CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 26-Jan-2022

Day Change Summary
	Previous	Current
	25-Jan-2022	26-Jan-2022	Change	Change %	Previous Week
Open	0.7909	0.7917	0.0008	0.1%	0.7968
High	0.7936	0.7966	0.0030	0.4%	0.8032
Low	0.7891	0.7880	-0.0011	-0.1%	0.7942
Close	0.7935	0.7900	-0.0035	-0.4%	0.7952
Range	0.0045	0.0086	0.0041	90.0%	0.0090
ATR	0.0057	0.0059	0.0002	3.6%	0.0000
Volume	81,165	120,488	39,323	48.4%	327,041

Daily Pivots for day following 26-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8172	0.8121	0.7947
R3	0.8086	0.8036	0.7924
R2	0.8001	0.8001	0.7916
R1	0.7950	0.7950	0.7908	0.7933
PP	0.7915	0.7915	0.7915	0.7906
S1	0.7865	0.7865	0.7892	0.7847
S2	0.7830	0.7830	0.7884
S3	0.7744	0.7779	0.7876
S4	0.7659	0.7694	0.7853

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	0.8028	0.7871	0.0157	2.0%	0.0064	0.8%	19%	False	False	89,933
10	0.8032	0.7871	0.0162	2.0%	0.0058	0.7%	18%	False	False	85,415
20	0.8032	0.7791	0.0242	3.1%	0.0059	0.8%	45%	False	False	72,287
40	0.8032	0.7713	0.0319	4.0%	0.0056	0.7%	59%	False	False	60,185
60	0.8092	0.7713	0.0379	4.8%	0.0052	0.7%	49%	False	False	40,307
80	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	44%	False	False	30,262
100	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	44%	False	False	24,228
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	44%	False	False	20,197

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8329
2.618	0.8189
1.618	0.8104
1.000	0.8051
0.618	0.8018
HIGH	0.7966
0.618	0.7933
0.500	0.7923
0.382	0.7913
LOW	0.7880
0.618	0.7827
1.000	0.7795
1.618	0.7742
2.618	0.7656
4.250	0.7517

Fisher Pivots for day following 26-Jan-2022
Pivot	1 day	3 day
R1	0.7923	0.7918
PP	0.7915	0.7912
S1	0.7908	0.7906

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols