CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 10-Mar-2022

Day Change Summary
	Previous	Current
	09-Mar-2022	10-Mar-2022	Change	Change %	Previous Week
Open	0.7759	0.7807	0.0048	0.6%	0.7842
High	0.7811	0.7844	0.0033	0.4%	0.7944
Low	0.7757	0.7787	0.0031	0.4%	0.7808
Close	0.7795	0.7839	0.0044	0.6%	0.7850
Range	0.0055	0.0057	0.0002	3.7%	0.0136
ATR	0.0059	0.0059	0.0000	-0.3%	0.0000
Volume	55,444	78,487	23,043	41.6%	19,228

Daily Pivots for day following 10-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7993	0.7972	0.7870
R3	0.7936	0.7916	0.7855
R2	0.7880	0.7880	0.7849
R1	0.7859	0.7859	0.7844	0.7870
PP	0.7823	0.7823	0.7823	0.7828
S1	0.7803	0.7803	0.7834	0.7813
S2	0.7767	0.7767	0.7829
S3	0.7710	0.7746	0.7823
S4	0.7654	0.7690	0.7808

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	0.7893	0.7752	0.0141	1.8%	0.0067	0.8%	62%	False	False	35,073
10	0.7944	0.7752	0.0192	2.4%	0.0070	0.9%	46%	False	False	19,122
20	0.7944	0.7752	0.0192	2.4%	0.0058	0.7%	46%	False	False	10,098
40	0.8025	0.7752	0.0273	3.5%	0.0053	0.7%	32%	False	False	5,217
60	0.8025	0.7719	0.0306	3.9%	0.0050	0.6%	39%	False	False	3,527
80	0.8025	0.7719	0.0306	3.9%	0.0047	0.6%	39%	False	False	2,733
100	0.8114	0.7719	0.0395	5.0%	0.0043	0.5%	31%	False	False	2,194
120	0.8114	0.7719	0.0395	5.0%	0.0042	0.5%	31%	False	False	1,835

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8084
2.618	0.7991
1.618	0.7935
1.000	0.7900
0.618	0.7878
HIGH	0.7844
0.618	0.7822
0.500	0.7815
0.382	0.7809
LOW	0.7787
0.618	0.7752
1.000	0.7731
1.618	0.7696
2.618	0.7639
4.250	0.7547

Fisher Pivots for day following 10-Mar-2022
Pivot	1 day	3 day
R1	0.7831	0.7825
PP	0.7823	0.7811
S1	0.7815	0.7798

Download as Excel Spreadsheet

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

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