CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 07-Dec-2021

Day Change Summary
	Previous	Current
	06-Dec-2021	07-Dec-2021	Change	Change %	Previous Week
Open	0.7790	0.7838	0.0048	0.6%	0.7833
High	0.7843	0.7916	0.0073	0.9%	0.7869
Low	0.7788	0.7835	0.0047	0.6%	0.7781
Close	0.7833	0.7907	0.0074	0.9%	0.7792
Range	0.0055	0.0081	0.0027	48.6%	0.0088
ATR	0.0050	0.0052	0.0002	4.6%	0.0000
Volume	14,193	28,336	14,143	99.6%	16,482

Daily Pivots for day following 07-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8129	0.8099	0.7952
R3	0.8048	0.8018	0.7929
R2	0.7967	0.7967	0.7922
R1	0.7937	0.7937	0.7914	0.7952
PP	0.7886	0.7886	0.7886	0.7893
S1	0.7856	0.7856	0.7900	0.7871
S2	0.7805	0.7805	0.7892
S3	0.7724	0.7775	0.7885
S4	0.7643	0.7694	0.7862

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	0.7916	0.7781	0.0135	1.7%	0.0062	0.8%	94%	True	False	10,709
10	0.7916	0.7781	0.0135	1.7%	0.0060	0.8%	94%	True	False	6,196
20	0.8070	0.7781	0.0289	3.7%	0.0053	0.7%	44%	False	False	3,298
40	0.8137	0.7781	0.0356	4.5%	0.0045	0.6%	35%	False	False	1,723
60	0.8137	0.7755	0.0383	4.8%	0.0050	0.6%	40%	False	False	1,184
80	0.8137	0.7724	0.0413	5.2%	0.0050	0.6%	44%	False	False	903
100	0.8137	0.7724	0.0413	5.2%	0.0048	0.6%	44%	False	False	724
120	0.8159	0.7724	0.0435	5.5%	0.0049	0.6%	42%	False	False	606

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	0.0014
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8260
2.618	0.8128
1.618	0.8047
1.000	0.7997
0.618	0.7966
HIGH	0.7916
0.618	0.7885
0.500	0.7875
0.382	0.7865
LOW	0.7835
0.618	0.7784
1.000	0.7754
1.618	0.7703
2.618	0.7622
4.250	0.7490

Fisher Pivots for day following 07-Dec-2021
Pivot	1 day	3 day
R1	0.7896	0.7887
PP	0.7886	0.7868
S1	0.7875	0.7848

Download as Excel Spreadsheet

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

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