CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 14-Mar-2022

Day Change Summary
	Previous	Current
	11-Mar-2022	14-Mar-2022	Change	Change %	Previous Week
Open	0.7831	0.7849	0.0018	0.2%	0.7855
High	0.7879	0.7858	-0.0022	-0.3%	0.7884
Low	0.7817	0.7797	-0.0021	-0.3%	0.7752
Close	0.7860	0.7798	-0.0063	-0.8%	0.7860
Range	0.0062	0.0061	-0.0001	-1.6%	0.0133
ATR	0.0059	0.0060	0.0000	0.5%	0.0000
Volume	92,909	63,829	-29,080	-31.3%	261,912

Daily Pivots for day following 14-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8000	0.7960	0.7831
R3	0.7939	0.7899	0.7814
R2	0.7878	0.7878	0.7809
R1	0.7838	0.7838	0.7803	0.7828
PP	0.7817	0.7817	0.7817	0.7812
S1	0.7777	0.7777	0.7792	0.7767
S2	0.7756	0.7756	0.7786
S3	0.7695	0.7716	0.7781
S4	0.7634	0.7655	0.7764

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	0.7879	0.7752	0.0128	1.6%	0.0060	0.8%	36%	False	False	62,770
10	0.7944	0.7752	0.0192	2.5%	0.0065	0.8%	24%	False	False	34,242
20	0.7944	0.7752	0.0192	2.5%	0.0059	0.8%	24%	False	False	17,875
40	0.8025	0.7752	0.0273	3.5%	0.0054	0.7%	17%	False	False	9,130
60	0.8025	0.7719	0.0306	3.9%	0.0050	0.6%	26%	False	False	6,133
80	0.8025	0.7719	0.0306	3.9%	0.0048	0.6%	26%	False	False	4,689
100	0.8114	0.7719	0.0395	5.1%	0.0044	0.6%	20%	False	False	3,761
120	0.8114	0.7719	0.0395	5.1%	0.0042	0.5%	20%	False	False	3,141

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8117
2.618	0.8017
1.618	0.7956
1.000	0.7919
0.618	0.7895
HIGH	0.7858
0.618	0.7834
0.500	0.7827
0.382	0.7820
LOW	0.7797
0.618	0.7759
1.000	0.7736
1.618	0.7698
2.618	0.7637
4.250	0.7537

Fisher Pivots for day following 14-Mar-2022
Pivot	1 day	3 day
R1	0.7827	0.7833
PP	0.7817	0.7821
S1	0.7807	0.7809

Download as Excel Spreadsheet

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

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