CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 14-Jan-2022

Day Change Summary
	Previous	Current
	13-Jan-2022	14-Jan-2022	Change	Change %	Previous Week
Open	0.7995	0.7987	-0.0008	-0.1%	0.7900
High	0.8021	0.7988	-0.0034	-0.4%	0.8021
Low	0.7981	0.7952	-0.0029	-0.4%	0.7870
Close	0.8002	0.7955	-0.0047	-0.6%	0.7955
Range	0.0041	0.0036	-0.0005	-11.1%	0.0152
ATR	0.0047	0.0047	0.0000	0.4%	0.0000
Volume	123	167	44	35.8%	528

Daily Pivots for day following 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8073	0.8050	0.7974
R3	0.8037	0.8014	0.7964
R2	0.8001	0.8001	0.7961
R1	0.7978	0.7978	0.7958	0.7971
PP	0.7965	0.7965	0.7965	0.7961
S1	0.7942	0.7942	0.7951	0.7935
S2	0.7929	0.7929	0.7948
S3	0.7893	0.7906	0.7945
S4	0.7857	0.7870	0.7935

Weekly Pivots for week ending 14-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8403	0.8330	0.8038
R3	0.8251	0.8179	0.7996
R2	0.8100	0.8100	0.7982
R1	0.8027	0.8027	0.7968	0.8064
PP	0.7948	0.7948	0.7948	0.7967
S1	0.7876	0.7876	0.7941	0.7912
S2	0.7797	0.7797	0.7927
S3	0.7645	0.7724	0.7913
S4	0.7494	0.7573	0.7871

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8021	0.7870	0.0152	1.9%	0.0040	0.5%	56%	False	False	105
10	0.8021	0.7801	0.0220	2.8%	0.0047	0.6%	70%	False	False	198
20	0.8021	0.7719	0.0303	3.8%	0.0042	0.5%	78%	False	False	146
40	0.8021	0.7719	0.0303	3.8%	0.0042	0.5%	78%	False	False	250
60	0.8114	0.7719	0.0395	5.0%	0.0037	0.5%	60%	False	False	184
80	0.8114	0.7719	0.0395	5.0%	0.0036	0.5%	60%	False	False	148

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0004
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8141
2.618	0.8082
1.618	0.8046
1.000	0.8024
0.618	0.8010
HIGH	0.7988
0.618	0.7974
0.500	0.7970
0.382	0.7965
LOW	0.7952
0.618	0.7929
1.000	0.7916
1.618	0.7893
2.618	0.7857
4.250	0.7799

Fisher Pivots for day following 14-Jan-2022
Pivot	1 day	3 day
R1	0.7970	0.7986
PP	0.7965	0.7976
S1	0.7960	0.7965

Download as Excel Spreadsheet

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

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