CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 03-Feb-2022

Day Change Summary
	Previous	Current
	02-Feb-2022	03-Feb-2022	Change	Change %	Previous Week
Open	0.7882	0.7890	0.0009	0.1%	0.7947
High	0.7905	0.7900	-0.0005	-0.1%	0.7966
Low	0.7870	0.7864	-0.0006	-0.1%	0.7813
Close	0.7894	0.7887	-0.0007	-0.1%	0.7820
Range	0.0035	0.0037	0.0002	4.3%	0.0153
ATR	0.0056	0.0055	-0.0001	-2.5%	0.0000
Volume	47,470	58,003	10,533	22.2%	481,315

Daily Pivots for day following 03-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7993	0.7977	0.7907
R3	0.7957	0.7940	0.7897
R2	0.7920	0.7920	0.7894
R1	0.7904	0.7904	0.7890	0.7894
PP	0.7884	0.7884	0.7884	0.7879
S1	0.7867	0.7867	0.7884	0.7857
S2	0.7847	0.7847	0.7880
S3	0.7811	0.7831	0.7877
S4	0.7774	0.7794	0.7867

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	0.7905	0.7813	0.0092	1.2%	0.0045	0.6%	81%	False	False	66,939
10	0.7999	0.7813	0.0186	2.4%	0.0057	0.7%	40%	False	False	81,686
20	0.8032	0.7803	0.0230	2.9%	0.0056	0.7%	37%	False	False	77,309
40	0.8032	0.7713	0.0319	4.0%	0.0053	0.7%	55%	False	False	69,473
60	0.8070	0.7713	0.0357	4.5%	0.0053	0.7%	49%	False	False	47,414
80	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	41%	False	False	35,598
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	41%	False	False	28,500
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	41%	False	False	23,759

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	True
3BNR	True
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	0.8055
2.618	0.7996
1.618	0.7959
1.000	0.7937
0.618	0.7923
HIGH	0.7900
0.618	0.7886
0.500	0.7882
0.382	0.7877
LOW	0.7864
0.618	0.7841
1.000	0.7827
1.618	0.7804
2.618	0.7768
4.250	0.7708

Fisher Pivots for day following 03-Feb-2022
Pivot	1 day	3 day
R1	0.7885	0.7885
PP	0.7884	0.7883
S1	0.7882	0.7881

Download as Excel Spreadsheet

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

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