CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 07-Mar-2022

Day Change Summary
	Previous	Current
	04-Mar-2022	07-Mar-2022	Change	Change %	Previous Week
Open	0.7888	0.7855	-0.0033	-0.4%	0.7842
High	0.7893	0.7884	-0.0009	-0.1%	0.7944
Low	0.7818	0.7801	-0.0018	-0.2%	0.7808
Close	0.7850	0.7811	-0.0039	-0.5%	0.7850
Range	0.0075	0.0084	0.0009	12.1%	0.0136
ATR	0.0058	0.0059	0.0002	3.2%	0.0000
Volume	6,366	11,887	5,521	86.7%	19,228

Daily Pivots for day following 07-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8082	0.8030	0.7856
R3	0.7999	0.7946	0.7833
R2	0.7915	0.7915	0.7826
R1	0.7863	0.7863	0.7818	0.7847
PP	0.7832	0.7832	0.7832	0.7824
S1	0.7779	0.7779	0.7803	0.7764
S2	0.7748	0.7748	0.7795
S3	0.7665	0.7696	0.7788
S4	0.7581	0.7612	0.7765

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	0.7801	0.0143	1.8%	0.0071	0.9%	7%	False	True	5,713
10	0.7944	0.7765	0.0179	2.3%	0.0070	0.9%	26%	False	False	3,970
20	0.7944	0.7765	0.0179	2.3%	0.0055	0.7%	26%	False	False	2,318
40	0.8025	0.7765	0.0260	3.3%	0.0052	0.7%	18%	False	False	1,317
60	0.8025	0.7719	0.0306	3.9%	0.0049	0.6%	30%	False	False	935
80	0.8055	0.7719	0.0337	4.3%	0.0047	0.6%	27%	False	False	772
100	0.8114	0.7719	0.0395	5.1%	0.0042	0.5%	23%	False	False	629

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8239
2.618	0.8103
1.618	0.8019
1.000	0.7968
0.618	0.7936
HIGH	0.7884
0.618	0.7852
0.500	0.7842
0.382	0.7832
LOW	0.7801
0.618	0.7749
1.000	0.7717
1.618	0.7665
2.618	0.7582
4.250	0.7446

Fisher Pivots for day following 07-Mar-2022
Pivot	1 day	3 day
R1	0.7842	0.7872
PP	0.7832	0.7852
S1	0.7821	0.7831

Download as Excel Spreadsheet

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

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