CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 18-Jan-2022

Day Change Summary
	Previous	Current
	14-Jan-2022	18-Jan-2022	Change	Change %	Previous Week
Open	0.7991	0.7968	-0.0023	-0.3%	0.7907
High	0.8017	0.8007	-0.0010	-0.1%	0.8029
Low	0.7954	0.7958	0.0004	0.1%	0.7874
Close	0.7959	0.7995	0.0036	0.4%	0.7959
Range	0.0064	0.0050	-0.0014	-22.0%	0.0155
ATR	0.0055	0.0055	0.0000	-0.8%	0.0000
Volume	76,906	107,503	30,597	39.8%	352,054

Daily Pivots for day following 18-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8135	0.8114	0.8022
R3	0.8085	0.8065	0.8008
R2	0.8036	0.8036	0.8004
R1	0.8015	0.8015	0.7999	0.8026
PP	0.7986	0.7986	0.7986	0.7992
S1	0.7966	0.7966	0.7990	0.7976
S2	0.7937	0.7937	0.7985
S3	0.7887	0.7916	0.7981
S4	0.7838	0.7867	0.7967

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	0.7887	0.0142	1.8%	0.0056	0.7%	76%	False	False	80,272
10	0.8029	0.7803	0.0226	2.8%	0.0057	0.7%	85%	False	False	70,965
20	0.8029	0.7713	0.0316	3.9%	0.0052	0.7%	89%	False	False	60,374
40	0.8029	0.7713	0.0316	3.9%	0.0054	0.7%	89%	False	False	47,285
60	0.8127	0.7713	0.0414	5.2%	0.0050	0.6%	68%	False	False	31,609
80	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	66%	False	False	23,737
100	0.8137	0.7713	0.0424	5.3%	0.0051	0.6%	66%	False	False	19,004
120	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	66%	False	False	15,841

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8217
2.618	0.8137
1.618	0.8087
1.000	0.8057
0.618	0.8038
HIGH	0.8007
0.618	0.7988
0.500	0.7982
0.382	0.7976
LOW	0.7958
0.618	0.7927
1.000	0.7908
1.618	0.7877
2.618	0.7828
4.250	0.7747

Fisher Pivots for day following 18-Jan-2022
Pivot	1 day	3 day
R1	0.7990	0.7993
PP	0.7986	0.7992
S1	0.7982	0.7991

Download as Excel Spreadsheet

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

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