CME Canadian Dollar Future March 2022

Trading Metrics calculated at close of trading on 14-Mar-2022

Day Change Summary
	Previous	Current
	11-Mar-2022	14-Mar-2022	Change	Change %	Previous Week
Open	0.7830	0.7848	0.0019	0.2%	0.7852
High	0.7878	0.7853	-0.0025	-0.3%	0.7883
Low	0.7816	0.7796	-0.0021	-0.3%	0.7751
Close	0.7859	0.7797	-0.0063	-0.8%	0.7859
Range	0.0062	0.0057	-0.0005	-7.3%	0.0132
ATR	0.0062	0.0062	0.0000	0.2%	0.0000
Volume	30,168	5,183	-24,985	-82.8%	441,948

Daily Pivots for day following 14-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7986	0.7948	0.7828
R3	0.7929	0.7891	0.7812
R2	0.7872	0.7872	0.7807
R1	0.7834	0.7834	0.7802	0.7825
PP	0.7815	0.7815	0.7815	0.7810
S1	0.7777	0.7777	0.7791	0.7768
S2	0.7758	0.7758	0.7786
S3	0.7701	0.7720	0.7781
S4	0.7644	0.7663	0.7765

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	0.7878	0.7751	0.0127	1.6%	0.0059	0.8%	36%	False	False	71,558
10	0.7945	0.7751	0.0194	2.5%	0.0065	0.8%	24%	False	False	79,122
20	0.7945	0.7751	0.0194	2.5%	0.0061	0.8%	24%	False	False	84,207
40	0.8032	0.7751	0.0282	3.6%	0.0058	0.7%	16%	False	False	81,020
60	0.8032	0.7713	0.0319	4.1%	0.0056	0.7%	26%	False	False	73,589
80	0.8032	0.7713	0.0319	4.1%	0.0056	0.7%	26%	False	False	61,858
100	0.8137	0.7713	0.0424	5.4%	0.0053	0.7%	20%	False	False	49,531
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	20%	False	False	41,296

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8095
2.618	0.8002
1.618	0.7945
1.000	0.7910
0.618	0.7888
HIGH	0.7853
0.618	0.7831
0.500	0.7824
0.382	0.7817
LOW	0.7796
0.618	0.7760
1.000	0.7739
1.618	0.7703
2.618	0.7646
4.250	0.7553

Fisher Pivots for day following 14-Mar-2022
Pivot	1 day	3 day
R1	0.7824	0.7832
PP	0.7815	0.7820
S1	0.7806	0.7808

Download as Excel Spreadsheet

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

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