CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 02-Mar-2022

Day Change Summary
	Previous	Current
	01-Mar-2022	02-Mar-2022	Change	Change %	Previous Week
Open	0.7894	0.7845	-0.0049	-0.6%	0.7835
High	0.7903	0.7917	0.0014	0.2%	0.7884
Low	0.7844	0.7845	0.0002	0.0%	0.7765
Close	0.7849	0.7904	0.0055	0.7%	0.7866
Range	0.0060	0.0072	0.0013	21.0%	0.0119
ATR	0.0054	0.0056	0.0001	2.3%	0.0000
Volume	2,558	3,870	1,312	51.3%	8,586

Daily Pivots for day following 02-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8105	0.8076	0.7943
R3	0.8033	0.8004	0.7923
R2	0.7961	0.7961	0.7917
R1	0.7932	0.7932	0.7910	0.7946
PP	0.7889	0.7889	0.7889	0.7896
S1	0.7860	0.7860	0.7897	0.7874
S2	0.7817	0.7817	0.7890
S3	0.7745	0.7788	0.7884
S4	0.7673	0.7716	0.7864

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	0.7917	0.7765	0.0153	1.9%	0.0078	1.0%	91%	True	False	2,825
10	0.7917	0.7765	0.0153	1.9%	0.0059	0.7%	91%	True	False	1,957
20	0.7917	0.7765	0.0153	1.9%	0.0051	0.6%	91%	True	False	1,242
40	0.8025	0.7765	0.0260	3.3%	0.0050	0.6%	53%	False	False	774
60	0.8025	0.7719	0.0306	3.9%	0.0047	0.6%	60%	False	False	611
80	0.8055	0.7719	0.0337	4.3%	0.0044	0.6%	55%	False	False	497
100	0.8114	0.7719	0.0395	5.0%	0.0040	0.5%	47%	False	False	408

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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8223
2.618	0.8105
1.618	0.8033
1.000	0.7989
0.618	0.7961
HIGH	0.7917
0.618	0.7889
0.500	0.7881
0.382	0.7873
LOW	0.7845
0.618	0.7801
1.000	0.7773
1.618	0.7729
2.618	0.7657
4.250	0.7539

Fisher Pivots for day following 02-Mar-2022
Pivot	1 day	3 day
R1	0.7896	0.7890
PP	0.7889	0.7876
S1	0.7881	0.7863

Download as Excel Spreadsheet

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

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