	0.7946
2.618	0.7896
4.250	0.7815

Fisher Pivots for day following 03-Nov-2021
Pivot	1 day	3 day
R1	0.8064	0.8067
PP	0.8058	0.8064
S1	0.8052	0.8062

Download as Excel Spreadsheet

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

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