CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 14-Jan-2022

Day Change Summary
	Previous	Current
	13-Jan-2022	14-Jan-2022	Change	Change %	Previous Week
Open	0.7995	0.7991	-0.0005	-0.1%	0.7907
High	0.8029	0.8017	-0.0012	-0.1%	0.8029
Low	0.7986	0.7954	-0.0032	-0.4%	0.7874
Close	0.8006	0.7959	-0.0047	-0.6%	0.7959
Range	0.0043	0.0064	0.0021	47.7%	0.0155
ATR	0.0055	0.0055	0.0001	1.1%	0.0000
Volume	65,859	76,906	11,047	16.8%	352,054

Daily Pivots for day following 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8167	0.8127	0.7994
R3	0.8104	0.8063	0.7976
R2	0.8040	0.8040	0.7971
R1	0.8000	0.8000	0.7965	0.7988
PP	0.7977	0.7977	0.7977	0.7971
S1	0.7936	0.7936	0.7953	0.7925
S2	0.7913	0.7913	0.7947
S3	0.7850	0.7873	0.7942
S4	0.7786	0.7809	0.7924

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8417	0.8343	0.8044
R3	0.8263	0.8188	0.8001
R2	0.8108	0.8108	0.7987
R1	0.8034	0.8034	0.7973	0.8071
PP	0.7954	0.7954	0.7954	0.7973
S1	0.7879	0.7879	0.7945	0.7917
S2	0.7799	0.7799	0.7931
S3	0.7645	0.7725	0.7917
S4	0.7490	0.7570	0.7874

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8029	0.7874	0.0155	1.9%	0.0057	0.7%	55%	False	False	70,410
10	0.8029	0.7803	0.0226	2.8%	0.0061	0.8%	69%	False	False	65,262
20	0.8029	0.7713	0.0316	4.0%	0.0054	0.7%	78%	False	False	58,323
40	0.8029	0.7713	0.0316	4.0%	0.0054	0.7%	78%	False	False	44,612
60	0.8137	0.7713	0.0424	5.3%	0.0050	0.6%	58%	False	False	29,819
80	0.8137	0.7713	0.0424	5.3%	0.0050	0.6%	58%	False	False	22,394
100	0.8137	0.7713	0.0424	5.3%	0.0051	0.6%	58%	False	False	17,929
120	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	58%	False	False	14,946

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	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8287
2.618	0.8183
1.618	0.8120
1.000	0.8081
0.618	0.8056
HIGH	0.8017
0.618	0.7993
0.500	0.7985
0.382	0.7978
LOW	0.7954
0.618	0.7914
1.000	0.7890
1.618	0.7851
2.618	0.7787
4.250	0.7684

Fisher Pivots for day following 14-Jan-2022
Pivot	1 day	3 day
R1	0.7985	0.7988
PP	0.7977	0.7979
S1	0.7968	0.7969

Download as Excel Spreadsheet

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

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