CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 13-Jan-2022

Day Change Summary
	Previous	Current
	12-Jan-2022	13-Jan-2022	Change	Change %	Previous Week
Open	0.7955	0.7995	0.0041	0.5%	0.7909
High	0.8002	0.8029	0.0027	0.3%	0.7916
Low	0.7948	0.7986	0.0038	0.5%	0.7803
Close	0.7999	0.8006	0.0008	0.1%	0.7914
Range	0.0054	0.0043	-0.0011	-19.6%	0.0113
ATR	0.0056	0.0055	-0.0001	-1.6%	0.0000
Volume	81,196	65,859	-15,337	-18.9%	300,567

Daily Pivots for day following 13-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8136	0.8114	0.8030
R3	0.8093	0.8071	0.8018
R2	0.8050	0.8050	0.8014
R1	0.8028	0.8028	0.8010	0.8039
PP	0.8007	0.8007	0.8007	0.8012
S1	0.7985	0.7985	0.8002	0.7996
S2	0.7964	0.7964	0.7998
S3	0.7921	0.7942	0.7994
S4	0.7878	0.7899	0.7982

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	0.8029	0.7854	0.0175	2.2%	0.0057	0.7%	87%	True	False	67,315
10	0.8029	0.7803	0.0226	2.8%	0.0063	0.8%	90%	True	False	64,835
20	0.8029	0.7713	0.0316	3.9%	0.0054	0.7%	93%	True	False	58,728
40	0.8029	0.7713	0.0316	3.9%	0.0053	0.7%	93%	True	False	42,696
60	0.8137	0.7713	0.0424	5.3%	0.0050	0.6%	69%	False	False	28,539
80	0.8137	0.7713	0.0424	5.3%	0.0050	0.6%	69%	False	False	21,434
100	0.8137	0.7713	0.0424	5.3%	0.0051	0.6%	69%	False	False	17,160
120	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	69%	False	False	14,305

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8211
2.618	0.8141
1.618	0.8098
1.000	0.8072
0.618	0.8055
HIGH	0.8029
0.618	0.8012
0.500	0.8007
0.382	0.8002
LOW	0.7986
0.618	0.7959
1.000	0.7943
1.618	0.7916
2.618	0.7873
4.250	0.7803

Fisher Pivots for day following 13-Jan-2022
Pivot	1 day	3 day
R1	0.8007	0.7990
PP	0.8007	0.7974
S1	0.8006	0.7958

Download as Excel Spreadsheet

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

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