CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 10-Mar-2022

Day Change Summary
	Previous	Current
	09-Mar-2022	10-Mar-2022	Change	Change %	Previous Week
Open	0.7760	0.7806	0.0047	0.6%	0.7841
High	0.7811	0.7843	0.0032	0.4%	0.7945
Low	0.7755	0.7787	0.0033	0.4%	0.7807
Close	0.7795	0.7839	0.0044	0.6%	0.7848
Range	0.0056	0.0056	-0.0001	-0.9%	0.0138
ATR	0.0062	0.0062	0.0000	-0.8%	0.0000
Volume	110,680	109,601	-1,079	-1.0%	451,172

Daily Pivots for day following 10-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7989	0.7969	0.7869
R3	0.7934	0.7914	0.7854
R2	0.7878	0.7878	0.7849
R1	0.7858	0.7858	0.7844	0.7868
PP	0.7823	0.7823	0.7823	0.7828
S1	0.7803	0.7803	0.7833	0.7813
S2	0.7767	0.7767	0.7828
S3	0.7712	0.7747	0.7823
S4	0.7656	0.7692	0.7808

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	0.7893	0.7751	0.0142	1.8%	0.0067	0.9%	62%	False	False	99,620
10	0.7945	0.7751	0.0194	2.5%	0.0070	0.9%	45%	False	False	96,628
20	0.7945	0.7751	0.0194	2.5%	0.0061	0.8%	45%	False	False	92,270
40	0.8032	0.7751	0.0282	3.6%	0.0057	0.7%	31%	False	False	83,812
60	0.8032	0.7713	0.0319	4.1%	0.0056	0.7%	39%	False	False	75,619
80	0.8032	0.7713	0.0319	4.1%	0.0055	0.7%	39%	False	False	61,428
100	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	30%	False	False	49,180
120	0.8137	0.7713	0.0424	5.4%	0.0053	0.7%	30%	False	False	41,004

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0016
Narrowest range in 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8078
2.618	0.7988
1.618	0.7932
1.000	0.7898
0.618	0.7877
HIGH	0.7843
0.618	0.7821
0.500	0.7815
0.382	0.7808
LOW	0.7787
0.618	0.7753
1.000	0.7732
1.618	0.7697
2.618	0.7642
4.250	0.7551

Fisher Pivots for day following 10-Mar-2022
Pivot	1 day	3 day
R1	0.7831	0.7825
PP	0.7823	0.7811
S1	0.7815	0.7797

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

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