CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 13-Dec-2021

Day Change Summary
	Previous	Current
	10-Dec-2021	13-Dec-2021	Change	Change %	Previous Week
Open	0.7868	0.7858	-0.0011	-0.1%	0.7790
High	0.7888	0.7873	-0.0016	-0.2%	0.7935
Low	0.7851	0.7802	-0.0050	-0.6%	0.7788
Close	0.7858	0.7817	-0.0041	-0.5%	0.7858
Range	0.0037	0.0071	0.0034	91.9%	0.0147
ATR	0.0050	0.0052	0.0001	3.0%	0.0000
Volume	82,017	69,718	-12,299	-15.0%	285,321

Daily Pivots for day following 13-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8043	0.8001	0.7856
R3	0.7972	0.7930	0.7837
R2	0.7901	0.7901	0.7830
R1	0.7859	0.7859	0.7824	0.7845
PP	0.7830	0.7830	0.7830	0.7823
S1	0.7788	0.7788	0.7810	0.7774
S2	0.7759	0.7759	0.7804
S3	0.7688	0.7717	0.7797
S4	0.7617	0.7646	0.7778

Weekly Pivots for week ending 10-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8300	0.8225	0.7938
R3	0.8153	0.8079	0.7898
R2	0.8007	0.8007	0.7884
R1	0.7932	0.7932	0.7871	0.7969
PP	0.7860	0.7860	0.7860	0.7879
S1	0.7786	0.7786	0.7844	0.7823
S2	0.7714	0.7714	0.7831
S3	0.7567	0.7639	0.7817
S4	0.7421	0.7493	0.7777

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7935	0.7802	0.0133	1.7%	0.0055	0.7%	12%	False	True	68,169
10	0.7935	0.7781	0.0154	2.0%	0.0056	0.7%	23%	False	False	36,860
20	0.8000	0.7781	0.0219	2.8%	0.0052	0.7%	16%	False	False	18,854
40	0.8137	0.7781	0.0356	4.6%	0.0046	0.6%	10%	False	False	9,521
60	0.8137	0.7755	0.0383	4.9%	0.0049	0.6%	16%	False	False	6,388
80	0.8137	0.7724	0.0413	5.3%	0.0051	0.6%	23%	False	False	4,808
100	0.8137	0.7724	0.0413	5.3%	0.0047	0.6%	23%	False	False	3,849
120	0.8147	0.7724	0.0423	5.4%	0.0049	0.6%	22%	False	False	3,210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8174
2.618	0.8058
1.618	0.7987
1.000	0.7944
0.618	0.7916
HIGH	0.7873
0.618	0.7845
0.500	0.7837
0.382	0.7829
LOW	0.7802
0.618	0.7758
1.000	0.7731
1.618	0.7687
2.618	0.7616
4.250	0.7500

Fisher Pivots for day following 13-Dec-2021
Pivot	1 day	3 day
R1	0.7837	0.7854
PP	0.7830	0.7842
S1	0.7824	0.7829

Download as Excel Spreadsheet

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

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