CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 11-Jan-2022

Day Change Summary
	Previous	Current
	10-Jan-2022	11-Jan-2022	Change	Change %	Previous Week
Open	0.7907	0.7889	-0.0019	-0.2%	0.7909
High	0.7929	0.7957	0.0028	0.3%	0.7916
Low	0.7874	0.7887	0.0013	0.2%	0.7803
Close	0.7886	0.7947	0.0061	0.8%	0.7914
Range	0.0055	0.0070	0.0015	26.4%	0.0113
ATR	0.0055	0.0056	0.0001	2.1%	0.0000
Volume	58,196	69,897	11,701	20.1%	300,567

Daily Pivots for day following 11-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8139	0.8112	0.7985
R3	0.8069	0.8043	0.7966
R2	0.8000	0.8000	0.7959
R1	0.7973	0.7973	0.7953	0.7986
PP	0.7930	0.7930	0.7930	0.7937
S1	0.7904	0.7904	0.7940	0.7917
S2	0.7861	0.7861	0.7934
S3	0.7791	0.7834	0.7927
S4	0.7722	0.7765	0.7908

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	0.7957	0.7803	0.0154	1.9%	0.0060	0.8%	94%	True	False	63,020
10	0.7957	0.7791	0.0166	2.1%	0.0061	0.8%	94%	True	False	59,158
20	0.7957	0.7713	0.0244	3.1%	0.0054	0.7%	96%	True	False	59,232
40	0.8000	0.7713	0.0287	3.6%	0.0053	0.7%	82%	False	False	39,043
60	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	55%	False	False	26,091
80	0.8137	0.7713	0.0424	5.3%	0.0050	0.6%	55%	False	False	19,599
100	0.8137	0.7713	0.0424	5.3%	0.0051	0.6%	55%	False	False	15,693
120	0.8137	0.7713	0.0424	5.3%	0.0048	0.6%	55%	False	False	13,079

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8252
2.618	0.8138
1.618	0.8069
1.000	0.8026
0.618	0.7999
HIGH	0.7957
0.618	0.7930
0.500	0.7922
0.382	0.7914
LOW	0.7887
0.618	0.7844
1.000	0.7818
1.618	0.7775
2.618	0.7705
4.250	0.7592

Fisher Pivots for day following 11-Jan-2022
Pivot	1 day	3 day
R1	0.7938	0.7933
PP	0.7930	0.7919
S1	0.7922	0.7905

Download as Excel Spreadsheet

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

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