CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 20-Jan-2022

Day Change Summary
	Previous	Current
	19-Jan-2022	20-Jan-2022	Change	Change %	Previous Week
Open	0.7993	0.7991	-0.0002	0.0%	0.7907
High	0.8032	0.8028	-0.0005	-0.1%	0.8029
Low	0.7982	0.7987	0.0005	0.1%	0.7874
Close	0.8006	0.8016	0.0011	0.1%	0.7959
Range	0.0050	0.0041	-0.0010	-19.0%	0.0155
ATR	0.0055	0.0054	-0.0001	-1.8%	0.0000
Volume	73,026	60,416	-12,610	-17.3%	352,054

Daily Pivots for day following 20-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8132	0.8114	0.8038
R3	0.8091	0.8074	0.8027
R2	0.8051	0.8051	0.8023
R1	0.8033	0.8033	0.8020	0.8042
PP	0.8010	0.8010	0.8010	0.8015
S1	0.7993	0.7993	0.8012	0.8002
S2	0.7970	0.7970	0.8009
S3	0.7929	0.7952	0.8005
S4	0.7889	0.7912	0.7994

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	0.7954	0.0079	1.0%	0.0049	0.6%	80%	False	False	76,742
10	0.8032	0.7803	0.0230	2.9%	0.0055	0.7%	93%	False	False	72,931
20	0.8032	0.7737	0.0296	3.7%	0.0054	0.7%	95%	False	False	60,677
40	0.8032	0.7713	0.0319	4.0%	0.0054	0.7%	95%	False	False	50,600
60	0.8127	0.7713	0.0414	5.2%	0.0050	0.6%	73%	False	False	33,829
80	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	71%	False	False	25,403
100	0.8137	0.7713	0.0424	5.3%	0.0051	0.6%	71%	False	False	20,338
120	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	71%	False	False	16,953

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8200
2.618	0.8134
1.618	0.8093
1.000	0.8068
0.618	0.8053
HIGH	0.8028
0.618	0.8012
0.500	0.8007
0.382	0.8002
LOW	0.7987
0.618	0.7962
1.000	0.7947
1.618	0.7921
2.618	0.7881
4.250	0.7815

Fisher Pivots for day following 20-Jan-2022
Pivot	1 day	3 day
R1	0.8013	0.8009
PP	0.8010	0.8002
S1	0.8007	0.7995

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

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