CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 03-Jan-2022

Day Change Summary
	Previous	Current
	31-Dec-2021	03-Jan-2022	Change	Change %	Previous Week
Open	0.7847	0.7909	0.0062	0.8%	0.7802
High	0.7923	0.7916	-0.0007	-0.1%	0.7923
Low	0.7841	0.7824	-0.0018	-0.2%	0.7783
Close	0.7905	0.7844	-0.0062	-0.8%	0.7905
Range	0.0082	0.0092	0.0011	12.9%	0.0140
ATR	0.0050	0.0053	0.0003	6.0%	0.0000
Volume	72,643	50,466	-22,177	-30.5%	217,633

Daily Pivots for day following 03-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8137	0.8082	0.7894
R3	0.8045	0.7990	0.7869
R2	0.7953	0.7953	0.7860
R1	0.7898	0.7898	0.7852	0.7880
PP	0.7861	0.7861	0.7861	0.7852
S1	0.7806	0.7806	0.7835	0.7788
S2	0.7769	0.7769	0.7827
S3	0.7677	0.7714	0.7818
S4	0.7585	0.7622	0.7793

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	0.7791	0.0132	1.7%	0.0056	0.7%	40%	False	False	47,962
10	0.7923	0.7713	0.0210	2.7%	0.0048	0.6%	62%	False	False	49,782
20	0.7935	0.7713	0.0222	2.8%	0.0052	0.7%	59%	False	False	58,074
40	0.8070	0.7713	0.0357	4.6%	0.0050	0.6%	37%	False	False	29,633
60	0.8137	0.7713	0.0424	5.4%	0.0047	0.6%	31%	False	False	19,802
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	31%	False	False	14,876
100	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	31%	False	False	11,912
120	0.8137	0.7713	0.0424	5.4%	0.0048	0.6%	31%	False	False	9,929

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 25 trading days

Fibonacci Retracements and Extensions
4.250	0.8307
2.618	0.8156
1.618	0.8064
1.000	0.8008
0.618	0.7972
HIGH	0.7916
0.618	0.7880
0.500	0.7870
0.382	0.7859
LOW	0.7824
0.618	0.7767
1.000	0.7732
1.618	0.7675
2.618	0.7583
4.250	0.7433

Fisher Pivots for day following 03-Jan-2022
Pivot	1 day	3 day
R1	0.7870	0.7863
PP	0.7861	0.7857
S1	0.7852	0.7850

Download as Excel Spreadsheet

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

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