CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 01-Feb-2022

Day Change Summary
	Previous	Current
	31-Jan-2022	01-Feb-2022	Change	Change %	Previous Week
Open	0.7830	0.7869	0.0039	0.5%	0.7947
High	0.7885	0.7901	0.0017	0.2%	0.7966
Low	0.7826	0.7857	0.0031	0.4%	0.7813
Close	0.7875	0.7873	-0.0002	0.0%	0.7820
Range	0.0059	0.0045	-0.0015	-24.6%	0.0153
ATR	0.0059	0.0058	-0.0001	-1.7%	0.0000
Volume	85,879	58,104	-27,775	-32.3%	481,315

Daily Pivots for day following 01-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8010	0.7986	0.7897
R3	0.7966	0.7942	0.7885
R2	0.7921	0.7921	0.7881
R1	0.7897	0.7897	0.7877	0.7909
PP	0.7877	0.7877	0.7877	0.7883
S1	0.7853	0.7853	0.7869	0.7865
S2	0.7832	0.7832	0.7865
S3	0.7788	0.7808	0.7861
S4	0.7743	0.7764	0.7849

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%	39%	False	False	88,526
10	0.8032	0.7813	0.0219	2.8%	0.0059	0.7%	27%	False	False	84,483
20	0.8032	0.7803	0.0230	2.9%	0.0058	0.7%	31%	False	False	77,724
40	0.8032	0.7713	0.0319	4.1%	0.0055	0.7%	50%	False	False	67,899
60	0.8070	0.7713	0.0357	4.5%	0.0053	0.7%	45%	False	False	45,663
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	38%	False	False	34,282
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	38%	False	False	27,446
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	38%	False	False	22,881

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0013
Narrowest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8090
2.618	0.8018
1.618	0.7973
1.000	0.7946
0.618	0.7929
HIGH	0.7901
0.618	0.7884
0.500	0.7879
0.382	0.7873
LOW	0.7857
0.618	0.7829
1.000	0.7812
1.618	0.7784
2.618	0.7740
4.250	0.7667

Fisher Pivots for day following 01-Feb-2022
Pivot	1 day	3 day
R1	0.7879	0.7868
PP	0.7877	0.7862
S1	0.7875	0.7857

Download as Excel Spreadsheet

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

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