CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 16-Dec-2021

Day Change Summary
	Previous	Current
	15-Dec-2021	16-Dec-2021	Change	Change %	Previous Week
Open	0.7776	0.7793	0.0018	0.2%	0.7790
High	0.7795	0.7836	0.0042	0.5%	0.7935
Low	0.7731	0.7778	0.0048	0.6%	0.7788
Close	0.7771	0.7816	0.0045	0.6%	0.7858
Range	0.0064	0.0058	-0.0006	-9.4%	0.0147
ATR	0.0052	0.0053	0.0001	1.9%	0.0000
Volume	85,979	85,002	-977	-1.1%	285,321

Daily Pivots for day following 16-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7984	0.7958	0.7847
R3	0.7926	0.7900	0.7831
R2	0.7868	0.7868	0.7826
R1	0.7842	0.7842	0.7821	0.7855
PP	0.7810	0.7810	0.7810	0.7816
S1	0.7784	0.7784	0.7810	0.7797
S2	0.7752	0.7752	0.7805
S3	0.7694	0.7726	0.7800
S4	0.7636	0.7668	0.7784

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	0.7888	0.7731	0.0158	2.0%	0.0054	0.7%	54%	False	False	78,774
10	0.7935	0.7731	0.0204	2.6%	0.0056	0.7%	42%	False	False	60,269
20	0.7948	0.7731	0.0217	2.8%	0.0054	0.7%	39%	False	False	30,900
40	0.8137	0.7731	0.0407	5.2%	0.0048	0.6%	21%	False	False	15,566
60	0.8137	0.7731	0.0407	5.2%	0.0048	0.6%	21%	False	False	10,418
80	0.8137	0.7731	0.0407	5.2%	0.0050	0.6%	21%	False	False	7,831
100	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	22%	False	False	6,270
120	0.8137	0.7724	0.0413	5.3%	0.0049	0.6%	22%	False	False	5,228

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8083
2.618	0.7988
1.618	0.7930
1.000	0.7894
0.618	0.7872
HIGH	0.7836
0.618	0.7814
0.500	0.7807
0.382	0.7800
LOW	0.7778
0.618	0.7742
1.000	0.7720
1.618	0.7684
2.618	0.7626
4.250	0.7532

Fisher Pivots for day following 16-Dec-2021
Pivot	1 day	3 day
R1	0.7813	0.7805
PP	0.7810	0.7794
S1	0.7807	0.7783

Download as Excel Spreadsheet

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

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