CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 24-Sep-2021

Day Change Summary
	Previous	Current
	23-Sep-2021	24-Sep-2021	Change	Change %	Previous Week
Open	0.7815	0.7900	0.0086	1.1%	0.7821
High	0.7914	0.7910	-0.0004	-0.1%	0.7914
Low	0.7815	0.7856	0.0041	0.5%	0.7755
Close	0.7905	0.7898	-0.0007	-0.1%	0.7898
Range	0.0100	0.0055	-0.0045	-45.2%	0.0160
ATR	0.0063	0.0062	-0.0001	-1.0%	0.0000
Volume	74	42	-32	-43.2%	485

Daily Pivots for day following 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8051	0.8029	0.7928
R3	0.7997	0.7975	0.7913
R2	0.7942	0.7942	0.7908
R1	0.7920	0.7920	0.7903	0.7904
PP	0.7888	0.7888	0.7888	0.7880
S1	0.7866	0.7866	0.7893	0.7850
S2	0.7833	0.7833	0.7888
S3	0.7779	0.7811	0.7883
S4	0.7724	0.7757	0.7868

Weekly Pivots for week ending 24-Sep-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8334	0.8276	0.7986
R3	0.8175	0.8116	0.7942
R2	0.8015	0.8015	0.7927
R1	0.7957	0.7957	0.7913	0.7986
PP	0.7856	0.7856	0.7856	0.7870
S1	0.7797	0.7797	0.7883	0.7826
S2	0.7696	0.7696	0.7869
S3	0.7537	0.7638	0.7854
S4	0.7377	0.7478	0.7810

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%	0.0072	0.9%	90%	False	False	97
10	0.7934	0.7755	0.0180	2.3%	0.0064	0.8%	80%	False	False	76
20	0.8001	0.7755	0.0246	3.1%	0.0059	0.7%	58%	False	False	74
40	0.8048	0.7724	0.0324	4.1%	0.0050	0.6%	54%	False	False	51
60	0.8127	0.7724	0.0403	5.1%	0.0052	0.7%	43%	False	False	38
80	0.8311	0.7724	0.0587	7.4%	0.0049	0.6%	30%	False	False	32
100	0.8319	0.7724	0.0595	7.5%	0.0046	0.6%	29%	False	False	30

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0011
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8142
2.618	0.8053
1.618	0.7998
1.000	0.7965
0.618	0.7944
HIGH	0.7910
0.618	0.7889
0.500	0.7883
0.382	0.7876
LOW	0.7856
0.618	0.7822
1.000	0.7801
1.618	0.7767
2.618	0.7713
4.250	0.7624

Fisher Pivots for day following 24-Sep-2021
Pivot	1 day	3 day
R1	0.7893	0.7884
PP	0.7888	0.7870
S1	0.7883	0.7855

Download as Excel Spreadsheet

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

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