CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 24-Feb-2022

Day Change Summary
	Previous	Current
	23-Feb-2022	24-Feb-2022	Change	Change %	Previous Week
Open	0.7830	0.7855	0.0025	0.3%	0.7853
High	0.7885	0.7856	-0.0030	-0.4%	0.7896
Low	0.7830	0.7765	-0.0065	-0.8%	0.7821
Close	0.7851	0.7803	-0.0049	-0.6%	0.7847
Range	0.0056	0.0091	0.0036	64.0%	0.0075
ATR	0.0051	0.0053	0.0003	5.7%	0.0000
Volume	73,999	144,325	70,326	95.0%	357,648

Daily Pivots for day following 24-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8081	0.8033	0.7853
R3	0.7990	0.7942	0.7828
R2	0.7899	0.7899	0.7819
R1	0.7851	0.7851	0.7811	0.7829
PP	0.7808	0.7808	0.7808	0.7797
S1	0.7760	0.7760	0.7794	0.7738
S2	0.7717	0.7717	0.7786
S3	0.7626	0.7669	0.7777
S4	0.7535	0.7578	0.7752

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	0.7890	0.7765	0.0126	1.6%	0.0056	0.7%	30%	False	True	91,789
10	0.7913	0.7765	0.0149	1.9%	0.0051	0.7%	26%	False	True	87,912
20	0.7913	0.7765	0.0149	1.9%	0.0050	0.6%	26%	False	True	76,603
40	0.8032	0.7765	0.0268	3.4%	0.0055	0.7%	14%	False	True	74,445
60	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	28%	False	False	65,658
80	0.8092	0.7713	0.0379	4.9%	0.0051	0.7%	24%	False	False	49,381
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	21%	False	False	39,531
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	21%	False	False	32,957

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 22 trading days

Fibonacci Retracements and Extensions
4.250	0.8242
2.618	0.8094
1.618	0.8003
1.000	0.7947
0.618	0.7912
HIGH	0.7856
0.618	0.7821
0.500	0.7810
0.382	0.7799
LOW	0.7765
0.618	0.7708
1.000	0.7674
1.618	0.7617
2.618	0.7526
4.250	0.7378

Fisher Pivots for day following 24-Feb-2022
Pivot	1 day	3 day
R1	0.7810	0.7825
PP	0.7808	0.7817
S1	0.7805	0.7810

Download as Excel Spreadsheet

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

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