CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 28-Feb-2022

Day Change Summary
	Previous	Current
	25-Feb-2022	28-Feb-2022	Change	Change %	Previous Week
Open	0.7804	0.7841	0.0037	0.5%	0.7840
High	0.7877	0.7901	0.0024	0.3%	0.7885
Low	0.7799	0.7807	0.0008	0.1%	0.7765
Close	0.7866	0.7883	0.0017	0.2%	0.7866
Range	0.0078	0.0094	0.0017	21.3%	0.0121
ATR	0.0055	0.0058	0.0003	5.0%	0.0000
Volume	103,336	107,079	3,743	3.6%	428,200

Daily Pivots for day following 28-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8145	0.8108	0.7934
R3	0.8051	0.8014	0.7908
R2	0.7957	0.7957	0.7900
R1	0.7920	0.7920	0.7891	0.7939
PP	0.7863	0.7863	0.7863	0.7873
S1	0.7826	0.7826	0.7874	0.7845
S2	0.7769	0.7769	0.7865
S3	0.7675	0.7732	0.7857
S4	0.7581	0.7638	0.7831

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	0.7901	0.7765	0.0136	1.7%	0.0072	0.9%	87%	True	False	107,055
10	0.7901	0.7765	0.0136	1.7%	0.0058	0.7%	87%	True	False	89,292
20	0.7913	0.7765	0.0149	1.9%	0.0053	0.7%	79%	False	False	78,216
40	0.8032	0.7765	0.0268	3.4%	0.0057	0.7%	44%	False	False	77,448
60	0.8032	0.7713	0.0319	4.0%	0.0054	0.7%	53%	False	False	69,085
80	0.8077	0.7713	0.0364	4.6%	0.0053	0.7%	47%	False	False	52,007
100	0.8137	0.7713	0.0424	5.4%	0.0050	0.6%	40%	False	False	41,632
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	40%	False	False	34,710

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 63 trading days

Fibonacci Retracements and Extensions
4.250	0.8300
2.618	0.8147
1.618	0.8053
1.000	0.7995
0.618	0.7959
HIGH	0.7901
0.618	0.7865
0.500	0.7854
0.382	0.7842
LOW	0.7807
0.618	0.7748
1.000	0.7713
1.618	0.7654
2.618	0.7560
4.250	0.7407

Fisher Pivots for day following 28-Feb-2022
Pivot	1 day	3 day
R1	0.7873	0.7866
PP	0.7863	0.7849
S1	0.7854	0.7833

Download as Excel Spreadsheet

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

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