CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 22-Dec-2021

Day Change Summary
	Previous	Current
	21-Dec-2021	22-Dec-2021	Change	Change %	Previous Week
Open	0.7726	0.7743	0.0017	0.2%	0.7858
High	0.7745	0.7793	0.0048	0.6%	0.7873
Low	0.7724	0.7737	0.0013	0.2%	0.7731
Close	0.7737	0.7786	0.0050	0.6%	0.7766
Range	0.0021	0.0056	0.0035	166.7%	0.0142
ATR	0.0052	0.0052	0.0000	0.5%	0.0000
Volume	56,770	58,518	1,748	3.1%	378,347

Daily Pivots for day following 22-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7940	0.7919	0.7817
R3	0.7884	0.7863	0.7801
R2	0.7828	0.7828	0.7796
R1	0.7807	0.7807	0.7791	0.7817
PP	0.7772	0.7772	0.7772	0.7777
S1	0.7751	0.7751	0.7781	0.7761
S2	0.7716	0.7716	0.7776
S3	0.7660	0.7695	0.7771
S4	0.7604	0.7639	0.7755

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%	0.0052	0.7%	59%	False	False	67,479
10	0.7906	0.7713	0.0193	2.5%	0.0052	0.7%	38%	False	False	73,663
20	0.7935	0.7713	0.0222	2.8%	0.0055	0.7%	33%	False	False	43,418
40	0.8127	0.7713	0.0414	5.3%	0.0049	0.6%	18%	False	False	21,865
60	0.8137	0.7713	0.0424	5.4%	0.0047	0.6%	17%	False	False	14,620
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	17%	False	False	10,983
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	17%	False	False	8,793
120	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	17%	False	False	7,330

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8031
2.618	0.7939
1.618	0.7883
1.000	0.7849
0.618	0.7827
HIGH	0.7793
0.618	0.7771
0.500	0.7765
0.382	0.7758
LOW	0.7737
0.618	0.7702
1.000	0.7681
1.618	0.7646
2.618	0.7590
4.250	0.7499

Fisher Pivots for day following 22-Dec-2021
Pivot	1 day	3 day
R1	0.7779	0.7775
PP	0.7772	0.7764
S1	0.7765	0.7753

Download as Excel Spreadsheet

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

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