CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 25-Jan-2022

Day Change Summary
	Previous	Current
	24-Jan-2022	25-Jan-2022	Change	Change %	Previous Week
Open	0.7947	0.7909	-0.0038	-0.5%	0.7968
High	0.7963	0.7936	-0.0027	-0.3%	0.8032
Low	0.7871	0.7891	0.0021	0.3%	0.7942
Close	0.7905	0.7935	0.0030	0.4%	0.7952
Range	0.0093	0.0045	-0.0048	-51.4%	0.0090
ATR	0.0058	0.0057	-0.0001	-1.6%	0.0000
Volume	101,502	81,165	-20,337	-20.0%	327,041

Daily Pivots for day following 25-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8056	0.8040	0.7960
R3	0.8011	0.7995	0.7947
R2	0.7966	0.7966	0.7943
R1	0.7950	0.7950	0.7939	0.7958
PP	0.7921	0.7921	0.7921	0.7925
S1	0.7905	0.7905	0.7931	0.7913
S2	0.7876	0.7876	0.7927
S3	0.7831	0.7860	0.7923
S4	0.7786	0.7815	0.7910

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	0.7871	0.0162	2.0%	0.0057	0.7%	40%	False	False	80,441
10	0.8032	0.7871	0.0162	2.0%	0.0056	0.7%	40%	False	False	80,356
20	0.8032	0.7791	0.0242	3.0%	0.0057	0.7%	60%	False	False	67,583
40	0.8032	0.7713	0.0319	4.0%	0.0055	0.7%	70%	False	False	57,245
60	0.8109	0.7713	0.0396	5.0%	0.0051	0.6%	56%	False	False	38,301
80	0.8137	0.7713	0.0424	5.3%	0.0049	0.6%	52%	False	False	28,759
100	0.8137	0.7713	0.0424	5.3%	0.0051	0.6%	52%	False	False	23,023
120	0.8137	0.7713	0.0424	5.3%	0.0050	0.6%	52%	False	False	19,193

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	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8127
2.618	0.8054
1.618	0.8009
1.000	0.7981
0.618	0.7964
HIGH	0.7936
0.618	0.7919
0.500	0.7914
0.382	0.7908
LOW	0.7891
0.618	0.7863
1.000	0.7846
1.618	0.7818
2.618	0.7773
4.250	0.7700

Fisher Pivots for day following 25-Jan-2022
Pivot	1 day	3 day
R1	0.7928	0.7935
PP	0.7921	0.7935
S1	0.7914	0.7935

Download as Excel Spreadsheet

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

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