CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 18-Feb-2022

Day Change Summary
	Previous	Current
	17-Feb-2022	18-Feb-2022	Change	Change %	Previous Week
Open	0.7880	0.7868	-0.0012	-0.2%	0.7853
High	0.7889	0.7890	0.0002	0.0%	0.7896
Low	0.7852	0.7834	-0.0018	-0.2%	0.7821
Close	0.7875	0.7847	-0.0028	-0.4%	0.7847
Range	0.0037	0.0056	0.0020	53.4%	0.0075
ATR	0.0051	0.0051	0.0000	0.8%	0.0000
Volume	68,531	65,550	-2,981	-4.3%	357,648

Daily Pivots for day following 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8025	0.7992	0.7877
R3	0.7969	0.7936	0.7862
R2	0.7913	0.7913	0.7857
R1	0.7880	0.7880	0.7852	0.7868
PP	0.7857	0.7857	0.7857	0.7851
S1	0.7824	0.7824	0.7841	0.7812
S2	0.7801	0.7801	0.7836
S3	0.7745	0.7768	0.7831
S4	0.7689	0.7712	0.7816

Weekly Pivots for week ending 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8038	0.7888
R3	0.8005	0.7963	0.7867
R2	0.7930	0.7930	0.7860
R1	0.7888	0.7888	0.7853	0.7871
PP	0.7855	0.7855	0.7855	0.7846
S1	0.7813	0.7813	0.7840	0.7796
S2	0.7780	0.7780	0.7833
S3	0.7705	0.7738	0.7826
S4	0.7630	0.7663	0.7805

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%	0.0044	0.6%	34%	False	False	71,529
10	0.7913	0.7821	0.0092	1.2%	0.0046	0.6%	28%	False	False	70,343
20	0.7966	0.7813	0.0153	1.9%	0.0052	0.7%	22%	False	False	75,518
40	0.8032	0.7780	0.0252	3.2%	0.0053	0.7%	26%	False	False	68,787
60	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	42%	False	False	60,330
80	0.8127	0.7713	0.0414	5.3%	0.0051	0.7%	32%	False	False	45,326
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	31%	False	False	36,286
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	31%	False	False	30,251

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8128
2.618	0.8037
1.618	0.7981
1.000	0.7946
0.618	0.7925
HIGH	0.7890
0.618	0.7869
0.500	0.7862
0.382	0.7855
LOW	0.7834
0.618	0.7799
1.000	0.7778
1.618	0.7743
2.618	0.7687
4.250	0.7596

Fisher Pivots for day following 18-Feb-2022
Pivot	1 day	3 day
R1	0.7862	0.7865
PP	0.7857	0.7859
S1	0.7852	0.7853

Download as Excel Spreadsheet

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

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