CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 29-Mar-2022

Day Change Summary
	Previous	Current
	28-Mar-2022	29-Mar-2022	Change	Change %	Previous Week
Open	0.8004	0.7990	-0.0014	-0.2%	0.7936
High	0.8007	0.8005	-0.0002	0.0%	0.8020
Low	0.7949	0.7987	0.0038	0.5%	0.7925
Close	0.7982	0.7998	0.0016	0.2%	0.8012
Range	0.0058	0.0018	-0.0040	-69.0%	0.0095
ATR	0.0046	0.0045	-0.0002	-3.6%	0.0000
Volume	19	35	16	84.2%	149

Daily Pivots for day following 29-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8051	0.8042	0.8008
R3	0.8033	0.8024	0.8003
R2	0.8015	0.8015	0.8001
R1	0.8006	0.8006	0.8000	0.8011
PP	0.7997	0.7997	0.7997	0.7999
S1	0.7988	0.7988	0.7996	0.7993
S2	0.7979	0.7979	0.7995
S3	0.7961	0.7970	0.7993
S4	0.7943	0.7952	0.7988

Weekly Pivots for week ending 25-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8269	0.8235	0.8064
R3	0.8175	0.8141	0.8038
R2	0.8080	0.8080	0.8029
R1	0.8046	0.8046	0.8021	0.8063
PP	0.7986	0.7986	0.7986	0.7994
S1	0.7952	0.7952	0.8003	0.7969
S2	0.7891	0.7891	0.7995
S3	0.7797	0.7857	0.7986
S4	0.7702	0.7763	0.7960

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8020	0.7936	0.0084	1.0%	0.0036	0.5%	74%	False	False	27
10	0.8020	0.7827	0.0193	2.4%	0.0035	0.4%	89%	False	False	27
20	0.8020	0.7755	0.0265	3.3%	0.0043	0.5%	92%	False	False	125
40	0.8020	0.7755	0.0265	3.3%	0.0041	0.5%	92%	False	False	111
60	0.8020	0.7755	0.0265	3.3%	0.0039	0.5%	92%	False	False	89
80	0.8020	0.7699	0.0321	4.0%	0.0035	0.4%	93%	False	False	78

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8082
2.618	0.8052
1.618	0.8034
1.000	0.8023
0.618	0.8016
HIGH	0.8005
0.618	0.7998
0.500	0.7996
0.382	0.7994
LOW	0.7987
0.618	0.7976
1.000	0.7969
1.618	0.7958
2.618	0.7940
4.250	0.7911

Fisher Pivots for day following 29-Mar-2022
Pivot	1 day	3 day
R1	0.7997	0.7993
PP	0.7997	0.7989
S1	0.7996	0.7984

Download as Excel Spreadsheet

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

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