CME Canadian Dollar Future December 2021

Trading Metrics calculated at close of trading on 04-Nov-2021

Day Change Summary
	Previous	Current
	03-Nov-2021	04-Nov-2021	Change	Change %	Previous Week
Open	0.8059	0.8071	0.0013	0.2%	0.8087
High	0.8077	0.8079	0.0002	0.0%	0.8130
Low	0.8027	0.8018	-0.0010	-0.1%	0.8041
Close	0.8070	0.8025	-0.0045	-0.6%	0.8081
Range	0.0050	0.0061	0.0011	22.0%	0.0089
ATR	0.0050	0.0051	0.0001	1.6%	0.0000
Volume	74,646	63,116	-11,530	-15.4%	394,436

Daily Pivots for day following 04-Nov-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8223	0.8185	0.8059
R3	0.8162	0.8124	0.8042
R2	0.8101	0.8101	0.8036
R1	0.8063	0.8063	0.8031	0.8052
PP	0.8040	0.8040	0.8040	0.8035
S1	0.8002	0.8002	0.8019	0.7991
S2	0.7979	0.7979	0.8014
S3	0.7918	0.7941	0.8008
S4	0.7857	0.7880	0.7991

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	0.8018	0.0094	1.2%	0.0047	0.6%	8%	False	True	71,327
10	0.8130	0.8018	0.0113	1.4%	0.0047	0.6%	7%	False	True	72,277
20	0.8137	0.7960	0.0177	2.2%	0.0047	0.6%	37%	False	False	68,293
40	0.8137	0.7754	0.0384	4.8%	0.0055	0.7%	71%	False	False	74,890
60	0.8137	0.7723	0.0415	5.2%	0.0056	0.7%	73%	False	False	53,209
80	0.8137	0.7723	0.0415	5.2%	0.0055	0.7%	73%	False	False	39,982
100	0.8223	0.7723	0.0501	6.2%	0.0057	0.7%	60%	False	False	32,003
120	0.8324	0.7723	0.0601	7.5%	0.0055	0.7%	50%	False	False	26,707

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8338
2.618	0.8238
1.618	0.8177
1.000	0.8140
0.618	0.8116
HIGH	0.8079
0.618	0.8055
0.500	0.8048
0.382	0.8041
LOW	0.8018
0.618	0.7980
1.000	0.7957
1.618	0.7919
2.618	0.7858
4.250	0.7758

Fisher Pivots for day following 04-Nov-2021
Pivot	1 day	3 day
R1	0.8048	0.8051
PP	0.8040	0.8042
S1	0.8033	0.8034

Download as Excel Spreadsheet

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

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