CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 29-Dec-2021

Day Change Summary
	Previous	Current
	28-Dec-2021	29-Dec-2021	Change	Change %	Previous Week
Open	0.7820	0.7800	-0.0020	-0.3%	0.7758
High	0.7823	0.7819	-0.0005	-0.1%	0.7813
Low	0.7792	0.7791	-0.0002	0.0%	0.7713
Close	0.7802	0.7815	0.0013	0.2%	0.7809
Range	0.0031	0.0028	-0.0003	-9.7%	0.0100
ATR	0.0049	0.0048	-0.0002	-3.1%	0.0000
Volume	26,422	42,334	15,912	60.2%	229,727

Daily Pivots for day following 29-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7892	0.7882	0.7830
R3	0.7864	0.7854	0.7823
R2	0.7836	0.7836	0.7820
R1	0.7826	0.7826	0.7818	0.7831
PP	0.7808	0.7808	0.7808	0.7811
S1	0.7798	0.7798	0.7812	0.7803
S2	0.7780	0.7780	0.7810
S3	0.7752	0.7770	0.7807
S4	0.7724	0.7742	0.7800

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	0.7737	0.0089	1.1%	0.0038	0.5%	89%	False	False	39,877
10	0.7836	0.7713	0.0123	1.6%	0.0046	0.6%	83%	False	False	56,424
20	0.7935	0.7713	0.0222	2.8%	0.0050	0.6%	46%	False	False	50,072
40	0.8082	0.7713	0.0369	4.7%	0.0048	0.6%	28%	False	False	25,372
60	0.8137	0.7713	0.0424	5.4%	0.0045	0.6%	24%	False	False	16,957
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	24%	False	False	12,743
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	24%	False	False	10,202
120	0.8137	0.7713	0.0424	5.4%	0.0048	0.6%	24%	False	False	8,504

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7938
2.618	0.7892
1.618	0.7864
1.000	0.7847
0.618	0.7836
HIGH	0.7819
0.618	0.7808
0.500	0.7805
0.382	0.7801
LOW	0.7791
0.618	0.7773
1.000	0.7763
1.618	0.7745
2.618	0.7717
4.250	0.7672

Fisher Pivots for day following 29-Dec-2021
Pivot	1 day	3 day
R1	0.7812	0.7811
PP	0.7808	0.7808
S1	0.7805	0.7804

Download as Excel Spreadsheet

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

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