CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 17-Feb-2022

Day Change Summary
	Previous	Current
	16-Feb-2022	17-Feb-2022	Change	Change %	Previous Week
Open	0.7861	0.7880	0.0019	0.2%	0.7842
High	0.7896	0.7889	-0.0008	-0.1%	0.7913
Low	0.7857	0.7852	-0.0005	-0.1%	0.7838
Close	0.7888	0.7875	-0.0013	-0.2%	0.7848
Range	0.0039	0.0037	-0.0003	-6.4%	0.0075
ATR	0.0052	0.0051	-0.0001	-2.1%	0.0000
Volume	65,773	68,531	2,758	4.2%	345,788

Daily Pivots for day following 17-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7981	0.7964	0.7895
R3	0.7945	0.7928	0.7885
R2	0.7908	0.7908	0.7881
R1	0.7891	0.7891	0.7878	0.7882
PP	0.7872	0.7872	0.7872	0.7867
S1	0.7855	0.7855	0.7871	0.7845
S2	0.7835	0.7835	0.7868
S3	0.7799	0.7818	0.7864
S4	0.7762	0.7782	0.7854

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	0.7896	0.7821	0.0075	1.0%	0.0043	0.5%	71%	False	False	79,207
10	0.7913	0.7819	0.0094	1.2%	0.0048	0.6%	59%	False	False	71,404
20	0.7999	0.7813	0.0186	2.4%	0.0052	0.7%	33%	False	False	76,545
40	0.8032	0.7737	0.0296	3.8%	0.0053	0.7%	47%	False	False	68,611
60	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	51%	False	False	59,249
80	0.8127	0.7713	0.0414	5.3%	0.0051	0.6%	39%	False	False	44,508
100	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	38%	False	False	35,631
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	38%	False	False	29,706

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8044
2.618	0.7984
1.618	0.7948
1.000	0.7925
0.618	0.7911
HIGH	0.7889
0.618	0.7875
0.500	0.7870
0.382	0.7866
LOW	0.7852
0.618	0.7829
1.000	0.7816
1.618	0.7793
2.618	0.7756
4.250	0.7697

Fisher Pivots for day following 17-Feb-2022
Pivot	1 day	3 day
R1	0.7873	0.7870
PP	0.7872	0.7866
S1	0.7870	0.7861

Download as Excel Spreadsheet

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

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