CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 14-Feb-2022

Day Change Summary
	Previous	Current
	11-Feb-2022	14-Feb-2022	Change	Change %	Previous Week
Open	0.7862	0.7853	-0.0010	-0.1%	0.7842
High	0.7893	0.7861	-0.0032	-0.4%	0.7913
Low	0.7840	0.7821	-0.0019	-0.2%	0.7838
Close	0.7848	0.7852	0.0004	0.1%	0.7848
Range	0.0053	0.0040	-0.0013	-23.8%	0.0075
ATR	0.0054	0.0053	-0.0001	-1.8%	0.0000
Volume	103,940	83,417	-20,523	-19.7%	345,788

Daily Pivots for day following 14-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7965	0.7948	0.7874
R3	0.7925	0.7908	0.7863
R2	0.7885	0.7885	0.7859
R1	0.7868	0.7868	0.7856	0.7857
PP	0.7845	0.7845	0.7845	0.7839
S1	0.7828	0.7828	0.7848	0.7817
S2	0.7805	0.7805	0.7845
S3	0.7765	0.7788	0.7841
S4	0.7725	0.7748	0.7830

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	0.7821	0.0092	1.2%	0.0043	0.6%	34%	False	True	74,496
10	0.7913	0.7819	0.0094	1.2%	0.0047	0.6%	35%	False	False	66,894
20	0.8032	0.7813	0.0219	2.8%	0.0053	0.7%	18%	False	False	78,158
40	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	44%	False	False	68,241
60	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	44%	False	False	55,794
80	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	33%	False	False	41,904
100	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	33%	False	False	33,547
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	33%	False	False	27,967

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	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8031
2.618	0.7966
1.618	0.7926
1.000	0.7901
0.618	0.7886
HIGH	0.7861
0.618	0.7846
0.500	0.7841
0.382	0.7836
LOW	0.7821
0.618	0.7796
1.000	0.7781
1.618	0.7756
2.618	0.7716
4.250	0.7651

Fisher Pivots for day following 14-Feb-2022
Pivot	1 day	3 day
R1	0.7848	0.7867
PP	0.7845	0.7862
S1	0.7841	0.7857

Download as Excel Spreadsheet

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

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