CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 09-Mar-2022

Day Change Summary
	Previous	Current
	08-Mar-2022	09-Mar-2022	Change	Change %	Previous Week
Open	0.7802	0.7760	-0.0043	-0.5%	0.7841
High	0.7815	0.7811	-0.0004	-0.1%	0.7945
Low	0.7751	0.7755	0.0004	0.1%	0.7807
Close	0.7757	0.7795	0.0038	0.5%	0.7848
Range	0.0064	0.0056	-0.0008	-12.5%	0.0138
ATR	0.0062	0.0062	0.0000	-0.7%	0.0000
Volume	102,161	110,680	8,519	8.3%	451,172

Daily Pivots for day following 09-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7955	0.7931	0.7825
R3	0.7899	0.7875	0.7810
R2	0.7843	0.7843	0.7805
R1	0.7819	0.7819	0.7800	0.7831
PP	0.7787	0.7787	0.7787	0.7793
S1	0.7763	0.7763	0.7789	0.7775
S2	0.7731	0.7731	0.7784
S3	0.7675	0.7707	0.7779
S4	0.7619	0.7651	0.7764

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%	0.0069	0.9%	23%	False	False	92,841
10	0.7945	0.7751	0.0194	2.5%	0.0074	0.9%	23%	False	False	100,101
20	0.7945	0.7751	0.0194	2.5%	0.0060	0.8%	23%	False	False	89,096
40	0.8032	0.7751	0.0282	3.6%	0.0058	0.7%	16%	False	False	82,820
60	0.8032	0.7713	0.0319	4.1%	0.0056	0.7%	26%	False	False	74,954
80	0.8032	0.7713	0.0319	4.1%	0.0055	0.7%	26%	False	False	60,060
100	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	19%	False	False	48,086
120	0.8137	0.7713	0.0424	5.4%	0.0053	0.7%	19%	False	False	40,092

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8049
2.618	0.7957
1.618	0.7901
1.000	0.7867
0.618	0.7845
HIGH	0.7811
0.618	0.7789
0.500	0.7783
0.382	0.7776
LOW	0.7755
0.618	0.7720
1.000	0.7699
1.618	0.7664
2.618	0.7608
4.250	0.7517

Fisher Pivots for day following 09-Mar-2022
Pivot	1 day	3 day
R1	0.7791	0.7817
PP	0.7787	0.7809
S1	0.7783	0.7802

Download as Excel Spreadsheet

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

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