CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 20-Dec-2021

Day Change Summary
	Previous	Current
	17-Dec-2021	20-Dec-2021	Change	Change %	Previous Week
Open	0.7828	0.7758	-0.0070	-0.9%	0.7858
High	0.7829	0.7760	-0.0069	-0.9%	0.7873
Low	0.7751	0.7713	-0.0038	-0.5%	0.7731
Close	0.7766	0.7723	-0.0043	-0.6%	0.7766
Range	0.0078	0.0047	-0.0031	-39.4%	0.0142
ATR	0.0055	0.0054	0.0000	-0.3%	0.0000
Volume	66,491	70,614	4,123	6.2%	378,347

Daily Pivots for day following 20-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7873	0.7845	0.7748
R3	0.7826	0.7798	0.7735
R2	0.7779	0.7779	0.7731
R1	0.7751	0.7751	0.7727	0.7741
PP	0.7732	0.7732	0.7732	0.7727
S1	0.7704	0.7704	0.7718	0.7694
S2	0.7685	0.7685	0.7714
S3	0.7638	0.7657	0.7710
S4	0.7591	0.7610	0.7697

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	0.7836	0.7713	0.0123	1.6%	0.0058	0.7%	8%	False	True	75,848
10	0.7935	0.7713	0.0222	2.9%	0.0056	0.7%	4%	False	True	72,008
20	0.7935	0.7713	0.0222	2.9%	0.0056	0.7%	4%	False	True	37,710
40	0.8127	0.7713	0.0414	5.4%	0.0049	0.6%	2%	False	True	18,988
60	0.8137	0.7713	0.0424	5.5%	0.0048	0.6%	2%	False	True	12,701
80	0.8137	0.7713	0.0424	5.5%	0.0050	0.7%	2%	False	True	9,544
100	0.8137	0.7713	0.0424	5.5%	0.0049	0.6%	2%	False	True	7,641
120	0.8137	0.7713	0.0424	5.5%	0.0050	0.6%	2%	False	True	6,369

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7960
2.618	0.7883
1.618	0.7836
1.000	0.7807
0.618	0.7789
HIGH	0.7760
0.618	0.7742
0.500	0.7737
0.382	0.7731
LOW	0.7713
0.618	0.7684
1.000	0.7666
1.618	0.7637
2.618	0.7590
4.250	0.7513

Fisher Pivots for day following 20-Dec-2021
Pivot	1 day	3 day
R1	0.7737	0.7775
PP	0.7732	0.7757
S1	0.7727	0.7740

Download as Excel Spreadsheet

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

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