CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 31-Dec-2021

Day Change Summary
	Previous	Current
	30-Dec-2021	31-Dec-2021	Change	Change %	Previous Week
Open	0.7817	0.7847	0.0031	0.4%	0.7802
High	0.7852	0.7923	0.0071	0.9%	0.7923
Low	0.7804	0.7841	0.0037	0.5%	0.7783
Close	0.7847	0.7905	0.0059	0.7%	0.7905
Range	0.0048	0.0082	0.0034	69.8%	0.0140
ATR	0.0048	0.0050	0.0002	5.1%	0.0000
Volume	47,947	72,643	24,696	51.5%	217,633

Daily Pivots for day following 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8134	0.8101	0.7950
R3	0.8053	0.8020	0.7927
R2	0.7971	0.7971	0.7920
R1	0.7938	0.7938	0.7912	0.7955
PP	0.7890	0.7890	0.7890	0.7898
S1	0.7857	0.7857	0.7898	0.7873
S2	0.7808	0.7808	0.7890
S3	0.7727	0.7775	0.7883
S4	0.7645	0.7694	0.7860

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8290	0.8238	0.7982
R3	0.8150	0.8098	0.7944
R2	0.8010	0.8010	0.7931
R1	0.7958	0.7958	0.7918	0.7984
PP	0.7870	0.7870	0.7870	0.7883
S1	0.7818	0.7818	0.7892	0.7844
S2	0.7730	0.7730	0.7879
S3	0.7590	0.7678	0.7867
S4	0.7450	0.7538	0.7828

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7923	0.7783	0.0140	1.8%	0.0046	0.6%	88%	True	False	43,526
10	0.7923	0.7713	0.0210	2.7%	0.0047	0.6%	92%	True	False	51,385
20	0.7935	0.7713	0.0222	2.8%	0.0051	0.6%	87%	False	False	55,827
40	0.8077	0.7713	0.0364	4.6%	0.0049	0.6%	53%	False	False	28,377
60	0.8137	0.7713	0.0424	5.4%	0.0046	0.6%	45%	False	False	18,963
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	45%	False	False	14,249
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	45%	False	False	11,408
120	0.8137	0.7713	0.0424	5.4%	0.0048	0.6%	45%	False	False	9,509

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0007
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8269
2.618	0.8136
1.618	0.8054
1.000	0.8004
0.618	0.7973
HIGH	0.7923
0.618	0.7891
0.500	0.7882
0.382	0.7872
LOW	0.7841
0.618	0.7791
1.000	0.7760
1.618	0.7709
2.618	0.7628
4.250	0.7495

Fisher Pivots for day following 31-Dec-2021
Pivot	1 day	3 day
R1	0.7897	0.7889
PP	0.7890	0.7873
S1	0.7882	0.7857

Download as Excel Spreadsheet

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

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