CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 04-Jan-2022

Day Change Summary
	Previous	Current
	03-Jan-2022	04-Jan-2022	Change	Change %	Previous Week
Open	0.7909	0.7843	-0.0067	-0.8%	0.7802
High	0.7916	0.7893	-0.0023	-0.3%	0.7923
Low	0.7824	0.7832	0.0009	0.1%	0.7783
Close	0.7844	0.7869	0.0026	0.3%	0.7905
Range	0.0092	0.0061	-0.0031	-33.7%	0.0140
ATR	0.0053	0.0054	0.0001	1.1%	0.0000
Volume	50,466	63,093	12,627	25.0%	217,633

Daily Pivots for day following 04-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8048	0.8019	0.7903
R3	0.7987	0.7958	0.7886
R2	0.7926	0.7926	0.7880
R1	0.7897	0.7897	0.7875	0.7912
PP	0.7865	0.7865	0.7865	0.7872
S1	0.7836	0.7836	0.7863	0.7851
S2	0.7804	0.7804	0.7858
S3	0.7743	0.7775	0.7852
S4	0.7682	0.7714	0.7835

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%	0.0062	0.8%	59%	False	False	55,296
10	0.7923	0.7724	0.0199	2.5%	0.0049	0.6%	73%	False	False	49,030
20	0.7935	0.7713	0.0222	2.8%	0.0053	0.7%	70%	False	False	60,519
40	0.8070	0.7713	0.0357	4.5%	0.0051	0.6%	44%	False	False	31,204
60	0.8137	0.7713	0.0424	5.4%	0.0047	0.6%	37%	False	False	20,851
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	37%	False	False	15,664
100	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	37%	False	False	12,543
120	0.8137	0.7713	0.0424	5.4%	0.0048	0.6%	37%	False	False	10,454

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

Fibonacci Retracements and Extensions
4.250	0.8152
2.618	0.8053
1.618	0.7992
1.000	0.7954
0.618	0.7931
HIGH	0.7893
0.618	0.7870
0.500	0.7863
0.382	0.7855
LOW	0.7832
0.618	0.7794
1.000	0.7771
1.618	0.7733
2.618	0.7672
4.250	0.7573

Fisher Pivots for day following 04-Jan-2022
Pivot	1 day	3 day
R1	0.7867	0.7873
PP	0.7865	0.7872
S1	0.7863	0.7870

Download as Excel Spreadsheet

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

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