CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 11-Feb-2022

Day Change Summary
	Previous	Current
	10-Feb-2022	11-Feb-2022	Change	Change %	Previous Week
Open	0.7890	0.7862	-0.0028	-0.3%	0.7842
High	0.7913	0.7893	-0.0021	-0.3%	0.7913
Low	0.7857	0.7840	-0.0017	-0.2%	0.7838
Close	0.7864	0.7848	-0.0016	-0.2%	0.7848
Range	0.0057	0.0053	-0.0004	-7.1%	0.0075
ATR	0.0054	0.0054	0.0000	-0.2%	0.0000
Volume	92,676	103,940	11,264	12.2%	345,788

Daily Pivots for day following 11-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8018	0.7985	0.7877
R3	0.7965	0.7933	0.7862
R2	0.7913	0.7913	0.7858
R1	0.7880	0.7880	0.7853	0.7870
PP	0.7860	0.7860	0.7860	0.7855
S1	0.7828	0.7828	0.7843	0.7818
S2	0.7808	0.7808	0.7838
S3	0.7755	0.7775	0.7834
S4	0.7703	0.7723	0.7819

Weekly Pivots for week ending 11-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8091	0.8045	0.7889
R3	0.8016	0.7970	0.7869
R2	0.7941	0.7941	0.7862
R1	0.7895	0.7895	0.7855	0.7918
PP	0.7866	0.7866	0.7866	0.7878
S1	0.7820	0.7820	0.7841	0.7843
S2	0.7791	0.7791	0.7834
S3	0.7716	0.7745	0.7827
S4	0.7641	0.7670	0.7807

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7913	0.7838	0.0075	1.0%	0.0048	0.6%	13%	False	False	69,157
10	0.7913	0.7819	0.0094	1.2%	0.0049	0.6%	31%	False	False	67,140
20	0.8032	0.7813	0.0219	2.8%	0.0054	0.7%	16%	False	False	77,833
40	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	42%	False	False	68,280
60	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	42%	False	False	54,409
80	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	32%	False	False	40,862
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	32%	False	False	32,713
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	32%	False	False	27,272

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8116
2.618	0.8030
1.618	0.7977
1.000	0.7945
0.618	0.7925
HIGH	0.7893
0.618	0.7872
0.500	0.7866
0.382	0.7860
LOW	0.7840
0.618	0.7808
1.000	0.7788
1.618	0.7755
2.618	0.7703
4.250	0.7617

Fisher Pivots for day following 11-Feb-2022
Pivot	1 day	3 day
R1	0.7866	0.7877
PP	0.7860	0.7867
S1	0.7854	0.7858

Download as Excel Spreadsheet

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

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