CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 09-Feb-2022

Day Change Summary
	Previous	Current
	08-Feb-2022	09-Feb-2022	Change	Change %	Previous Week
Open	0.7892	0.7871	-0.0021	-0.3%	0.7830
High	0.7896	0.7896	0.0000	0.0%	0.7905
Low	0.7860	0.7864	0.0004	0.0%	0.7819
Close	0.7865	0.7892	0.0027	0.3%	0.7840
Range	0.0036	0.0032	-0.0004	-9.9%	0.0086
ATR	0.0055	0.0054	-0.0002	-3.0%	0.0000
Volume	46,342	46,105	-237	-0.5%	325,614

Daily Pivots for day following 09-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7980	0.7968	0.7909
R3	0.7948	0.7936	0.7900
R2	0.7916	0.7916	0.7897
R1	0.7904	0.7904	0.7894	0.7910
PP	0.7884	0.7884	0.7884	0.7887
S1	0.7872	0.7872	0.7889	0.7878
S2	0.7852	0.7852	0.7886
S3	0.7820	0.7840	0.7883
S4	0.7788	0.7808	0.7874

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	0.7900	0.7819	0.0081	1.0%	0.0049	0.6%	90%	False	False	56,666
10	0.7905	0.7813	0.0092	1.2%	0.0049	0.6%	86%	False	False	65,294
20	0.8032	0.7813	0.0219	2.8%	0.0054	0.7%	36%	False	False	75,355
40	0.8032	0.7713	0.0319	4.0%	0.0054	0.7%	56%	False	False	67,293
60	0.8032	0.7713	0.0319	4.0%	0.0053	0.7%	56%	False	False	51,147
80	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	42%	False	False	38,407
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	42%	False	False	30,750
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	42%	False	False	25,636

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	True
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.8032
2.618	0.7979
1.618	0.7947
1.000	0.7928
0.618	0.7915
HIGH	0.7896
0.618	0.7883
0.500	0.7880
0.382	0.7876
LOW	0.7864
0.618	0.7844
1.000	0.7832
1.618	0.7812
2.618	0.7780
4.250	0.7728

Fisher Pivots for day following 09-Feb-2022
Pivot	1 day	3 day
R1	0.7888	0.7884
PP	0.7884	0.7876
S1	0.7880	0.7869

Download as Excel Spreadsheet

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

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