CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 21-Jan-2022

Day Change Summary
	Previous	Current
	20-Jan-2022	21-Jan-2022	Change	Change %	Previous Week
Open	0.7991	0.7996	0.0005	0.1%	0.7968
High	0.8028	0.7999	-0.0029	-0.4%	0.8032
Low	0.7987	0.7942	-0.0045	-0.6%	0.7942
Close	0.8016	0.7952	-0.0065	-0.8%	0.7952
Range	0.0041	0.0057	0.0016	39.5%	0.0090
ATR	0.0054	0.0055	0.0001	2.7%	0.0000
Volume	60,416	86,096	25,680	42.5%	327,041

Daily Pivots for day following 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8134	0.8099	0.7983
R3	0.8077	0.8043	0.7967
R2	0.8021	0.8021	0.7962
R1	0.7986	0.7986	0.7957	0.7975
PP	0.7964	0.7964	0.7964	0.7959
S1	0.7930	0.7930	0.7946	0.7919
S2	0.7908	0.7908	0.7941
S3	0.7851	0.7873	0.7936
S4	0.7795	0.7817	0.7920

Weekly Pivots for week ending 21-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8245	0.8188	0.8001
R3	0.8155	0.8098	0.7976
R2	0.8065	0.8065	0.7968
R1	0.8008	0.8008	0.7960	0.7992
PP	0.7975	0.7975	0.7975	0.7967
S1	0.7918	0.7918	0.7943	0.7902
S2	0.7885	0.7885	0.7935
S3	0.7795	0.7828	0.7927
S4	0.7705	0.7738	0.7902

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8032	0.7942	0.0090	1.1%	0.0052	0.7%	11%	False	True	80,789
10	0.8032	0.7854	0.0179	2.2%	0.0054	0.7%	55%	False	False	74,052
20	0.8032	0.7780	0.0252	3.2%	0.0054	0.7%	68%	False	False	62,056
40	0.8032	0.7713	0.0319	4.0%	0.0054	0.7%	75%	False	False	52,737
60	0.8127	0.7713	0.0414	5.2%	0.0051	0.6%	58%	False	False	35,262
80	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	56%	False	False	26,479
100	0.8137	0.7713	0.0424	5.3%	0.0051	0.6%	56%	False	False	21,197
120	0.8137	0.7713	0.0424	5.3%	0.0050	0.6%	56%	False	False	17,670

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0010
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8239
2.618	0.8146
1.618	0.8090
1.000	0.8055
0.618	0.8033
HIGH	0.7999
0.618	0.7977
0.500	0.7970
0.382	0.7964
LOW	0.7942
0.618	0.7907
1.000	0.7886
1.618	0.7851
2.618	0.7794
4.250	0.7702

Fisher Pivots for day following 21-Jan-2022
Pivot	1 day	3 day
R1	0.7970	0.7987
PP	0.7964	0.7975
S1	0.7958	0.7963

Download as Excel Spreadsheet

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

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