CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 07-Feb-2022

Day Change Summary
	Previous	Current
	04-Feb-2022	07-Feb-2022	Change	Change %	Previous Week
Open	0.7888	0.7842	-0.0047	-0.6%	0.7830
High	0.7897	0.7900	0.0003	0.0%	0.7905
Low	0.7819	0.7838	0.0019	0.2%	0.7819
Close	0.7840	0.7897	0.0057	0.7%	0.7840
Range	0.0078	0.0062	-0.0016	-20.6%	0.0086
ATR	0.0056	0.0057	0.0000	0.6%	0.0000
Volume	76,158	56,725	-19,433	-25.5%	325,614

Daily Pivots for day following 07-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8063	0.8041	0.7930
R3	0.8001	0.7980	0.7913
R2	0.7940	0.7940	0.7908
R1	0.7918	0.7918	0.7902	0.7929
PP	0.7878	0.7878	0.7878	0.7883
S1	0.7857	0.7857	0.7891	0.7867
S2	0.7817	0.7817	0.7885
S3	0.7755	0.7795	0.7880
S4	0.7694	0.7734	0.7863

Weekly Pivots for week ending 04-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8111	0.8061	0.7887
R3	0.8026	0.7976	0.7864
R2	0.7940	0.7940	0.7856
R1	0.7890	0.7890	0.7848	0.7915
PP	0.7855	0.7855	0.7855	0.7867
S1	0.7805	0.7805	0.7832	0.7830
S2	0.7769	0.7769	0.7824
S3	0.7684	0.7719	0.7816
S4	0.7598	0.7634	0.7793

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7905	0.7819	0.0086	1.1%	0.0051	0.6%	91%	False	False	59,292
10	0.7966	0.7813	0.0153	1.9%	0.0056	0.7%	55%	False	False	76,215
20	0.8032	0.7813	0.0219	2.8%	0.0057	0.7%	38%	False	False	77,137
40	0.8032	0.7713	0.0319	4.0%	0.0055	0.7%	58%	False	False	68,776
60	0.8032	0.7713	0.0319	4.0%	0.0054	0.7%	58%	False	False	49,619
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	43%	False	False	37,255
100	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	43%	False	False	29,828
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	43%	False	False	24,867

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8161
2.618	0.8061
1.618	0.7999
1.000	0.7961
0.618	0.7938
HIGH	0.7900
0.618	0.7876
0.500	0.7869
0.382	0.7861
LOW	0.7838
0.618	0.7800
1.000	0.7777
1.618	0.7738
2.618	0.7677
4.250	0.7577

Fisher Pivots for day following 07-Feb-2022
Pivot	1 day	3 day
R1	0.7887	0.7884
PP	0.7878	0.7872
S1	0.7869	0.7860

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

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