CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 27-Jan-2022

Day Change Summary
	Previous	Current
	26-Jan-2022	27-Jan-2022	Change	Change %	Previous Week
Open	0.7917	0.7895	-0.0022	-0.3%	0.7968
High	0.7966	0.7904	-0.0062	-0.8%	0.8032
Low	0.7880	0.7844	-0.0037	-0.5%	0.7942
Close	0.7900	0.7846	-0.0055	-0.7%	0.7952
Range	0.0086	0.0061	-0.0025	-29.2%	0.0090
ATR	0.0059	0.0059	0.0000	0.2%	0.0000
Volume	120,488	92,918	-27,570	-22.9%	327,041

Daily Pivots for day following 27-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.8006	0.7879
R3	0.7985	0.7946	0.7862
R2	0.7925	0.7925	0.7857
R1	0.7885	0.7885	0.7851	0.7875
PP	0.7864	0.7864	0.7864	0.7859
S1	0.7825	0.7825	0.7840	0.7814
S2	0.7804	0.7804	0.7834
S3	0.7743	0.7764	0.7829
S4	0.7683	0.7704	0.7812

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	0.7999	0.7844	0.0155	2.0%	0.0068	0.9%	1%	False	True	96,433
10	0.8032	0.7844	0.0189	2.4%	0.0059	0.7%	1%	False	True	86,587
20	0.8032	0.7803	0.0230	2.9%	0.0061	0.8%	19%	False	False	74,816
40	0.8032	0.7713	0.0319	4.1%	0.0056	0.7%	42%	False	False	62,444
60	0.8082	0.7713	0.0369	4.7%	0.0052	0.7%	36%	False	False	41,853
80	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	31%	False	False	31,422
100	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	31%	False	False	25,157
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	31%	False	False	20,971

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8161
2.618	0.8062
1.618	0.8002
1.000	0.7965
0.618	0.7941
HIGH	0.7904
0.618	0.7881
0.500	0.7874
0.382	0.7867
LOW	0.7844
0.618	0.7806
1.000	0.7783
1.618	0.7746
2.618	0.7685
4.250	0.7586

Fisher Pivots for day following 27-Jan-2022
Pivot	1 day	3 day
R1	0.7874	0.7905
PP	0.7864	0.7885
S1	0.7855	0.7865

Download as Excel Spreadsheet

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

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