CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 25-Feb-2022

Day Change Summary
	Previous	Current
	24-Feb-2022	25-Feb-2022	Change	Change %	Previous Week
Open	0.7855	0.7806	-0.0049	-0.6%	0.7835
High	0.7856	0.7876	0.0020	0.2%	0.7884
Low	0.7765	0.7800	0.0035	0.5%	0.7765
Close	0.7802	0.7866	0.0064	0.8%	0.7866
Range	0.0092	0.0076	-0.0016	-16.9%	0.0119
ATR	0.0049	0.0051	0.0002	3.9%	0.0000
Volume	2,160	2,994	834	38.6%	8,586

Daily Pivots for day following 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8075	0.8046	0.7907
R3	0.7999	0.7970	0.7886
R2	0.7923	0.7923	0.7879
R1	0.7894	0.7894	0.7872	0.7909
PP	0.7847	0.7847	0.7847	0.7854
S1	0.7818	0.7818	0.7859	0.7833
S2	0.7771	0.7771	0.7852
S3	0.7695	0.7742	0.7845
S4	0.7619	0.7666	0.7824

Weekly Pivots for week ending 25-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8195	0.8149	0.7931
R3	0.8076	0.8030	0.7898
R2	0.7957	0.7957	0.7887
R1	0.7911	0.7911	0.7876	0.7934
PP	0.7838	0.7838	0.7838	0.7849
S1	0.7792	0.7792	0.7855	0.7815
S2	0.7719	0.7719	0.7844
S3	0.7600	0.7673	0.7833
S4	0.7481	0.7554	0.7800

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7888	0.7765	0.0123	1.6%	0.0061	0.8%	82%	False	False	1,892
10	0.7893	0.7765	0.0128	1.6%	0.0049	0.6%	79%	False	False	1,279
20	0.7913	0.7765	0.0148	1.9%	0.0047	0.6%	68%	False	False	836
40	0.8025	0.7765	0.0260	3.3%	0.0049	0.6%	39%	False	False	557
60	0.8025	0.7719	0.0306	3.9%	0.0046	0.6%	48%	False	False	489
80	0.8070	0.7719	0.0352	4.5%	0.0043	0.5%	42%	False	False	386
100	0.8114	0.7719	0.0395	5.0%	0.0038	0.5%	37%	False	False	318

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8199
2.618	0.8074
1.618	0.7998
1.000	0.7952
0.618	0.7922
HIGH	0.7876
0.618	0.7846
0.500	0.7838
0.382	0.7829
LOW	0.7800
0.618	0.7753
1.000	0.7724
1.618	0.7677
2.618	0.7601
4.250	0.7477

Fisher Pivots for day following 25-Feb-2022
Pivot	1 day	3 day
R1	0.7856	0.7852
PP	0.7847	0.7838
S1	0.7838	0.7824

Download as Excel Spreadsheet

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

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