CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 19-Jan-2022

Day Change Summary
	Previous	Current
	18-Jan-2022	19-Jan-2022	Change	Change %	Previous Week
Open	0.7968	0.7993	0.0026	0.3%	0.7907
High	0.8007	0.8032	0.0025	0.3%	0.8029
Low	0.7958	0.7982	0.0025	0.3%	0.7874
Close	0.7995	0.8006	0.0011	0.1%	0.7959
Range	0.0050	0.0050	0.0001	1.0%	0.0155
ATR	0.0055	0.0055	0.0000	-0.6%	0.0000
Volume	107,503	73,026	-34,477	-32.1%	352,054

Daily Pivots for day following 19-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8157	0.8131	0.8033
R3	0.8107	0.8081	0.8019
R2	0.8057	0.8057	0.8015
R1	0.8031	0.8031	0.8010	0.8044
PP	0.8007	0.8007	0.8007	0.8013
S1	0.7981	0.7981	0.8001	0.7994
S2	0.7957	0.7957	0.7996
S3	0.7907	0.7931	0.7992
S4	0.7857	0.7881	0.7978

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	0.8032	0.7948	0.0084	1.0%	0.0052	0.6%	68%	True	False	80,898
10	0.8032	0.7803	0.0230	2.9%	0.0056	0.7%	88%	True	False	71,959
20	0.8032	0.7724	0.0309	3.9%	0.0053	0.7%	91%	True	False	60,494
40	0.8032	0.7713	0.0319	4.0%	0.0054	0.7%	92%	True	False	49,102
60	0.8127	0.7713	0.0414	5.2%	0.0050	0.6%	71%	False	False	32,823
80	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	69%	False	False	24,649
100	0.8137	0.7713	0.0424	5.3%	0.0051	0.6%	69%	False	False	19,734
120	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	69%	False	False	16,450

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8245
2.618	0.8163
1.618	0.8113
1.000	0.8082
0.618	0.8063
HIGH	0.8032
0.618	0.8013
0.500	0.8007
0.382	0.8001
LOW	0.7982
0.618	0.7951
1.000	0.7932
1.618	0.7901
2.618	0.7851
4.250	0.7770

Fisher Pivots for day following 19-Jan-2022
Pivot	1 day	3 day
R1	0.8007	0.8001
PP	0.8007	0.7997
S1	0.8006	0.7993

Download as Excel Spreadsheet

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

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