CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 03-Mar-2022

Day Change Summary
	Previous	Current
	02-Mar-2022	03-Mar-2022	Change	Change %	Previous Week
Open	0.7845	0.7916	0.0071	0.9%	0.7835
High	0.7917	0.7944	0.0027	0.3%	0.7884
Low	0.7845	0.7879	0.0034	0.4%	0.7765
Close	0.7904	0.7885	-0.0019	-0.2%	0.7866
Range	0.0072	0.0065	-0.0007	-9.7%	0.0119
ATR	0.0056	0.0056	0.0001	1.2%	0.0000
Volume	3,870	3,888	18	0.5%	8,586

Daily Pivots for day following 03-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8097	0.8056	0.7921
R3	0.8032	0.7991	0.7903
R2	0.7967	0.7967	0.7897
R1	0.7926	0.7926	0.7891	0.7914
PP	0.7902	0.7902	0.7902	0.7896
S1	0.7861	0.7861	0.7879	0.7849
S2	0.7837	0.7837	0.7873
S3	0.7772	0.7796	0.7867
S4	0.7707	0.7731	0.7849

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	0.7944	0.7800	0.0144	1.8%	0.0073	0.9%	59%	True	False	3,171
10	0.7944	0.7765	0.0179	2.3%	0.0062	0.8%	67%	True	False	2,271
20	0.7944	0.7765	0.0179	2.3%	0.0053	0.7%	67%	True	False	1,428
40	0.8025	0.7765	0.0260	3.3%	0.0050	0.6%	46%	False	False	868
60	0.8025	0.7719	0.0306	3.9%	0.0048	0.6%	54%	False	False	670
80	0.8055	0.7719	0.0337	4.3%	0.0045	0.6%	49%	False	False	545
100	0.8114	0.7719	0.0395	5.0%	0.0041	0.5%	42%	False	False	446

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8220
2.618	0.8114
1.618	0.8049
1.000	0.8009
0.618	0.7984
HIGH	0.7944
0.618	0.7919
0.500	0.7911
0.382	0.7903
LOW	0.7879
0.618	0.7838
1.000	0.7814
1.618	0.7773
2.618	0.7708
4.250	0.7602

Fisher Pivots for day following 03-Mar-2022
Pivot	1 day	3 day
R1	0.7911	0.7894
PP	0.7902	0.7891
S1	0.7894	0.7888

Download as Excel Spreadsheet

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

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