CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 09-Dec-2021

Day Change Summary
	Previous	Current
	08-Dec-2021	09-Dec-2021	Change	Change %	Previous Week
Open	0.7911	0.7905	-0.0006	-0.1%	0.7833
High	0.7935	0.7906	-0.0029	-0.4%	0.7869
Low	0.7897	0.7861	-0.0036	-0.5%	0.7781
Close	0.7901	0.7864	-0.0038	-0.5%	0.7792
Range	0.0038	0.0046	0.0008	19.7%	0.0088
ATR	0.0051	0.0051	0.0000	-0.8%	0.0000
Volume	70,408	90,367	19,959	28.3%	16,482

Daily Pivots for day following 09-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8013	0.7984	0.7889
R3	0.7968	0.7938	0.7876
R2	0.7922	0.7922	0.7872
R1	0.7893	0.7893	0.7868	0.7885
PP	0.7877	0.7877	0.7877	0.7873
S1	0.7847	0.7847	0.7859	0.7839
S2	0.7831	0.7831	0.7855
S3	0.7786	0.7802	0.7851
S4	0.7740	0.7756	0.7838

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	2.0%	0.0057	0.7%	54%	False	False	41,764
10	0.7935	0.7781	0.0154	2.0%	0.0060	0.8%	54%	False	False	22,151
20	0.8007	0.7781	0.0226	2.9%	0.0051	0.7%	37%	False	False	11,307
40	0.8137	0.7781	0.0356	4.5%	0.0046	0.6%	23%	False	False	5,735
60	0.8137	0.7755	0.0383	4.9%	0.0049	0.6%	28%	False	False	3,863
80	0.8137	0.7724	0.0413	5.3%	0.0051	0.6%	34%	False	False	2,912
100	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	34%	False	False	2,332
120	0.8159	0.7724	0.0435	5.5%	0.0049	0.6%	32%	False	False	1,946

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8099
2.618	0.8025
1.618	0.7980
1.000	0.7952
0.618	0.7934
HIGH	0.7906
0.618	0.7889
0.500	0.7883
0.382	0.7878
LOW	0.7861
0.618	0.7832
1.000	0.7815
1.618	0.7787
2.618	0.7741
4.250	0.7667

Fisher Pivots for day following 09-Dec-2021
Pivot	1 day	3 day
R1	0.7883	0.7885
PP	0.7877	0.7878
S1	0.7870	0.7871

Download as Excel Spreadsheet

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

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