CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 31-Dec-2021

Day Change Summary
	Previous	Current
	30-Dec-2021	31-Dec-2021	Change	Change %	Previous Week
Open	0.7818	0.7857	0.0039	0.5%	0.7785
High	0.7843	0.7917	0.0075	0.9%	0.7917
Low	0.7810	0.7838	0.0028	0.4%	0.7779
Close	0.7842	0.7901	0.0059	0.7%	0.7901
Range	0.0033	0.0080	0.0047	144.6%	0.0139
ATR	0.0039	0.0042	0.0003	7.3%	0.0000
Volume	80	170	90	112.5%	428

Daily Pivots for day following 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8124	0.8092	0.7944
R3	0.8044	0.8012	0.7922
R2	0.7965	0.7965	0.7915
R1	0.7933	0.7933	0.7908	0.7949
PP	0.7885	0.7885	0.7885	0.7893
S1	0.7853	0.7853	0.7893	0.7869
S2	0.7806	0.7806	0.7886
S3	0.7726	0.7774	0.7879
S4	0.7647	0.7694	0.7857

Weekly Pivots for week ending 31-Dec-2021
	Classic	Woodie	Camarilla	DeMark
R4	0.8281	0.8229	0.7977
R3	0.8142	0.8091	0.7939
R2	0.8004	0.8004	0.7926
R1	0.7952	0.7952	0.7913	0.7978
PP	0.7865	0.7865	0.7865	0.7878
S1	0.7814	0.7814	0.7888	0.7840
S2	0.7727	0.7727	0.7875
S3	0.7588	0.7675	0.7862
S4	0.7450	0.7537	0.7824

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7917	0.7779	0.0139	1.8%	0.0036	0.4%	88%	True	False	85
10	0.7917	0.7719	0.0199	2.5%	0.0036	0.5%	92%	True	False	94
20	0.7922	0.7719	0.0204	2.6%	0.0041	0.5%	89%	False	False	312
40	0.8055	0.7719	0.0337	4.3%	0.0038	0.5%	54%	False	False	218
60	0.8114	0.7719	0.0395	5.0%	0.0033	0.4%	46%	False	False	163

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 24 trading days

Fibonacci Retracements and Extensions
4.250	0.8255
2.618	0.8125
1.618	0.8046
1.000	0.7997
0.618	0.7966
HIGH	0.7917
0.618	0.7887
0.500	0.7877
0.382	0.7868
LOW	0.7838
0.618	0.7788
1.000	0.7758
1.618	0.7709
2.618	0.7629
4.250	0.7500

Fisher Pivots for day following 31-Dec-2021
Pivot	1 day	3 day
R1	0.7893	0.7887
PP	0.7885	0.7873
S1	0.7877	0.7859

Download as Excel Spreadsheet

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

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