CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 07-Jan-2022

Day Change Summary
	Previous	Current
	06-Jan-2022	07-Jan-2022	Change	Change %	Previous Week
Open	0.7838	0.7858	0.0020	0.3%	0.7909
High	0.7869	0.7916	0.0047	0.6%	0.7916
Low	0.7803	0.7854	0.0051	0.7%	0.7803
Close	0.7854	0.7914	0.0060	0.8%	0.7914
Range	0.0066	0.0062	-0.0004	-6.1%	0.0113
ATR	0.0054	0.0055	0.0001	1.1%	0.0000
Volume	74,890	61,430	-13,460	-18.0%	300,567

Daily Pivots for day following 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8059	0.7948
R3	0.8018	0.7997	0.7931
R2	0.7956	0.7956	0.7925
R1	0.7935	0.7935	0.7920	0.7946
PP	0.7894	0.7894	0.7894	0.7900
S1	0.7873	0.7873	0.7908	0.7884
S2	0.7832	0.7832	0.7903
S3	0.7770	0.7811	0.7897
S4	0.7708	0.7749	0.7880

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8216	0.8178	0.7976
R3	0.8103	0.8065	0.7945
R2	0.7990	0.7990	0.7935
R1	0.7952	0.7952	0.7924	0.7971
PP	0.7877	0.7877	0.7877	0.7887
S1	0.7839	0.7839	0.7904	0.7858
S2	0.7764	0.7764	0.7893
S3	0.7651	0.7726	0.7883
S4	0.7538	0.7613	0.7852

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7916	0.7803	0.0113	1.4%	0.0066	0.8%	99%	True	False	60,113
10	0.7923	0.7783	0.0140	1.8%	0.0056	0.7%	94%	False	False	51,820
20	0.7923	0.7713	0.0210	2.6%	0.0053	0.7%	96%	False	False	60,414
40	0.8007	0.7713	0.0294	3.7%	0.0052	0.7%	68%	False	False	35,861
60	0.8137	0.7713	0.0424	5.4%	0.0048	0.6%	47%	False	False	23,961
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	47%	False	False	18,001
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	47%	False	False	14,413
120	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	47%	False	False	12,012

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8179
2.618	0.8078
1.618	0.8016
1.000	0.7978
0.618	0.7954
HIGH	0.7916
0.618	0.7892
0.500	0.7885
0.382	0.7877
LOW	0.7854
0.618	0.7815
1.000	0.7792
1.618	0.7753
2.618	0.7691
4.250	0.7590

Fisher Pivots for day following 07-Jan-2022
Pivot	1 day	3 day
R1	0.7904	0.7896
PP	0.7894	0.7877
S1	0.7885	0.7859

Download as Excel Spreadsheet

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

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