CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 17-Dec-2021

Day Change Summary
	Previous	Current
	16-Dec-2021	17-Dec-2021	Change	Change %	Previous Week
Open	0.7793	0.7828	0.0035	0.4%	0.7858
High	0.7836	0.7829	-0.0008	-0.1%	0.7873
Low	0.7778	0.7751	-0.0027	-0.3%	0.7731
Close	0.7816	0.7766	-0.0050	-0.6%	0.7766
Range	0.0058	0.0078	0.0020	33.6%	0.0142
ATR	0.0053	0.0055	0.0002	3.3%	0.0000
Volume	85,002	66,491	-18,511	-21.8%	378,347

Daily Pivots for day following 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8014	0.7967	0.7808
R3	0.7937	0.7890	0.7787
R2	0.7859	0.7859	0.7780
R1	0.7812	0.7812	0.7773	0.7797
PP	0.7782	0.7782	0.7782	0.7774
S1	0.7735	0.7735	0.7758	0.7720
S2	0.7704	0.7704	0.7751
S3	0.7627	0.7657	0.7744
S4	0.7549	0.7580	0.7723

Weekly Pivots for week ending 17-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8216	0.8133	0.7844
R3	0.8074	0.7991	0.7805
R2	0.7932	0.7932	0.7792
R1	0.7849	0.7849	0.7779	0.7819
PP	0.7790	0.7790	0.7790	0.7775
S1	0.7707	0.7707	0.7752	0.7677
S2	0.7648	0.7648	0.7739
S3	0.7506	0.7565	0.7726
S4	0.7364	0.7423	0.7687

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7873	0.7731	0.0142	1.8%	0.0062	0.8%	25%	False	False	75,669
10	0.7935	0.7731	0.0204	2.6%	0.0057	0.7%	17%	False	False	66,366
20	0.7948	0.7731	0.0217	2.8%	0.0056	0.7%	16%	False	False	34,196
40	0.8127	0.7731	0.0396	5.1%	0.0048	0.6%	9%	False	False	17,226
60	0.8137	0.7731	0.0407	5.2%	0.0048	0.6%	9%	False	False	11,525
80	0.8137	0.7731	0.0407	5.2%	0.0051	0.7%	9%	False	False	8,662
100	0.8137	0.7724	0.0413	5.3%	0.0048	0.6%	10%	False	False	6,935
120	0.8137	0.7724	0.0413	5.3%	0.0050	0.6%	10%	False	False	5,781

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8158
2.618	0.8031
1.618	0.7954
1.000	0.7906
0.618	0.7876
HIGH	0.7829
0.618	0.7799
0.500	0.7790
0.382	0.7781
LOW	0.7751
0.618	0.7703
1.000	0.7674
1.618	0.7626
2.618	0.7548
4.250	0.7422

Fisher Pivots for day following 17-Dec-2021
Pivot	1 day	3 day
R1	0.7790	0.7783
PP	0.7782	0.7777
S1	0.7774	0.7771

Download as Excel Spreadsheet

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

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