CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 23-Sep-2021

Day Change Summary
	Previous	Current
	22-Sep-2021	23-Sep-2021	Change	Change %	Previous Week
Open	0.7797	0.7815	0.0018	0.2%	0.7884
High	0.7873	0.7914	0.0041	0.5%	0.7934
Low	0.7797	0.7815	0.0018	0.2%	0.7830
Close	0.7826	0.7905	0.0080	1.0%	0.7845
Range	0.0077	0.0100	0.0023	30.1%	0.0105
ATR	0.0060	0.0063	0.0003	4.7%	0.0000
Volume	56	74	18	32.1%	280

Daily Pivots for day following 23-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8176	0.8140	0.7960
R3	0.8077	0.8041	0.7932
R2	0.7977	0.7977	0.7923
R1	0.7941	0.7941	0.7914	0.7959
PP	0.7878	0.7878	0.7878	0.7887
S1	0.7842	0.7842	0.7896	0.7860
S2	0.7778	0.7778	0.7887
S3	0.7679	0.7742	0.7878
S4	0.7579	0.7643	0.7850

Weekly Pivots for week ending 17-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8183	0.8119	0.7902
R3	0.8079	0.8014	0.7874
R2	0.7974	0.7974	0.7864
R1	0.7910	0.7910	0.7855	0.7890
PP	0.7870	0.7870	0.7870	0.7860
S1	0.7805	0.7805	0.7835	0.7785
S2	0.7765	0.7765	0.7826
S3	0.7661	0.7701	0.7816
S4	0.7556	0.7596	0.7788

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7914	0.7755	0.0160	2.0%	0.0078	1.0%	94%	True	False	117
10	0.7945	0.7755	0.0191	2.4%	0.0064	0.8%	79%	False	False	77
20	0.8001	0.7755	0.0246	3.1%	0.0059	0.7%	61%	False	False	74
40	0.8048	0.7724	0.0324	4.1%	0.0049	0.6%	56%	False	False	50
60	0.8127	0.7724	0.0403	5.1%	0.0051	0.7%	45%	False	False	38
80	0.8311	0.7724	0.0587	7.4%	0.0049	0.6%	31%	False	False	32
100	0.8319	0.7724	0.0595	7.5%	0.0046	0.6%	30%	False	False	30

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 45 trading days

Fibonacci Retracements and Extensions
4.250	0.8337
2.618	0.8174
1.618	0.8075
1.000	0.8014
0.618	0.7975
HIGH	0.7914
0.618	0.7876
0.500	0.7864
0.382	0.7853
LOW	0.7815
0.618	0.7753
1.000	0.7715
1.618	0.7654
2.618	0.7554
4.250	0.7392

Fisher Pivots for day following 23-Sep-2021
Pivot	1 day	3 day
R1	0.7891	0.7886
PP	0.7878	0.7868
S1	0.7864	0.7849

Download as Excel Spreadsheet

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

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