CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 21-Dec-2021

Day Change Summary
	Previous	Current
	20-Dec-2021	21-Dec-2021	Change	Change %	Previous Week
Open	0.7758	0.7726	-0.0033	-0.4%	0.7858
High	0.7760	0.7745	-0.0016	-0.2%	0.7873
Low	0.7713	0.7724	0.0011	0.1%	0.7731
Close	0.7723	0.7737	0.0014	0.2%	0.7766
Range	0.0047	0.0021	-0.0026	-55.3%	0.0142
ATR	0.0054	0.0052	-0.0002	-4.3%	0.0000
Volume	70,614	56,770	-13,844	-19.6%	378,347

Daily Pivots for day following 21-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7798	0.7788	0.7748
R3	0.7777	0.7767	0.7742
R2	0.7756	0.7756	0.7740
R1	0.7746	0.7746	0.7738	0.7751
PP	0.7735	0.7735	0.7735	0.7737
S1	0.7725	0.7725	0.7735	0.7730
S2	0.7714	0.7714	0.7733
S3	0.7693	0.7704	0.7731
S4	0.7672	0.7683	0.7725

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%	0.0054	0.7%	19%	False	False	72,971
10	0.7935	0.7713	0.0222	2.9%	0.0050	0.6%	11%	False	False	74,852
20	0.7935	0.7713	0.0222	2.9%	0.0055	0.7%	11%	False	False	40,524
40	0.8127	0.7713	0.0414	5.3%	0.0048	0.6%	6%	False	False	20,405
60	0.8137	0.7713	0.0424	5.5%	0.0047	0.6%	6%	False	False	13,645
80	0.8137	0.7713	0.0424	5.5%	0.0050	0.6%	6%	False	False	10,254
100	0.8137	0.7713	0.0424	5.5%	0.0049	0.6%	6%	False	False	8,209
120	0.8137	0.7713	0.0424	5.5%	0.0049	0.6%	6%	False	False	6,842

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 30 trading days

Fibonacci Retracements and Extensions
4.250	0.7834
2.618	0.7799
1.618	0.7778
1.000	0.7766
0.618	0.7757
HIGH	0.7745
0.618	0.7736
0.500	0.7734
0.382	0.7732
LOW	0.7724
0.618	0.7711
1.000	0.7703
1.618	0.7690
2.618	0.7669
4.250	0.7634

Fisher Pivots for day following 21-Dec-2021
Pivot	1 day	3 day
R1	0.7736	0.7771
PP	0.7735	0.7759
S1	0.7734	0.7748

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

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