CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 31-Jan-2022

Day Change Summary
	Previous	Current
	28-Jan-2022	31-Jan-2022	Change	Change %	Previous Week
Open	0.7850	0.7830	-0.0020	-0.2%	0.7947
High	0.7865	0.7885	0.0020	0.2%	0.7966
Low	0.7813	0.7826	0.0013	0.2%	0.7813
Close	0.7820	0.7875	0.0055	0.7%	0.7820
Range	0.0052	0.0059	0.0007	13.5%	0.0153
ATR	0.0059	0.0059	0.0000	0.7%	0.0000
Volume	85,242	85,879	637	0.7%	481,315

Daily Pivots for day following 31-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8039	0.8016	0.7907
R3	0.7980	0.7957	0.7891
R2	0.7921	0.7921	0.7885
R1	0.7898	0.7898	0.7880	0.7909
PP	0.7862	0.7862	0.7862	0.7867
S1	0.7839	0.7839	0.7869	0.7850
S2	0.7803	0.7803	0.7864
S3	0.7744	0.7780	0.7858
S4	0.7685	0.7721	0.7842

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	1.9%	0.0060	0.8%	40%	False	False	93,138
10	0.8032	0.7813	0.0219	2.8%	0.0059	0.8%	28%	False	False	89,423
20	0.8032	0.7803	0.0230	2.9%	0.0060	0.8%	31%	False	False	77,342
40	0.8032	0.7713	0.0319	4.1%	0.0056	0.7%	51%	False	False	66,585
60	0.8077	0.7713	0.0364	4.6%	0.0053	0.7%	44%	False	False	44,699
80	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	38%	False	False	33,557
100	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	38%	False	False	26,867
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	38%	False	False	22,397

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8135
2.618	0.8039
1.618	0.7980
1.000	0.7944
0.618	0.7921
HIGH	0.7885
0.618	0.7862
0.500	0.7855
0.382	0.7848
LOW	0.7826
0.618	0.7789
1.000	0.7767
1.618	0.7730
2.618	0.7671
4.250	0.7575

Fisher Pivots for day following 31-Jan-2022
Pivot	1 day	3 day
R1	0.7868	0.7869
PP	0.7862	0.7864
S1	0.7855	0.7859

Download as Excel Spreadsheet

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

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