CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 08-Mar-2022

Day Change Summary
	Previous	Current
	07-Mar-2022	08-Mar-2022	Change	Change %	Previous Week
Open	0.7855	0.7804	-0.0052	-0.7%	0.7842
High	0.7884	0.7816	-0.0069	-0.9%	0.7944
Low	0.7801	0.7752	-0.0049	-0.6%	0.7808
Close	0.7811	0.7758	-0.0053	-0.7%	0.7850
Range	0.0084	0.0064	-0.0020	-23.4%	0.0136
ATR	0.0059	0.0060	0.0000	0.5%	0.0000
Volume	11,887	23,185	11,298	95.0%	19,228

Daily Pivots for day following 08-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7967	0.7927	0.7793
R3	0.7903	0.7863	0.7776
R2	0.7839	0.7839	0.7770
R1	0.7799	0.7799	0.7764	0.7787
PP	0.7775	0.7775	0.7775	0.7769
S1	0.7735	0.7735	0.7752	0.7723
S2	0.7711	0.7711	0.7746
S3	0.7647	0.7671	0.7740
S4	0.7583	0.7607	0.7723

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	0.7752	0.0192	2.5%	0.0072	0.9%	3%	False	True	9,839
10	0.7944	0.7752	0.0192	2.5%	0.0073	0.9%	3%	False	True	6,181
20	0.7944	0.7752	0.0192	2.5%	0.0056	0.7%	3%	False	True	3,441
40	0.8025	0.7752	0.0273	3.5%	0.0052	0.7%	2%	False	True	1,872
60	0.8025	0.7719	0.0306	3.9%	0.0049	0.6%	13%	False	False	1,308
80	0.8025	0.7719	0.0306	3.9%	0.0047	0.6%	13%	False	False	1,061
100	0.8114	0.7719	0.0395	5.1%	0.0042	0.5%	10%	False	False	860

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8088
2.618	0.7983
1.618	0.7919
1.000	0.7880
0.618	0.7855
HIGH	0.7816
0.618	0.7791
0.500	0.7784
0.382	0.7776
LOW	0.7752
0.618	0.7712
1.000	0.7688
1.618	0.7648
2.618	0.7584
4.250	0.7480

Fisher Pivots for day following 08-Mar-2022
Pivot	1 day	3 day
R1	0.7784	0.7822
PP	0.7775	0.7801
S1	0.7767	0.7779

Download as Excel Spreadsheet

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

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