CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 01-Mar-2022

Day Change Summary
	Previous	Current
	28-Feb-2022	01-Mar-2022	Change	Change %	Previous Week
Open	0.7842	0.7894	0.0053	0.7%	0.7835
High	0.7900	0.7903	0.0003	0.0%	0.7884
Low	0.7808	0.7844	0.0036	0.5%	0.7765
Close	0.7884	0.7849	-0.0035	-0.4%	0.7866
Range	0.0092	0.0060	-0.0033	-35.3%	0.0119
ATR	0.0054	0.0054	0.0000	0.7%	0.0000
Volume	2,546	2,558	12	0.5%	8,586

Daily Pivots for day following 01-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8044	0.8006	0.7881
R3	0.7984	0.7946	0.7865
R2	0.7925	0.7925	0.7859
R1	0.7887	0.7887	0.7854	0.7876
PP	0.7865	0.7865	0.7865	0.7860
S1	0.7827	0.7827	0.7843	0.7816
S2	0.7806	0.7806	0.7838
S3	0.7746	0.7768	0.7832
S4	0.7687	0.7708	0.7816

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	0.7903	0.7765	0.0139	1.8%	0.0074	0.9%	61%	True	False	2,522
10	0.7903	0.7765	0.0139	1.8%	0.0056	0.7%	61%	True	False	1,742
20	0.7913	0.7765	0.0148	1.9%	0.0049	0.6%	57%	False	False	1,057
40	0.8025	0.7765	0.0260	3.3%	0.0050	0.6%	32%	False	False	678
60	0.8025	0.7719	0.0306	3.9%	0.0047	0.6%	42%	False	False	556
80	0.8055	0.7719	0.0337	4.3%	0.0044	0.6%	39%	False	False	448
100	0.8114	0.7719	0.0395	5.0%	0.0040	0.5%	33%	False	False	369

Crabel Price Patterns
NR	True
NR4	True
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	0.0009
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8156
2.618	0.8059
1.618	0.7999
1.000	0.7963
0.618	0.7940
HIGH	0.7903
0.618	0.7880
0.500	0.7873
0.382	0.7866
LOW	0.7844
0.618	0.7807
1.000	0.7784
1.618	0.7747
2.618	0.7688
4.250	0.7591

Fisher Pivots for day following 01-Mar-2022
Pivot	1 day	3 day
R1	0.7873	0.7851
PP	0.7865	0.7850
S1	0.7857	0.7849

Download as Excel Spreadsheet

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

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