CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 11-Mar-2022

Day Change Summary
	Previous	Current
	10-Mar-2022	11-Mar-2022	Change	Change %	Previous Week
Open	0.7806	0.7830	0.0024	0.3%	0.7852
High	0.7843	0.7878	0.0035	0.4%	0.7883
Low	0.7787	0.7816	0.0029	0.4%	0.7751
Close	0.7839	0.7859	0.0021	0.3%	0.7859
Range	0.0056	0.0062	0.0006	10.8%	0.0132
ATR	0.0062	0.0062	0.0000	0.0%	0.0000
Volume	109,601	30,168	-79,433	-72.5%	441,948

Daily Pivots for day following 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8035	0.8009	0.7893
R3	0.7974	0.7947	0.7876
R2	0.7912	0.7912	0.7870
R1	0.7886	0.7886	0.7865	0.7899
PP	0.7851	0.7851	0.7851	0.7858
S1	0.7824	0.7824	0.7853	0.7838
S2	0.7789	0.7789	0.7848
S3	0.7728	0.7763	0.7842
S4	0.7666	0.7701	0.7825

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8175	0.7932
R3	0.8095	0.8043	0.7895
R2	0.7963	0.7963	0.7883
R1	0.7911	0.7911	0.7871	0.7937
PP	0.7831	0.7831	0.7831	0.7844
S1	0.7779	0.7779	0.7847	0.7805
S2	0.7699	0.7699	0.7835
S3	0.7567	0.7647	0.7823
S4	0.7435	0.7515	0.7786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7883	0.7751	0.0132	1.7%	0.0064	0.8%	82%	False	False	88,389
10	0.7945	0.7751	0.0194	2.5%	0.0069	0.9%	56%	False	False	89,312
20	0.7945	0.7751	0.0194	2.5%	0.0061	0.8%	56%	False	False	89,145
40	0.8032	0.7751	0.0282	3.6%	0.0057	0.7%	39%	False	False	82,537
60	0.8032	0.7713	0.0319	4.1%	0.0057	0.7%	46%	False	False	74,936
80	0.8032	0.7713	0.0319	4.1%	0.0055	0.7%	46%	False	False	61,799
100	0.8137	0.7713	0.0424	5.4%	0.0053	0.7%	34%	False	False	49,480
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	34%	False	False	41,254

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0017
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8139
2.618	0.8039
1.618	0.7977
1.000	0.7939
0.618	0.7916
HIGH	0.7878
0.618	0.7854
0.500	0.7847
0.382	0.7839
LOW	0.7816
0.618	0.7778
1.000	0.7755
1.618	0.7716
2.618	0.7655
4.250	0.7555

Fisher Pivots for day following 11-Mar-2022
Pivot	1 day	3 day
R1	0.7855	0.7845
PP	0.7851	0.7830
S1	0.7847	0.7816

Download as Excel Spreadsheet

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

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