CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 11-Mar-2022

Day Change Summary
	Previous	Current
	10-Mar-2022	11-Mar-2022	Change	Change %	Previous Week
Open	0.7807	0.7831	0.0025	0.3%	0.7855
High	0.7844	0.7879	0.0036	0.5%	0.7884
Low	0.7787	0.7817	0.0030	0.4%	0.7752
Close	0.7839	0.7860	0.0021	0.3%	0.7860
Range	0.0057	0.0062	0.0006	9.7%	0.0133
ATR	0.0059	0.0059	0.0000	0.3%	0.0000
Volume	78,487	92,909	14,422	18.4%	261,912

Daily Pivots for day following 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8038	0.8011	0.7894
R3	0.7976	0.7949	0.7877
R2	0.7914	0.7914	0.7871
R1	0.7887	0.7887	0.7866	0.7901
PP	0.7852	0.7852	0.7852	0.7859
S1	0.7825	0.7825	0.7854	0.7839
S2	0.7790	0.7790	0.7849
S3	0.7728	0.7763	0.7843
S4	0.7666	0.7701	0.7826

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8229	0.8177	0.7933
R3	0.8097	0.8045	0.7896
R2	0.7964	0.7964	0.7884
R1	0.7912	0.7912	0.7872	0.7938
PP	0.7832	0.7832	0.7832	0.7845
S1	0.7780	0.7780	0.7848	0.7806
S2	0.7699	0.7699	0.7836
S3	0.7567	0.7647	0.7824
S4	0.7434	0.7515	0.7787

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7884	0.7752	0.0133	1.7%	0.0064	0.8%	82%	False	False	52,382
10	0.7944	0.7752	0.0192	2.4%	0.0068	0.9%	57%	False	False	28,114
20	0.7944	0.7752	0.0192	2.4%	0.0059	0.7%	57%	False	False	14,696
40	0.8025	0.7752	0.0273	3.5%	0.0053	0.7%	40%	False	False	7,537
60	0.8025	0.7719	0.0306	3.9%	0.0050	0.6%	46%	False	False	5,075
80	0.8025	0.7719	0.0306	3.9%	0.0048	0.6%	46%	False	False	3,893
100	0.8114	0.7719	0.0395	5.0%	0.0043	0.6%	36%	False	False	3,123
120	0.8114	0.7719	0.0395	5.0%	0.0042	0.5%	36%	False	False	2,609

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	0.0015
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8143
2.618	0.8041
1.618	0.7979
1.000	0.7941
0.618	0.7917
HIGH	0.7879
0.618	0.7855
0.500	0.7848
0.382	0.7841
LOW	0.7817
0.618	0.7779
1.000	0.7755
1.618	0.7717
2.618	0.7655
4.250	0.7554

Fisher Pivots for day following 11-Mar-2022
Pivot	1 day	3 day
R1	0.7856	0.7846
PP	0.7852	0.7832
S1	0.7848	0.7818

Download as Excel Spreadsheet

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

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