CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 15-Feb-2022

Day Change Summary
	Previous	Current
	14-Feb-2022	15-Feb-2022	Change	Change %	Previous Week
Open	0.7853	0.7857	0.0005	0.1%	0.7842
High	0.7861	0.7873	0.0012	0.2%	0.7913
Low	0.7821	0.7827	0.0006	0.1%	0.7838
Close	0.7852	0.7853	0.0001	0.0%	0.7848
Range	0.0040	0.0047	0.0007	16.3%	0.0075
ATR	0.0053	0.0052	0.0000	-0.9%	0.0000
Volume	83,417	74,377	-9,040	-10.8%	345,788

Daily Pivots for day following 15-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7990	0.7968	0.7879
R3	0.7944	0.7922	0.7866
R2	0.7897	0.7897	0.7862
R1	0.7875	0.7875	0.7857	0.7863
PP	0.7851	0.7851	0.7851	0.7845
S1	0.7829	0.7829	0.7849	0.7817
S2	0.7804	0.7804	0.7844
S3	0.7758	0.7782	0.7840
S4	0.7711	0.7736	0.7827

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%	0.0046	0.6%	35%	False	False	80,103
10	0.7913	0.7819	0.0094	1.2%	0.0047	0.6%	36%	False	False	68,521
20	0.8032	0.7813	0.0219	2.8%	0.0053	0.7%	18%	False	False	76,502
40	0.8032	0.7713	0.0319	4.1%	0.0053	0.7%	44%	False	False	68,438
60	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	44%	False	False	57,024
80	0.8127	0.7713	0.0414	5.3%	0.0051	0.6%	34%	False	False	42,832
100	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	33%	False	False	34,290
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	33%	False	False	28,587

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8071
2.618	0.7995
1.618	0.7948
1.000	0.7920
0.618	0.7902
HIGH	0.7873
0.618	0.7855
0.500	0.7850
0.382	0.7844
LOW	0.7827
0.618	0.7798
1.000	0.7780
1.618	0.7751
2.618	0.7705
4.250	0.7629

Fisher Pivots for day following 15-Feb-2022
Pivot	1 day	3 day
R1	0.7852	0.7857
PP	0.7851	0.7856
S1	0.7850	0.7854

Download as Excel Spreadsheet

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

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