CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 08-Feb-2022

Day Change Summary
	Previous	Current
	07-Feb-2022	08-Feb-2022	Change	Change %	Previous Week
Open	0.7842	0.7892	0.0051	0.6%	0.7830
High	0.7900	0.7896	-0.0004	-0.1%	0.7905
Low	0.7838	0.7860	0.0022	0.3%	0.7819
Close	0.7897	0.7865	-0.0032	-0.4%	0.7840
Range	0.0062	0.0036	-0.0026	-42.3%	0.0086
ATR	0.0057	0.0055	-0.0001	-2.6%	0.0000
Volume	56,725	46,342	-10,383	-18.3%	325,614

Daily Pivots for day following 08-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7980	0.7958	0.7884
R3	0.7944	0.7922	0.7874
R2	0.7909	0.7909	0.7871
R1	0.7887	0.7887	0.7868	0.7880
PP	0.7873	0.7873	0.7873	0.7870
S1	0.7851	0.7851	0.7861	0.7845
S2	0.7838	0.7838	0.7858
S3	0.7802	0.7816	0.7855
S4	0.7767	0.7780	0.7845

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%	0.0049	0.6%	53%	False	False	56,939
10	0.7966	0.7813	0.0153	1.9%	0.0055	0.7%	34%	False	False	72,732
20	0.8032	0.7813	0.0219	2.8%	0.0056	0.7%	24%	False	False	76,544
40	0.8032	0.7713	0.0319	4.1%	0.0055	0.7%	47%	False	False	67,884
60	0.8032	0.7713	0.0319	4.1%	0.0053	0.7%	47%	False	False	50,382
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	36%	False	False	37,834
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	36%	False	False	30,291
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	36%	False	False	25,253

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8046
2.618	0.7988
1.618	0.7953
1.000	0.7931
0.618	0.7917
HIGH	0.7896
0.618	0.7882
0.500	0.7878
0.382	0.7874
LOW	0.7860
0.618	0.7838
1.000	0.7825
1.618	0.7803
2.618	0.7767
4.250	0.7709

Fisher Pivots for day following 08-Feb-2022
Pivot	1 day	3 day
R1	0.7878	0.7863
PP	0.7873	0.7861
S1	0.7869	0.7859

Download as Excel Spreadsheet

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

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