CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 02-Mar-2022

Day Change Summary
	Previous	Current
	01-Mar-2022	02-Mar-2022	Change	Change %	Previous Week
Open	0.7889	0.7850	-0.0040	-0.5%	0.7840
High	0.7903	0.7919	0.0016	0.2%	0.7885
Low	0.7842	0.7846	0.0004	0.1%	0.7765
Close	0.7848	0.7904	0.0056	0.7%	0.7866
Range	0.0061	0.0073	0.0012	18.9%	0.0121
ATR	0.0058	0.0059	0.0001	1.8%	0.0000
Volume	88,219	93,847	5,628	6.4%	428,200

Daily Pivots for day following 02-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8107	0.8078	0.7943
R3	0.8034	0.8005	0.7923
R2	0.7962	0.7962	0.7917
R1	0.7933	0.7933	0.7910	0.7947
PP	0.7889	0.7889	0.7889	0.7897
S1	0.7860	0.7860	0.7897	0.7875
S2	0.7817	0.7817	0.7890
S3	0.7744	0.7788	0.7884
S4	0.7672	0.7715	0.7864

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	0.7919	0.7765	0.0154	1.9%	0.0079	1.0%	90%	True	False	107,361
10	0.7919	0.7765	0.0154	1.9%	0.0062	0.8%	90%	True	False	91,719
20	0.7919	0.7765	0.0154	1.9%	0.0055	0.7%	90%	True	False	80,120
40	0.8032	0.7765	0.0268	3.4%	0.0056	0.7%	52%	False	False	78,922
60	0.8032	0.7713	0.0319	4.0%	0.0055	0.7%	60%	False	False	71,973
80	0.8070	0.7713	0.0357	4.5%	0.0053	0.7%	53%	False	False	54,277
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	45%	False	False	43,450
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	45%	False	False	36,225

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8227
2.618	0.8108
1.618	0.8036
1.000	0.7991
0.618	0.7963
HIGH	0.7919
0.618	0.7891
0.500	0.7882
0.382	0.7874
LOW	0.7846
0.618	0.7801
1.000	0.7774
1.618	0.7729
2.618	0.7656
4.250	0.7538

Fisher Pivots for day following 02-Mar-2022
Pivot	1 day	3 day
R1	0.7896	0.7890
PP	0.7889	0.7876
S1	0.7882	0.7863

Download as Excel Spreadsheet

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

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