CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 28-Dec-2021

Day Change Summary
	Previous	Current
	27-Dec-2021	28-Dec-2021	Change	Change %	Previous Week
Open	0.7802	0.7820	0.0018	0.2%	0.7758
High	0.7825	0.7823	-0.0002	0.0%	0.7813
Low	0.7783	0.7792	0.0010	0.1%	0.7713
Close	0.7814	0.7802	-0.0012	-0.1%	0.7809
Range	0.0043	0.0031	-0.0012	-27.1%	0.0100
ATR	0.0050	0.0049	-0.0001	-2.7%	0.0000
Volume	28,287	26,422	-1,865	-6.6%	229,727

Daily Pivots for day following 28-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7899	0.7881	0.7819
R3	0.7868	0.7850	0.7811
R2	0.7837	0.7837	0.7808
R1	0.7819	0.7819	0.7805	0.7813
PP	0.7806	0.7806	0.7806	0.7802
S1	0.7788	0.7788	0.7799	0.7782
S2	0.7775	0.7775	0.7796
S3	0.7744	0.7757	0.7793
S4	0.7713	0.7726	0.7785

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	0.7724	0.0102	1.3%	0.0037	0.5%	77%	False	False	42,764
10	0.7836	0.7713	0.0123	1.6%	0.0047	0.6%	72%	False	False	59,306
20	0.7935	0.7713	0.0222	2.8%	0.0052	0.7%	40%	False	False	48,083
40	0.8092	0.7713	0.0379	4.9%	0.0048	0.6%	23%	False	False	24,317
60	0.8137	0.7713	0.0424	5.4%	0.0045	0.6%	21%	False	False	16,254
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	21%	False	False	12,213
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	21%	False	False	9,779
120	0.8137	0.7713	0.0424	5.4%	0.0048	0.6%	21%	False	False	8,151

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7955
2.618	0.7904
1.618	0.7873
1.000	0.7854
0.618	0.7842
HIGH	0.7823
0.618	0.7811
0.500	0.7808
0.382	0.7804
LOW	0.7792
0.618	0.7773
1.000	0.7761
1.618	0.7742
2.618	0.7711
4.250	0.7660

Fisher Pivots for day following 28-Dec-2021
Pivot	1 day	3 day
R1	0.7808	0.7803
PP	0.7806	0.7802
S1	0.7804	0.7802

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

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