CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 12-Jan-2022

Day Change Summary
	Previous	Current
	11-Jan-2022	12-Jan-2022	Change	Change %	Previous Week
Open	0.7889	0.7955	0.0066	0.8%	0.7909
High	0.7957	0.8002	0.0045	0.6%	0.7916
Low	0.7887	0.7948	0.0061	0.8%	0.7803
Close	0.7947	0.7999	0.0052	0.7%	0.7914
Range	0.0070	0.0054	-0.0016	-23.0%	0.0113
ATR	0.0056	0.0056	0.0000	-0.1%	0.0000
Volume	69,897	81,196	11,299	16.2%	300,567

Daily Pivots for day following 12-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8143	0.8124	0.8028
R3	0.8090	0.8071	0.8013
R2	0.8036	0.8036	0.8008
R1	0.8017	0.8017	0.8003	0.8027
PP	0.7983	0.7983	0.7983	0.7987
S1	0.7964	0.7964	0.7994	0.7973
S2	0.7929	0.7929	0.7989
S3	0.7876	0.7910	0.7984
S4	0.7822	0.7857	0.7969

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	0.8002	0.7803	0.0199	2.5%	0.0061	0.8%	98%	True	False	69,121
10	0.8002	0.7803	0.0199	2.5%	0.0064	0.8%	98%	True	False	63,044
20	0.8002	0.7713	0.0289	3.6%	0.0055	0.7%	99%	True	False	59,734
40	0.8002	0.7713	0.0289	3.6%	0.0053	0.7%	99%	True	False	41,062
60	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	67%	False	False	27,442
80	0.8137	0.7713	0.0424	5.3%	0.0050	0.6%	67%	False	False	20,613
100	0.8137	0.7713	0.0424	5.3%	0.0051	0.6%	67%	False	False	16,502
120	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	67%	False	False	13,756

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	0.0011
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8229
2.618	0.8142
1.618	0.8088
1.000	0.8055
0.618	0.8035
HIGH	0.8002
0.618	0.7981
0.500	0.7975
0.382	0.7968
LOW	0.7948
0.618	0.7915
1.000	0.7895
1.618	0.7861
2.618	0.7808
4.250	0.7721

Fisher Pivots for day following 12-Jan-2022
Pivot	1 day	3 day
R1	0.7991	0.7978
PP	0.7983	0.7958
S1	0.7975	0.7938

Download as Excel Spreadsheet

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

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