CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 22-Feb-2022

Day Change Summary
	Previous	Current
	18-Feb-2022	22-Feb-2022	Change	Change %	Previous Week
Open	0.7868	0.7840	-0.0028	-0.3%	0.7853
High	0.7890	0.7862	-0.0029	-0.4%	0.7896
Low	0.7834	0.7822	-0.0013	-0.2%	0.7821
Close	0.7847	0.7840	-0.0007	-0.1%	0.7847
Range	0.0056	0.0040	-0.0016	-28.6%	0.0075
ATR	0.0051	0.0050	-0.0001	-1.5%	0.0000
Volume	65,550	106,540	40,990	62.5%	357,648

Daily Pivots for day following 22-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7961	0.7941	0.7862
R3	0.7921	0.7901	0.7851
R2	0.7881	0.7881	0.7847
R1	0.7861	0.7861	0.7844	0.7860
PP	0.7841	0.7841	0.7841	0.7841
S1	0.7821	0.7821	0.7836	0.7820
S2	0.7801	0.7801	0.7833
S3	0.7761	0.7781	0.7829
S4	0.7721	0.7741	0.7818

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	0.7822	0.0075	1.0%	0.0044	0.6%	25%	False	True	76,154
10	0.7913	0.7821	0.0092	1.2%	0.0043	0.6%	21%	False	False	75,325
20	0.7966	0.7813	0.0153	1.9%	0.0050	0.6%	18%	False	False	75,770
40	0.8032	0.7783	0.0250	3.2%	0.0053	0.7%	23%	False	False	70,355
60	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	40%	False	False	62,096
80	0.8109	0.7713	0.0396	5.1%	0.0051	0.6%	32%	False	False	46,655
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	30%	False	False	37,351
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	30%	False	False	31,138

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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8032
2.618	0.7966
1.618	0.7926
1.000	0.7902
0.618	0.7886
HIGH	0.7862
0.618	0.7846
0.500	0.7842
0.382	0.7837
LOW	0.7822
0.618	0.7797
1.000	0.7782
1.618	0.7757
2.618	0.7717
4.250	0.7652

Fisher Pivots for day following 22-Feb-2022
Pivot	1 day	3 day
R1	0.7842	0.7856
PP	0.7841	0.7851
S1	0.7841	0.7845

Download as Excel Spreadsheet

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

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