CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 04-Mar-2022

Day Change Summary
	Previous	Current
	03-Mar-2022	04-Mar-2022	Change	Change %	Previous Week
Open	0.7915	0.7888	-0.0028	-0.3%	0.7841
High	0.7945	0.7893	-0.0052	-0.7%	0.7945
Low	0.7879	0.7817	-0.0062	-0.8%	0.7807
Close	0.7885	0.7848	-0.0037	-0.5%	0.7848
Range	0.0066	0.0076	0.0010	14.4%	0.0138
ATR	0.0060	0.0061	0.0001	1.9%	0.0000
Volume	75,705	86,322	10,617	14.0%	451,172

Daily Pivots for day following 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8079	0.8039	0.7890
R3	0.8004	0.7964	0.7869
R2	0.7928	0.7928	0.7862
R1	0.7888	0.7888	0.7855	0.7870
PP	0.7853	0.7853	0.7853	0.7844
S1	0.7813	0.7813	0.7841	0.7795
S2	0.7777	0.7777	0.7834
S3	0.7702	0.7737	0.7827
S4	0.7626	0.7662	0.7806

Weekly Pivots for week ending 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8280	0.8202	0.7924
R3	0.8142	0.8064	0.7886
R2	0.8004	0.8004	0.7873
R1	0.7926	0.7926	0.7861	0.7965
PP	0.7866	0.7866	0.7866	0.7886
S1	0.7788	0.7788	0.7835	0.7827
S2	0.7728	0.7728	0.7823
S3	0.7590	0.7650	0.7810
S4	0.7452	0.7512	0.7772

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7945	0.7807	0.0138	1.8%	0.0074	0.9%	30%	False	False	90,234
10	0.7945	0.7765	0.0180	2.3%	0.0069	0.9%	46%	False	False	94,492
20	0.7945	0.7765	0.0180	2.3%	0.0058	0.7%	46%	False	False	82,948
40	0.8032	0.7765	0.0268	3.4%	0.0057	0.7%	31%	False	False	80,128
60	0.8032	0.7713	0.0319	4.1%	0.0055	0.7%	42%	False	False	73,964
80	0.8070	0.7713	0.0357	4.5%	0.0055	0.7%	38%	False	False	56,298
100	0.8137	0.7713	0.0424	5.4%	0.0051	0.7%	32%	False	False	45,068
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	32%	False	False	37,574

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0013
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8213
2.618	0.8090
1.618	0.8015
1.000	0.7968
0.618	0.7939
HIGH	0.7893
0.618	0.7864
0.500	0.7855
0.382	0.7846
LOW	0.7817
0.618	0.7770
1.000	0.7742
1.618	0.7695
2.618	0.7619
4.250	0.7496

Fisher Pivots for day following 04-Mar-2022
Pivot	1 day	3 day
R1	0.7855	0.7881
PP	0.7853	0.7870
S1	0.7850	0.7859

Download as Excel Spreadsheet

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

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