CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 03-Mar-2022

Day Change Summary
	Previous	Current
	02-Mar-2022	03-Mar-2022	Change	Change %	Previous Week
Open	0.7850	0.7915	0.0066	0.8%	0.7840
High	0.7919	0.7945	0.0026	0.3%	0.7885
Low	0.7846	0.7879	0.0033	0.4%	0.7765
Close	0.7904	0.7885	-0.0019	-0.2%	0.7866
Range	0.0073	0.0066	-0.0007	-9.0%	0.0121
ATR	0.0059	0.0060	0.0000	0.8%	0.0000
Volume	93,847	75,705	-18,142	-19.3%	428,200

Daily Pivots for day following 03-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8101	0.8059	0.7921
R3	0.8035	0.7993	0.7903
R2	0.7969	0.7969	0.7897
R1	0.7927	0.7927	0.7891	0.7915
PP	0.7903	0.7903	0.7903	0.7897
S1	0.7861	0.7861	0.7879	0.7849
S2	0.7837	0.7837	0.7873
S3	0.7771	0.7795	0.7867
S4	0.7705	0.7729	0.7849

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	0.7945	0.7799	0.0146	1.8%	0.0074	0.9%	59%	True	False	93,637
10	0.7945	0.7765	0.0180	2.3%	0.0065	0.8%	67%	True	False	92,713
20	0.7945	0.7765	0.0180	2.3%	0.0056	0.7%	67%	True	False	81,532
40	0.8032	0.7765	0.0268	3.4%	0.0056	0.7%	45%	False	False	79,237
60	0.8032	0.7713	0.0319	4.0%	0.0055	0.7%	54%	False	False	72,998
80	0.8070	0.7713	0.0357	4.5%	0.0054	0.7%	48%	False	False	55,221
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.6%	41%	False	False	44,206
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	41%	False	False	36,855

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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8225
2.618	0.8117
1.618	0.8051
1.000	0.8011
0.618	0.7985
HIGH	0.7945
0.618	0.7919
0.500	0.7912
0.382	0.7904
LOW	0.7879
0.618	0.7838
1.000	0.7813
1.618	0.7772
2.618	0.7706
4.250	0.7598

Fisher Pivots for day following 03-Mar-2022
Pivot	1 day	3 day
R1	0.7912	0.7893
PP	0.7903	0.7891
S1	0.7894	0.7888

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

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