CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 05-Jan-2022

Day Change Summary
	Previous	Current
	04-Jan-2022	05-Jan-2022	Change	Change %	Previous Week
Open	0.7843	0.7870	0.0027	0.3%	0.7802
High	0.7893	0.7878	-0.0015	-0.2%	0.7923
Low	0.7832	0.7832	-0.0001	0.0%	0.7783
Close	0.7869	0.7840	-0.0030	-0.4%	0.7905
Range	0.0061	0.0047	-0.0015	-23.8%	0.0140
ATR	0.0054	0.0053	-0.0001	-0.9%	0.0000
Volume	63,093	50,688	-12,405	-19.7%	217,633

Daily Pivots for day following 05-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7989	0.7961	0.7865
R3	0.7943	0.7914	0.7852
R2	0.7896	0.7896	0.7848
R1	0.7868	0.7868	0.7844	0.7859
PP	0.7850	0.7850	0.7850	0.7845
S1	0.7821	0.7821	0.7835	0.7812
S2	0.7803	0.7803	0.7831
S3	0.7757	0.7775	0.7827
S4	0.7710	0.7728	0.7814

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	0.7804	0.0119	1.5%	0.0066	0.8%	30%	False	False	56,967
10	0.7923	0.7737	0.0186	2.4%	0.0052	0.7%	55%	False	False	48,422
20	0.7935	0.7713	0.0222	2.8%	0.0051	0.7%	57%	False	False	61,637
40	0.8070	0.7713	0.0357	4.6%	0.0052	0.7%	35%	False	False	32,467
60	0.8137	0.7713	0.0424	5.4%	0.0047	0.6%	30%	False	False	21,694
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	30%	False	False	16,297
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	30%	False	False	13,050
120	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	30%	False	False	10,876

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8076
2.618	0.8000
1.618	0.7953
1.000	0.7925
0.618	0.7907
HIGH	0.7878
0.618	0.7860
0.500	0.7855
0.382	0.7849
LOW	0.7832
0.618	0.7803
1.000	0.7785
1.618	0.7756
2.618	0.7710
4.250	0.7634

Fisher Pivots for day following 05-Jan-2022
Pivot	1 day	3 day
R1	0.7855	0.7870
PP	0.7850	0.7860
S1	0.7845	0.7850

Download as Excel Spreadsheet

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

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