CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 10-Feb-2022

Day Change Summary
	Previous	Current
	09-Feb-2022	10-Feb-2022	Change	Change %	Previous Week
Open	0.7871	0.7890	0.0019	0.2%	0.7830
High	0.7896	0.7913	0.0018	0.2%	0.7905
Low	0.7864	0.7857	-0.0007	-0.1%	0.7819
Close	0.7892	0.7864	-0.0028	-0.4%	0.7840
Range	0.0032	0.0057	0.0025	76.6%	0.0086
ATR	0.0054	0.0054	0.0000	0.4%	0.0000
Volume	46,105	92,676	46,571	101.0%	325,614

Daily Pivots for day following 10-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8047	0.8012	0.7895
R3	0.7991	0.7955	0.7879
R2	0.7934	0.7934	0.7874
R1	0.7899	0.7899	0.7869	0.7888
PP	0.7878	0.7878	0.7878	0.7872
S1	0.7842	0.7842	0.7858	0.7832
S2	0.7821	0.7821	0.7853
S3	0.7765	0.7786	0.7848
S4	0.7708	0.7729	0.7832

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	0.7913	0.7819	0.0094	1.2%	0.0053	0.7%	47%	True	False	63,601
10	0.7913	0.7813	0.0100	1.3%	0.0049	0.6%	51%	True	False	65,270
20	0.8032	0.7813	0.0219	2.8%	0.0054	0.7%	23%	False	False	75,929
40	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	47%	False	False	67,831
60	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	47%	False	False	52,684
80	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	35%	False	False	39,564
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	35%	False	False	31,676
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	35%	False	False	26,407

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8153
2.618	0.8061
1.618	0.8004
1.000	0.7970
0.618	0.7948
HIGH	0.7913
0.618	0.7891
0.500	0.7885
0.382	0.7878
LOW	0.7857
0.618	0.7822
1.000	0.7800
1.618	0.7765
2.618	0.7709
4.250	0.7616

Fisher Pivots for day following 10-Feb-2022
Pivot	1 day	3 day
R1	0.7885	0.7885
PP	0.7878	0.7878
S1	0.7871	0.7871

Download as Excel Spreadsheet

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

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