CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 14-Dec-2021

Day Change Summary
	Previous	Current
	13-Dec-2021	14-Dec-2021	Change	Change %	Previous Week
Open	0.7858	0.7809	-0.0049	-0.6%	0.7790
High	0.7873	0.7816	-0.0057	-0.7%	0.7935
Low	0.7802	0.7774	-0.0028	-0.4%	0.7788
Close	0.7817	0.7780	-0.0037	-0.5%	0.7858
Range	0.0071	0.0042	-0.0030	-41.5%	0.0147
ATR	0.0052	0.0051	-0.0001	-1.2%	0.0000
Volume	69,718	71,157	1,439	2.1%	285,321

Daily Pivots for day following 14-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7914	0.7889	0.7803
R3	0.7873	0.7847	0.7791
R2	0.7831	0.7831	0.7788
R1	0.7806	0.7806	0.7784	0.7798
PP	0.7790	0.7790	0.7790	0.7786
S1	0.7764	0.7764	0.7776	0.7756
S2	0.7748	0.7748	0.7772
S3	0.7707	0.7723	0.7769
S4	0.7665	0.7681	0.7757

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	0.7774	0.0161	2.1%	0.0047	0.6%	4%	False	True	76,733
10	0.7935	0.7774	0.0161	2.1%	0.0054	0.7%	4%	False	True	43,721
20	0.7998	0.7774	0.0224	2.9%	0.0052	0.7%	3%	False	True	22,389
40	0.8137	0.7774	0.0363	4.7%	0.0047	0.6%	2%	False	True	11,297
60	0.8137	0.7774	0.0363	4.7%	0.0048	0.6%	2%	False	True	7,573
80	0.8137	0.7755	0.0383	4.9%	0.0050	0.6%	7%	False	False	5,695
100	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	14%	False	False	4,560
120	0.8147	0.7724	0.0423	5.4%	0.0049	0.6%	13%	False	False	3,803

Crabel Price Patterns
NR	True
NR4	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7992
2.618	0.7924
1.618	0.7883
1.000	0.7857
0.618	0.7841
HIGH	0.7816
0.618	0.7800
0.500	0.7795
0.382	0.7790
LOW	0.7774
0.618	0.7748
1.000	0.7733
1.618	0.7707
2.618	0.7665
4.250	0.7598

Fisher Pivots for day following 14-Dec-2021
Pivot	1 day	3 day
R1	0.7795	0.7831
PP	0.7790	0.7814
S1	0.7785	0.7797

Download as Excel Spreadsheet

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

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