CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 15-Mar-2022

Day Change Summary
	Previous	Current
	14-Mar-2022	15-Mar-2022	Change	Change %	Previous Week
Open	0.7849	0.7801	-0.0048	-0.6%	0.7855
High	0.7858	0.7837	-0.0021	-0.3%	0.7884
Low	0.7797	0.7770	-0.0027	-0.3%	0.7752
Close	0.7798	0.7825	0.0027	0.3%	0.7860
Range	0.0061	0.0068	0.0007	10.7%	0.0133
ATR	0.0060	0.0060	0.0001	0.9%	0.0000
Volume	63,829	57,381	-6,448	-10.1%	261,912

Daily Pivots for day following 15-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8013	0.7986	0.7862
R3	0.7945	0.7919	0.7843
R2	0.7878	0.7878	0.7837
R1	0.7851	0.7851	0.7831	0.7865
PP	0.7810	0.7810	0.7810	0.7817
S1	0.7784	0.7784	0.7818	0.7797
S2	0.7743	0.7743	0.7812
S3	0.7675	0.7716	0.7806
S4	0.7608	0.7649	0.7787

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	0.7757	0.0123	1.6%	0.0060	0.8%	56%	False	False	69,610
10	0.7944	0.7752	0.0192	2.5%	0.0066	0.8%	38%	False	False	39,724
20	0.7944	0.7752	0.0192	2.5%	0.0061	0.8%	38%	False	False	20,733
40	0.8025	0.7752	0.0273	3.5%	0.0055	0.7%	27%	False	False	10,560
60	0.8025	0.7719	0.0306	3.9%	0.0050	0.6%	35%	False	False	7,089
80	0.8025	0.7719	0.0306	3.9%	0.0049	0.6%	35%	False	False	5,405
100	0.8114	0.7719	0.0395	5.0%	0.0044	0.6%	27%	False	False	4,335
120	0.8114	0.7719	0.0395	5.0%	0.0042	0.5%	27%	False	False	3,619

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8124
2.618	0.8014
1.618	0.7946
1.000	0.7905
0.618	0.7879
HIGH	0.7837
0.618	0.7811
0.500	0.7803
0.382	0.7795
LOW	0.7770
0.618	0.7728
1.000	0.7702
1.618	0.7660
2.618	0.7593
4.250	0.7483

Fisher Pivots for day following 15-Mar-2022
Pivot	1 day	3 day
R1	0.7817	0.7824
PP	0.7810	0.7824
S1	0.7803	0.7824

Download as Excel Spreadsheet

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

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