CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 08-Mar-2022

Day Change Summary
	Previous	Current
	07-Mar-2022	08-Mar-2022	Change	Change %	Previous Week
Open	0.7852	0.7802	-0.0050	-0.6%	0.7841
High	0.7883	0.7815	-0.0068	-0.9%	0.7945
Low	0.7800	0.7751	-0.0050	-0.6%	0.7807
Close	0.7809	0.7757	-0.0052	-0.7%	0.7848
Range	0.0083	0.0064	-0.0019	-22.4%	0.0138
ATR	0.0062	0.0062	0.0000	0.2%	0.0000
Volume	89,338	102,161	12,823	14.4%	451,172

Daily Pivots for day following 08-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7966	0.7926	0.7792
R3	0.7902	0.7862	0.7775
R2	0.7838	0.7838	0.7769
R1	0.7798	0.7798	0.7763	0.7786
PP	0.7774	0.7774	0.7774	0.7768
S1	0.7734	0.7734	0.7751	0.7722
S2	0.7710	0.7710	0.7745
S3	0.7646	0.7670	0.7739
S4	0.7582	0.7606	0.7722

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	0.7751	0.0194	2.5%	0.0072	0.9%	3%	False	True	89,474
10	0.7945	0.7751	0.0194	2.5%	0.0074	1.0%	3%	False	True	96,433
20	0.7945	0.7751	0.0194	2.5%	0.0059	0.8%	3%	False	True	85,879
40	0.8032	0.7751	0.0282	3.6%	0.0058	0.7%	2%	False	True	81,508
60	0.8032	0.7713	0.0319	4.1%	0.0056	0.7%	14%	False	False	74,477
80	0.8032	0.7713	0.0319	4.1%	0.0055	0.7%	14%	False	False	58,684
100	0.8137	0.7713	0.0424	5.5%	0.0052	0.7%	10%	False	False	46,980
120	0.8137	0.7713	0.0424	5.5%	0.0053	0.7%	10%	False	False	39,170

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8087
2.618	0.7982
1.618	0.7918
1.000	0.7879
0.618	0.7854
HIGH	0.7815
0.618	0.7790
0.500	0.7783
0.382	0.7775
LOW	0.7751
0.618	0.7711
1.000	0.7687
1.618	0.7647
2.618	0.7583
4.250	0.7479

Fisher Pivots for day following 08-Mar-2022
Pivot	1 day	3 day
R1	0.7783	0.7822
PP	0.7774	0.7800
S1	0.7766	0.7779

Download as Excel Spreadsheet

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

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