CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 06-Dec-2021

Day Change Summary
	Previous	Current
	03-Dec-2021	06-Dec-2021	Change	Change %	Previous Week
Open	0.7804	0.7790	-0.0014	-0.2%	0.7833
High	0.7848	0.7843	-0.0006	-0.1%	0.7869
Low	0.7781	0.7788	0.0007	0.1%	0.7781
Close	0.7792	0.7833	0.0042	0.5%	0.7792
Range	0.0067	0.0055	-0.0013	-18.7%	0.0088
ATR	0.0050	0.0050	0.0000	0.7%	0.0000
Volume	5,518	14,193	8,675	157.2%	16,482

Daily Pivots for day following 06-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7985	0.7963	0.7863
R3	0.7930	0.7909	0.7848
R2	0.7876	0.7876	0.7843
R1	0.7854	0.7854	0.7838	0.7865
PP	0.7821	0.7821	0.7821	0.7827
S1	0.7800	0.7800	0.7828	0.7811
S2	0.7767	0.7767	0.7823
S3	0.7712	0.7745	0.7818
S4	0.7658	0.7691	0.7803

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%	0.0058	0.7%	59%	False	False	5,551
10	0.7919	0.7781	0.0138	1.8%	0.0056	0.7%	38%	False	False	3,412
20	0.8070	0.7781	0.0289	3.7%	0.0050	0.6%	18%	False	False	1,890
40	0.8137	0.7781	0.0356	4.5%	0.0044	0.6%	15%	False	False	1,017
60	0.8137	0.7755	0.0383	4.9%	0.0049	0.6%	21%	False	False	712
80	0.8137	0.7724	0.0413	5.3%	0.0050	0.6%	26%	False	False	549
100	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	26%	False	False	441
120	0.8159	0.7724	0.0435	5.6%	0.0049	0.6%	25%	False	False	370

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8074
2.618	0.7985
1.618	0.7931
1.000	0.7897
0.618	0.7876
HIGH	0.7843
0.618	0.7822
0.500	0.7815
0.382	0.7809
LOW	0.7788
0.618	0.7754
1.000	0.7734
1.618	0.7700
2.618	0.7645
4.250	0.7556

Fisher Pivots for day following 06-Dec-2021
Pivot	1 day	3 day
R1	0.7827	0.7827
PP	0.7821	0.7821
S1	0.7815	0.7815

Download as Excel Spreadsheet

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

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