CME Canadian Dollar Future March 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	0.7848	0.7801	-0.0047	-0.6%	0.7852
High	0.7853	0.7804	-0.0049	-0.6%	0.7883
Low	0.7796	0.7770	-0.0026	-0.3%	0.7751
Close	0.7797	0.7801	0.0004	0.1%	0.7859
Range	0.0057	0.0035	-0.0023	-39.5%	0.0132
ATR	0.0062	0.0060	-0.0002	-3.1%	0.0000
Volume	5,183	251	-4,932	-95.2%	441,948

Daily Pivots for day following 15-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7895	0.7882	0.7819
R3	0.7860	0.7848	0.7810
R2	0.7826	0.7826	0.7807
R1	0.7813	0.7813	0.7804	0.7802
PP	0.7791	0.7791	0.7791	0.7786
S1	0.7779	0.7779	0.7797	0.7768
S2	0.7757	0.7757	0.7794
S3	0.7722	0.7744	0.7791
S4	0.7688	0.7710	0.7782

Weekly Pivots for week ending 11-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8227	0.8175	0.7932
R3	0.8095	0.8043	0.7895
R2	0.7963	0.7963	0.7883
R1	0.7911	0.7911	0.7871	0.7937
PP	0.7831	0.7831	0.7831	0.7844
S1	0.7779	0.7779	0.7847	0.7805
S2	0.7699	0.7699	0.7835
S3	0.7567	0.7647	0.7823
S4	0.7435	0.7515	0.7786

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7878	0.7755	0.0123	1.6%	0.0053	0.7%	37%	False	False	51,176
10	0.7945	0.7751	0.0194	2.5%	0.0063	0.8%	26%	False	False	70,325
20	0.7945	0.7751	0.0194	2.5%	0.0061	0.8%	26%	False	False	80,049
40	0.8032	0.7751	0.0282	3.6%	0.0057	0.7%	18%	False	False	79,104
60	0.8032	0.7713	0.0319	4.1%	0.0056	0.7%	27%	False	False	72,177
80	0.8032	0.7713	0.0319	4.1%	0.0055	0.7%	27%	False	False	61,858
100	0.8137	0.7713	0.0424	5.4%	0.0053	0.7%	21%	False	False	49,533
120	0.8137	0.7713	0.0424	5.4%	0.0052	0.7%	21%	False	False	41,297

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	0.0013
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	0.7951
2.618	0.7894
1.618	0.7860
1.000	0.7839
0.618	0.7825
HIGH	0.7804
0.618	0.7791
0.500	0.7787
0.382	0.7783
LOW	0.7770
0.618	0.7748
1.000	0.7735
1.618	0.7714
2.618	0.7679
4.250	0.7623

Fisher Pivots for day following 15-Mar-2022
Pivot	1 day	3 day
R1	0.7796	0.7824
PP	0.7791	0.7816
S1	0.7787	0.7808

Download as Excel Spreadsheet

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

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