CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 17-Mar-2022

Day Change Summary
	Previous	Current
	16-Mar-2022	17-Mar-2022	Change	Change %	Previous Week
Open	0.7833	0.7887	0.0054	0.7%	0.7855
High	0.7889	0.7929	0.0040	0.5%	0.7884
Low	0.7826	0.7875	0.0049	0.6%	0.7752
Close	0.7862	0.7910	0.0049	0.6%	0.7860
Range	0.0063	0.0054	-0.0010	-15.1%	0.0133
ATR	0.0061	0.0061	0.0000	0.8%	0.0000
Volume	76,393	80,467	4,074	5.3%	261,912

Daily Pivots for day following 17-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8065	0.8041	0.7939
R3	0.8012	0.7988	0.7925
R2	0.7958	0.7958	0.7920
R1	0.7934	0.7934	0.7915	0.7946
PP	0.7905	0.7905	0.7905	0.7911
S1	0.7881	0.7881	0.7905	0.7893
S2	0.7851	0.7851	0.7900
S3	0.7798	0.7827	0.7895
S4	0.7744	0.7774	0.7881

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	0.7929	0.7770	0.0159	2.0%	0.0061	0.8%	88%	True	False	74,195
10	0.7929	0.7752	0.0177	2.2%	0.0064	0.8%	90%	True	False	54,634
20	0.7944	0.7752	0.0192	2.4%	0.0063	0.8%	83%	False	False	28,453
40	0.8022	0.7752	0.0270	3.4%	0.0056	0.7%	59%	False	False	14,453
60	0.8025	0.7725	0.0300	3.8%	0.0051	0.6%	62%	False	False	9,699
80	0.8025	0.7719	0.0306	3.9%	0.0049	0.6%	63%	False	False	7,363
100	0.8114	0.7719	0.0395	5.0%	0.0045	0.6%	48%	False	False	5,903
120	0.8114	0.7719	0.0395	5.0%	0.0042	0.5%	48%	False	False	4,926

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0014
Narrowest range in 16 trading days

Fibonacci Retracements and Extensions
4.250	0.8156
2.618	0.8069
1.618	0.8015
1.000	0.7982
0.618	0.7962
HIGH	0.7929
0.618	0.7908
0.500	0.7902
0.382	0.7895
LOW	0.7875
0.618	0.7842
1.000	0.7822
1.618	0.7788
2.618	0.7735
4.250	0.7648

Fisher Pivots for day following 17-Mar-2022
Pivot	1 day	3 day
R1	0.7907	0.7890
PP	0.7905	0.7869
S1	0.7902	0.7849

Download as Excel Spreadsheet

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

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