CME Canadian Dollar Future March 2022

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

Day Change Summary
	Previous	Current
	02-Dec-2021	03-Dec-2021	Change	Change %	Previous Week
Open	0.7806	0.7804	-0.0003	0.0%	0.7833
High	0.7827	0.7848	0.0021	0.3%	0.7869
Low	0.7792	0.7781	-0.0011	-0.1%	0.7781
Close	0.7807	0.7792	-0.0015	-0.2%	0.7792
Range	0.0036	0.0067	0.0032	88.7%	0.0088
ATR	0.0049	0.0050	0.0001	2.7%	0.0000
Volume	3,261	5,518	2,257	69.2%	16,482

Daily Pivots for day following 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8008	0.7967	0.7828
R3	0.7941	0.7900	0.7810
R2	0.7874	0.7874	0.7804
R1	0.7833	0.7833	0.7798	0.7820
PP	0.7807	0.7807	0.7807	0.7800
S1	0.7766	0.7766	0.7785	0.7753
S2	0.7740	0.7740	0.7779
S3	0.7673	0.7699	0.7773
S4	0.7606	0.7632	0.7755

Weekly Pivots for week ending 03-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8076	0.8021	0.7840
R3	0.7989	0.7934	0.7816
R2	0.7901	0.7901	0.7808
R1	0.7846	0.7846	0.7800	0.7830
PP	0.7814	0.7814	0.7814	0.7806
S1	0.7759	0.7759	0.7783	0.7743
S2	0.7726	0.7726	0.7775
S3	0.7639	0.7671	0.7767
S4	0.7551	0.7584	0.7743

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7869	0.7781	0.0088	1.1%	0.0056	0.7%	12%	False	True	3,296
10	0.7948	0.7781	0.0167	2.1%	0.0055	0.7%	6%	False	True	2,026
20	0.8070	0.7781	0.0289	3.7%	0.0048	0.6%	4%	False	True	1,191
40	0.8137	0.7781	0.0356	4.6%	0.0044	0.6%	3%	False	True	666
60	0.8137	0.7755	0.0383	4.9%	0.0049	0.6%	10%	False	False	477
80	0.8137	0.7724	0.0413	5.3%	0.0049	0.6%	16%	False	False	372
100	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	16%	False	False	300
120	0.8219	0.7724	0.0495	6.4%	0.0049	0.6%	14%	False	False	252

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8133
2.618	0.8023
1.618	0.7956
1.000	0.7915
0.618	0.7889
HIGH	0.7848
0.618	0.7822
0.500	0.7815
0.382	0.7807
LOW	0.7781
0.618	0.7740
1.000	0.7714
1.618	0.7673
2.618	0.7606
4.250	0.7496

Fisher Pivots for day following 03-Dec-2021
Pivot	1 day	3 day
R1	0.7815	0.7825
PP	0.7807	0.7814
S1	0.7799	0.7803

Download as Excel Spreadsheet

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

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