CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 28-Jan-2022

Day Change Summary
	Previous	Current
	27-Jan-2022	28-Jan-2022	Change	Change %	Previous Week
Open	0.7895	0.7850	-0.0046	-0.6%	0.7947
High	0.7904	0.7865	-0.0039	-0.5%	0.7966
Low	0.7844	0.7813	-0.0031	-0.4%	0.7813
Close	0.7846	0.7820	-0.0026	-0.3%	0.7820
Range	0.0061	0.0052	-0.0009	-14.0%	0.0153
ATR	0.0059	0.0059	-0.0001	-0.8%	0.0000
Volume	92,918	85,242	-7,676	-8.3%	481,315

Daily Pivots for day following 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7989	0.7956	0.7849
R3	0.7937	0.7904	0.7834
R2	0.7885	0.7885	0.7830
R1	0.7852	0.7852	0.7825	0.7843
PP	0.7833	0.7833	0.7833	0.7828
S1	0.7800	0.7800	0.7815	0.7791
S2	0.7781	0.7781	0.7810
S3	0.7729	0.7748	0.7806
S4	0.7677	0.7696	0.7791

Weekly Pivots for week ending 28-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8324	0.8224	0.7904
R3	0.8171	0.8072	0.7862
R2	0.8019	0.8019	0.7848
R1	0.7919	0.7919	0.7834	0.7893
PP	0.7866	0.7866	0.7866	0.7853
S1	0.7767	0.7767	0.7806	0.7740
S2	0.7714	0.7714	0.7792
S3	0.7561	0.7614	0.7778
S4	0.7409	0.7462	0.7736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7966	0.7813	0.0153	2.0%	0.0067	0.9%	5%	False	True	96,263
10	0.8032	0.7813	0.0219	2.8%	0.0060	0.8%	3%	False	True	88,526
20	0.8032	0.7803	0.0230	2.9%	0.0061	0.8%	8%	False	False	76,681
40	0.8032	0.7713	0.0319	4.1%	0.0055	0.7%	34%	False	False	64,519
60	0.8077	0.7713	0.0364	4.6%	0.0053	0.7%	29%	False	False	43,271
80	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	25%	False	False	32,485
100	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	25%	False	False	26,009
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	25%	False	False	21,681

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	0.0015
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8086
2.618	0.8001
1.618	0.7949
1.000	0.7917
0.618	0.7897
HIGH	0.7865
0.618	0.7845
0.500	0.7839
0.382	0.7833
LOW	0.7813
0.618	0.7781
1.000	0.7761
1.618	0.7729
2.618	0.7677
4.250	0.7592

Fisher Pivots for day following 28-Jan-2022
Pivot	1 day	3 day
R1	0.7839	0.7889
PP	0.7833	0.7866
S1	0.7826	0.7843

Download as Excel Spreadsheet

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

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