CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 15-Dec-2021

Day Change Summary
	Previous	Current
	14-Dec-2021	15-Dec-2021	Change	Change %	Previous Week
Open	0.7809	0.7776	-0.0034	-0.4%	0.7790
High	0.7816	0.7795	-0.0021	-0.3%	0.7935
Low	0.7774	0.7731	-0.0044	-0.6%	0.7788
Close	0.7780	0.7771	-0.0010	-0.1%	0.7858
Range	0.0042	0.0064	0.0023	54.2%	0.0147
ATR	0.0051	0.0052	0.0001	1.8%	0.0000
Volume	71,157	85,979	14,822	20.8%	285,321

Daily Pivots for day following 15-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7957	0.7928	0.7806
R3	0.7893	0.7864	0.7788
R2	0.7829	0.7829	0.7782
R1	0.7800	0.7800	0.7776	0.7783
PP	0.7765	0.7765	0.7765	0.7757
S1	0.7736	0.7736	0.7765	0.7719
S2	0.7701	0.7701	0.7759
S3	0.7637	0.7672	0.7753
S4	0.7573	0.7608	0.7735

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	0.7906	0.7731	0.0176	2.3%	0.0052	0.7%	23%	False	True	79,847
10	0.7935	0.7731	0.0204	2.6%	0.0054	0.7%	20%	False	True	52,095
20	0.7973	0.7731	0.0243	3.1%	0.0053	0.7%	16%	False	True	26,665
40	0.8137	0.7731	0.0407	5.2%	0.0047	0.6%	10%	False	True	13,444
60	0.8137	0.7731	0.0407	5.2%	0.0048	0.6%	10%	False	True	9,002
80	0.8137	0.7731	0.0407	5.2%	0.0050	0.6%	10%	False	True	6,769
100	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	11%	False	False	5,420
120	0.8137	0.7724	0.0413	5.3%	0.0049	0.6%	11%	False	False	4,520

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8067
2.618	0.7962
1.618	0.7898
1.000	0.7859
0.618	0.7834
HIGH	0.7795
0.618	0.7770
0.500	0.7763
0.382	0.7755
LOW	0.7731
0.618	0.7691
1.000	0.7667
1.618	0.7627
2.618	0.7563
4.250	0.7459

Fisher Pivots for day following 15-Dec-2021
Pivot	1 day	3 day
R1	0.7768	0.7802
PP	0.7765	0.7791
S1	0.7763	0.7781

Download as Excel Spreadsheet

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

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