CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 08-Dec-2021

Day Change Summary
	Previous	Current
	07-Dec-2021	08-Dec-2021	Change	Change %	Previous Week
Open	0.7838	0.7911	0.0073	0.9%	0.7833
High	0.7916	0.7935	0.0019	0.2%	0.7869
Low	0.7835	0.7897	0.0062	0.8%	0.7781
Close	0.7907	0.7901	-0.0006	-0.1%	0.7792
Range	0.0081	0.0038	-0.0043	-53.1%	0.0088
ATR	0.0052	0.0051	-0.0001	-2.0%	0.0000
Volume	28,336	70,408	42,072	148.5%	16,482

Daily Pivots for day following 08-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8025	0.8001	0.7922
R3	0.7987	0.7963	0.7911
R2	0.7949	0.7949	0.7908
R1	0.7925	0.7925	0.7904	0.7918
PP	0.7911	0.7911	0.7911	0.7907
S1	0.7887	0.7887	0.7898	0.7880
S2	0.7873	0.7873	0.7894
S3	0.7835	0.7849	0.7891
S4	0.7797	0.7811	0.7880

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	0.7935	0.7781	0.0154	1.9%	0.0055	0.7%	78%	True	False	24,343
10	0.7935	0.7781	0.0154	1.9%	0.0058	0.7%	78%	True	False	13,174
20	0.8070	0.7781	0.0289	3.7%	0.0053	0.7%	42%	False	False	6,805
40	0.8137	0.7781	0.0356	4.5%	0.0045	0.6%	34%	False	False	3,480
60	0.8137	0.7755	0.0383	4.8%	0.0049	0.6%	38%	False	False	2,357
80	0.8137	0.7724	0.0413	5.2%	0.0050	0.6%	43%	False	False	1,783
100	0.8137	0.7724	0.0413	5.2%	0.0048	0.6%	43%	False	False	1,428
120	0.8159	0.7724	0.0435	5.5%	0.0049	0.6%	41%	False	False	1,193

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8096
2.618	0.8034
1.618	0.7996
1.000	0.7973
0.618	0.7958
HIGH	0.7935
0.618	0.7920
0.500	0.7916
0.382	0.7911
LOW	0.7897
0.618	0.7873
1.000	0.7859
1.618	0.7835
2.618	0.7797
4.250	0.7735

Fisher Pivots for day following 08-Dec-2021
Pivot	1 day	3 day
R1	0.7916	0.7888
PP	0.7911	0.7875
S1	0.7906	0.7861

Download as Excel Spreadsheet

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

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