CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 09-Mar-2022

Day Change Summary
	Previous	Current
	08-Mar-2022	09-Mar-2022	Change	Change %	Previous Week
Open	0.7804	0.7759	-0.0045	-0.6%	0.7842
High	0.7816	0.7811	-0.0005	-0.1%	0.7944
Low	0.7752	0.7757	0.0005	0.1%	0.7808
Close	0.7758	0.7795	0.0037	0.5%	0.7850
Range	0.0064	0.0055	-0.0010	-14.8%	0.0136
ATR	0.0060	0.0059	0.0000	-0.6%	0.0000
Volume	23,185	55,444	32,259	139.1%	19,228

Daily Pivots for day following 09-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7951	0.7928	0.7825
R3	0.7897	0.7873	0.7810
R2	0.7842	0.7842	0.7805
R1	0.7819	0.7819	0.7800	0.7830
PP	0.7788	0.7788	0.7788	0.7793
S1	0.7764	0.7764	0.7790	0.7776
S2	0.7733	0.7733	0.7785
S3	0.7679	0.7710	0.7780
S4	0.7624	0.7655	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	0.7752	0.0192	2.5%	0.0068	0.9%	23%	False	False	20,154
10	0.7944	0.7752	0.0192	2.5%	0.0073	0.9%	23%	False	False	11,489
20	0.7944	0.7752	0.0192	2.5%	0.0057	0.7%	23%	False	False	6,202
40	0.8025	0.7752	0.0273	3.5%	0.0053	0.7%	16%	False	False	3,257
60	0.8025	0.7719	0.0306	3.9%	0.0049	0.6%	25%	False	False	2,226
80	0.8025	0.7719	0.0306	3.9%	0.0047	0.6%	25%	False	False	1,753
100	0.8114	0.7719	0.0395	5.1%	0.0042	0.5%	19%	False	False	1,415
120	0.8114	0.7719	0.0395	5.1%	0.0042	0.5%	19%	False	False	1,181

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8043
2.618	0.7954
1.618	0.7899
1.000	0.7866
0.618	0.7845
HIGH	0.7811
0.618	0.7790
0.500	0.7784
0.382	0.7777
LOW	0.7757
0.618	0.7723
1.000	0.7702
1.618	0.7668
2.618	0.7614
4.250	0.7525

Fisher Pivots for day following 09-Mar-2022
Pivot	1 day	3 day
R1	0.7791	0.7818
PP	0.7788	0.7810
S1	0.7784	0.7803

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

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