CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 25-Feb-2022

Day Change Summary
	Previous	Current
	24-Feb-2022	25-Feb-2022	Change	Change %	Previous Week
Open	0.7855	0.7804	-0.0051	-0.6%	0.7840
High	0.7856	0.7877	0.0021	0.3%	0.7885
Low	0.7765	0.7799	0.0035	0.4%	0.7765
Close	0.7803	0.7866	0.0063	0.8%	0.7866
Range	0.0091	0.0078	-0.0014	-14.8%	0.0121
ATR	0.0053	0.0055	0.0002	3.2%	0.0000
Volume	144,325	103,336	-40,989	-28.4%	428,200

Daily Pivots for day following 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8050	0.7908
R3	0.8002	0.7973	0.7887
R2	0.7925	0.7925	0.7880
R1	0.7895	0.7895	0.7873	0.7910
PP	0.7847	0.7847	0.7847	0.7854
S1	0.7818	0.7818	0.7858	0.7832
S2	0.7770	0.7770	0.7851
S3	0.7692	0.7740	0.7844
S4	0.7615	0.7663	0.7823

Weekly Pivots for week ending 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8200	0.8153	0.7932
R3	0.8079	0.8033	0.7899
R2	0.7959	0.7959	0.7888
R1	0.7912	0.7912	0.7877	0.7936
PP	0.7838	0.7838	0.7838	0.7850
S1	0.7792	0.7792	0.7854	0.7815
S2	0.7718	0.7718	0.7843
S3	0.7597	0.7671	0.7832
S4	0.7477	0.7551	0.7799

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%	0.0064	0.8%	80%	False	False	98,750
10	0.7896	0.7765	0.0132	1.7%	0.0053	0.7%	77%	False	False	88,978
20	0.7913	0.7765	0.0149	1.9%	0.0051	0.7%	68%	False	False	77,124
40	0.8032	0.7765	0.0268	3.4%	0.0056	0.7%	38%	False	False	75,970
60	0.8032	0.7713	0.0319	4.1%	0.0054	0.7%	48%	False	False	67,337
80	0.8082	0.7713	0.0369	4.7%	0.0052	0.7%	41%	False	False	50,671
100	0.8137	0.7713	0.0424	5.4%	0.0049	0.6%	36%	False	False	40,562
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	36%	False	False	33,818

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8206
2.618	0.8079
1.618	0.8002
1.000	0.7954
0.618	0.7924
HIGH	0.7877
0.618	0.7847
0.500	0.7838
0.382	0.7829
LOW	0.7799
0.618	0.7751
1.000	0.7722
1.618	0.7674
2.618	0.7596
4.250	0.7470

Fisher Pivots for day following 25-Feb-2022
Pivot	1 day	3 day
R1	0.7856	0.7852
PP	0.7847	0.7838
S1	0.7838	0.7825

Download as Excel Spreadsheet

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

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