CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 04-Mar-2022

Day Change Summary
	Previous	Current
	03-Mar-2022	04-Mar-2022	Change	Change %	Previous Week
Open	0.7916	0.7888	-0.0028	-0.3%	0.7842
High	0.7944	0.7893	-0.0051	-0.6%	0.7944
Low	0.7879	0.7818	-0.0061	-0.8%	0.7808
Close	0.7885	0.7850	-0.0036	-0.5%	0.7850
Range	0.0065	0.0075	0.0010	14.6%	0.0136
ATR	0.0056	0.0058	0.0001	2.3%	0.0000
Volume	3,888	6,366	2,478	63.7%	19,228

Daily Pivots for day following 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8077	0.8038	0.7890
R3	0.8002	0.7963	0.7870
R2	0.7928	0.7928	0.7863
R1	0.7889	0.7889	0.7856	0.7871
PP	0.7853	0.7853	0.7853	0.7845
S1	0.7814	0.7814	0.7843	0.7797
S2	0.7779	0.7779	0.7836
S3	0.7704	0.7740	0.7829
S4	0.7630	0.7665	0.7809

Weekly Pivots for week ending 04-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8274	0.8197	0.7924
R3	0.8138	0.8062	0.7887
R2	0.8003	0.8003	0.7874
R1	0.7926	0.7926	0.7862	0.7964
PP	0.7867	0.7867	0.7867	0.7886
S1	0.7791	0.7791	0.7837	0.7829
S2	0.7732	0.7732	0.7825
S3	0.7596	0.7655	0.7812
S4	0.7461	0.7520	0.7775

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7944	0.7808	0.0136	1.7%	0.0073	0.9%	31%	False	False	3,845
10	0.7944	0.7765	0.0179	2.3%	0.0067	0.9%	47%	False	False	2,869
20	0.7944	0.7765	0.0179	2.3%	0.0055	0.7%	47%	False	False	1,737
40	0.8025	0.7765	0.0260	3.3%	0.0052	0.7%	33%	False	False	1,026
60	0.8025	0.7719	0.0306	3.9%	0.0048	0.6%	43%	False	False	766
80	0.8055	0.7719	0.0337	4.3%	0.0046	0.6%	39%	False	False	624
100	0.8114	0.7719	0.0395	5.0%	0.0041	0.5%	33%	False	False	510

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8209
2.618	0.8088
1.618	0.8013
1.000	0.7967
0.618	0.7939
HIGH	0.7893
0.618	0.7864
0.500	0.7855
0.382	0.7846
LOW	0.7818
0.618	0.7772
1.000	0.7744
1.618	0.7697
2.618	0.7623
4.250	0.7501

Fisher Pivots for day following 04-Mar-2022
Pivot	1 day	3 day
R1	0.7855	0.7881
PP	0.7853	0.7870
S1	0.7851	0.7860

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

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