CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 06-Jan-2022

Day Change Summary
	Previous	Current
	05-Jan-2022	06-Jan-2022	Change	Change %	Previous Week
Open	0.7870	0.7838	-0.0032	-0.4%	0.7802
High	0.7878	0.7869	-0.0010	-0.1%	0.7923
Low	0.7832	0.7803	-0.0029	-0.4%	0.7783
Close	0.7840	0.7854	0.0015	0.2%	0.7905
Range	0.0047	0.0066	0.0020	41.9%	0.0140
ATR	0.0053	0.0054	0.0001	1.7%	0.0000
Volume	50,688	74,890	24,202	47.7%	217,633

Daily Pivots for day following 06-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8040	0.8013	0.7890
R3	0.7974	0.7947	0.7872
R2	0.7908	0.7908	0.7866
R1	0.7881	0.7881	0.7860	0.7894
PP	0.7842	0.7842	0.7842	0.7848
S1	0.7815	0.7815	0.7848	0.7828
S2	0.7776	0.7776	0.7842
S3	0.7710	0.7749	0.7836
S4	0.7644	0.7683	0.7818

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	0.7803	0.0120	1.5%	0.0069	0.9%	43%	False	True	62,356
10	0.7923	0.7780	0.0143	1.8%	0.0053	0.7%	52%	False	False	50,059
20	0.7923	0.7713	0.0210	2.7%	0.0052	0.7%	67%	False	False	61,861
40	0.8070	0.7713	0.0357	4.5%	0.0053	0.7%	39%	False	False	34,333
60	0.8137	0.7713	0.0424	5.4%	0.0048	0.6%	33%	False	False	22,940
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	33%	False	False	17,233
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	33%	False	False	13,798
120	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	33%	False	False	11,500

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8149
2.618	0.8041
1.618	0.7975
1.000	0.7935
0.618	0.7909
HIGH	0.7869
0.618	0.7843
0.500	0.7836
0.382	0.7828
LOW	0.7803
0.618	0.7762
1.000	0.7737
1.618	0.7696
2.618	0.7630
4.250	0.7522

Fisher Pivots for day following 06-Jan-2022
Pivot	1 day	3 day
R1	0.7848	0.7852
PP	0.7842	0.7850
S1	0.7836	0.7848

Download as Excel Spreadsheet

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

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