CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 23-Feb-2022

Day Change Summary
	Previous	Current
	22-Feb-2022	23-Feb-2022	Change	Change %	Previous Week
Open	0.7840	0.7830	-0.0011	-0.1%	0.7853
High	0.7862	0.7885	0.0024	0.3%	0.7896
Low	0.7822	0.7830	0.0008	0.1%	0.7821
Close	0.7840	0.7851	0.0011	0.1%	0.7847
Range	0.0040	0.0056	0.0016	38.8%	0.0075
ATR	0.0050	0.0051	0.0000	0.8%	0.0000
Volume	106,540	73,999	-32,541	-30.5%	357,648

Daily Pivots for day following 23-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8022	0.7992	0.7882
R3	0.7966	0.7936	0.7866
R2	0.7911	0.7911	0.7861
R1	0.7881	0.7881	0.7856	0.7896
PP	0.7855	0.7855	0.7855	0.7863
S1	0.7825	0.7825	0.7846	0.7840
S2	0.7800	0.7800	0.7841
S3	0.7744	0.7770	0.7836
S4	0.7689	0.7714	0.7820

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	0.9%	0.0045	0.6%	40%	False	False	76,078
10	0.7913	0.7821	0.0092	1.2%	0.0045	0.6%	33%	False	False	78,090
20	0.7966	0.7813	0.0153	1.9%	0.0050	0.6%	25%	False	False	75,411
40	0.8032	0.7791	0.0242	3.1%	0.0053	0.7%	25%	False	False	71,497
60	0.8032	0.7713	0.0319	4.1%	0.0053	0.7%	43%	False	False	63,301
80	0.8109	0.7713	0.0396	5.0%	0.0051	0.6%	35%	False	False	47,578
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	33%	False	False	38,089
120	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	33%	False	False	31,755

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8121
2.618	0.8030
1.618	0.7975
1.000	0.7941
0.618	0.7919
HIGH	0.7885
0.618	0.7864
0.500	0.7857
0.382	0.7851
LOW	0.7830
0.618	0.7795
1.000	0.7774
1.618	0.7740
2.618	0.7684
4.250	0.7594

Fisher Pivots for day following 23-Feb-2022
Pivot	1 day	3 day
R1	0.7857	0.7856
PP	0.7855	0.7854
S1	0.7853	0.7853

Download as Excel Spreadsheet

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

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