CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 30-Dec-2021

Day Change Summary
	Previous	Current
	29-Dec-2021	30-Dec-2021	Change	Change %	Previous Week
Open	0.7800	0.7817	0.0017	0.2%	0.7758
High	0.7819	0.7852	0.0034	0.4%	0.7813
Low	0.7791	0.7804	0.0014	0.2%	0.7713
Close	0.7815	0.7847	0.0032	0.4%	0.7809
Range	0.0028	0.0048	0.0020	71.4%	0.0100
ATR	0.0048	0.0048	0.0000	0.1%	0.0000
Volume	42,334	47,947	5,613	13.3%	229,727

Daily Pivots for day following 30-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.7978	0.7960	0.7873
R3	0.7930	0.7912	0.7860
R2	0.7882	0.7882	0.7855
R1	0.7864	0.7864	0.7851	0.7873
PP	0.7834	0.7834	0.7834	0.7839
S1	0.7816	0.7816	0.7842	0.7825
S2	0.7786	0.7786	0.7838
S3	0.7738	0.7768	0.7833
S4	0.7690	0.7720	0.7820

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	0.7852	0.7780	0.0072	0.9%	0.0037	0.5%	92%	True	False	37,763
10	0.7852	0.7713	0.0139	1.8%	0.0044	0.6%	96%	True	False	52,621
20	0.7935	0.7713	0.0222	2.8%	0.0049	0.6%	60%	False	False	52,358
40	0.8077	0.7713	0.0364	4.6%	0.0048	0.6%	37%	False	False	26,566
60	0.8137	0.7713	0.0424	5.4%	0.0045	0.6%	31%	False	False	17,754
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	31%	False	False	13,341
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	31%	False	False	10,681
120	0.8137	0.7713	0.0424	5.4%	0.0048	0.6%	31%	False	False	8,903

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8056
2.618	0.7978
1.618	0.7930
1.000	0.7900
0.618	0.7882
HIGH	0.7852
0.618	0.7834
0.500	0.7828
0.382	0.7822
LOW	0.7804
0.618	0.7774
1.000	0.7756
1.618	0.7726
2.618	0.7678
4.250	0.7600

Fisher Pivots for day following 30-Dec-2021
Pivot	1 day	3 day
R1	0.7840	0.7838
PP	0.7834	0.7830
S1	0.7828	0.7821

Download as Excel Spreadsheet

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

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