CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 22-Feb-2022

Day Change Summary
	Previous	Current
	18-Feb-2022	22-Feb-2022	Change	Change %	Previous Week
Open	0.7882	0.7835	-0.0047	-0.6%	0.7848
High	0.7888	0.7858	-0.0030	-0.4%	0.7893
Low	0.7835	0.7823	-0.0012	-0.1%	0.7824
Close	0.7845	0.7840	-0.0006	-0.1%	0.7845
Range	0.0053	0.0035	-0.0018	-34.0%	0.0069
ATR	0.0046	0.0045	-0.0001	-1.7%	0.0000
Volume	876	1,076	200	22.8%	3,945

Daily Pivots for day following 22-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7945	0.7927	0.7859
R3	0.7910	0.7892	0.7849
R2	0.7875	0.7875	0.7846
R1	0.7857	0.7857	0.7843	0.7866
PP	0.7840	0.7840	0.7840	0.7845
S1	0.7822	0.7822	0.7836	0.7831
S2	0.7805	0.7805	0.7833
S3	0.7770	0.7787	0.7830
S4	0.7735	0.7752	0.7820

Weekly Pivots for week ending 18-Feb-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8059	0.8021	0.7883
R3	0.7991	0.7952	0.7864
R2	0.7922	0.7922	0.7858
R1	0.7884	0.7884	0.7851	0.7869
PP	0.7854	0.7854	0.7854	0.7846
S1	0.7815	0.7815	0.7839	0.7800
S2	0.7785	0.7785	0.7832
S3	0.7717	0.7747	0.7826
S4	0.7648	0.7678	0.7807

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7893	0.7823	0.0070	0.9%	0.0038	0.5%	24%	False	True	961
10	0.7913	0.7823	0.0090	1.1%	0.0039	0.5%	18%	False	True	701
20	0.7955	0.7812	0.0143	1.8%	0.0045	0.6%	19%	False	False	532
40	0.8025	0.7779	0.0246	3.1%	0.0045	0.6%	25%	False	False	374
60	0.8025	0.7719	0.0306	3.9%	0.0045	0.6%	40%	False	False	370
80	0.8096	0.7719	0.0377	4.8%	0.0041	0.5%	32%	False	False	293
100	0.8114	0.7719	0.0395	5.0%	0.0038	0.5%	31%	False	False	244

Crabel Price Patterns
NR	True
NR4	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8007
2.618	0.7950
1.618	0.7915
1.000	0.7893
0.618	0.7880
HIGH	0.7858
0.618	0.7845
0.500	0.7841
0.382	0.7836
LOW	0.7823
0.618	0.7801
1.000	0.7788
1.618	0.7766
2.618	0.7731
4.250	0.7674

Fisher Pivots for day following 22-Feb-2022
Pivot	1 day	3 day
R1	0.7841	0.7855
PP	0.7840	0.7850
S1	0.7840	0.7845

Download as Excel Spreadsheet

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

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