CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 27-Dec-2021

Day Change Summary
	Previous	Current
	23-Dec-2021	27-Dec-2021	Change	Change %	Previous Week
Open	0.7787	0.7802	0.0015	0.2%	0.7758
High	0.7813	0.7825	0.0012	0.2%	0.7813
Low	0.7780	0.7783	0.0003	0.0%	0.7713
Close	0.7809	0.7814	0.0005	0.1%	0.7809
Range	0.0033	0.0043	0.0010	28.8%	0.0100
ATR	0.0051	0.0050	-0.0001	-1.2%	0.0000
Volume	43,825	28,287	-15,538	-35.5%	229,727

Daily Pivots for day following 27-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7935	0.7917	0.7837
R3	0.7892	0.7874	0.7825
R2	0.7850	0.7850	0.7821
R1	0.7832	0.7832	0.7817	0.7841
PP	0.7807	0.7807	0.7807	0.7812
S1	0.7789	0.7789	0.7810	0.7798
S2	0.7765	0.7765	0.7806
S3	0.7722	0.7747	0.7802
S4	0.7680	0.7704	0.7790

Weekly Pivots for week ending 24-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8078	0.8044	0.7864
R3	0.7978	0.7944	0.7837
R2	0.7878	0.7878	0.7827
R1	0.7844	0.7844	0.7818	0.7861
PP	0.7778	0.7778	0.7778	0.7787
S1	0.7744	0.7744	0.7800	0.7761
S2	0.7678	0.7678	0.7791
S3	0.7578	0.7644	0.7782
S4	0.7478	0.7544	0.7754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7825	0.7713	0.0112	1.4%	0.0040	0.5%	90%	True	False	51,602
10	0.7873	0.7713	0.0160	2.0%	0.0051	0.7%	63%	False	False	63,636
20	0.7935	0.7713	0.0222	2.8%	0.0052	0.7%	45%	False	False	46,908
40	0.8109	0.7713	0.0396	5.1%	0.0048	0.6%	25%	False	False	23,659
60	0.8137	0.7713	0.0424	5.4%	0.0046	0.6%	24%	False	False	15,817
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	24%	False	False	11,883
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	24%	False	False	9,514
120	0.8137	0.7713	0.0424	5.4%	0.0048	0.6%	24%	False	False	7,931

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8006
2.618	0.7936
1.618	0.7894
1.000	0.7868
0.618	0.7851
HIGH	0.7825
0.618	0.7809
0.500	0.7804
0.382	0.7799
LOW	0.7783
0.618	0.7756
1.000	0.7740
1.618	0.7714
2.618	0.7671
4.250	0.7602

Fisher Pivots for day following 27-Dec-2021
Pivot	1 day	3 day
R1	0.7810	0.7803
PP	0.7807	0.7792
S1	0.7804	0.7781

Download as Excel Spreadsheet

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

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