CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 21-Mar-2022

Day Change Summary
	Previous	Current
	18-Mar-2022	21-Mar-2022	Change	Change %	Previous Week
Open	0.7922	0.7931	0.0009	0.1%	0.7849
High	0.7944	0.7958	0.0015	0.2%	0.7944
Low	0.7907	0.7923	0.0016	0.2%	0.7770
Close	0.7936	0.7940	0.0004	0.0%	0.7936
Range	0.0037	0.0036	-0.0001	-2.7%	0.0174
ATR	0.0059	0.0058	-0.0002	-2.9%	0.0000
Volume	64,869	62,527	-2,342	-3.6%	342,939

Daily Pivots for day following 21-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8047	0.8029	0.7959
R3	0.8011	0.7993	0.7949
R2	0.7976	0.7976	0.7946
R1	0.7958	0.7958	0.7943	0.7967
PP	0.7940	0.7940	0.7940	0.7945
S1	0.7922	0.7922	0.7936	0.7931
S2	0.7905	0.7905	0.7933
S3	0.7869	0.7887	0.7930
S4	0.7834	0.7851	0.7920

Weekly Pivots for week ending 18-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8405	0.8345	0.8032
R3	0.8231	0.8171	0.7984
R2	0.8057	0.8057	0.7968
R1	0.7997	0.7997	0.7952	0.8027
PP	0.7883	0.7883	0.7883	0.7898
S1	0.7823	0.7823	0.7920	0.7853
S2	0.7709	0.7709	0.7904
S3	0.7535	0.7649	0.7888
S4	0.7361	0.7475	0.7840

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7958	0.7770	0.0189	2.4%	0.0051	0.6%	90%	True	False	68,327
10	0.7958	0.7752	0.0207	2.6%	0.0055	0.7%	91%	True	False	65,549
20	0.7958	0.7752	0.0207	2.6%	0.0063	0.8%	91%	True	False	34,759
40	0.7958	0.7752	0.0207	2.6%	0.0055	0.7%	91%	True	False	17,627
60	0.8025	0.7752	0.0273	3.4%	0.0051	0.6%	69%	False	False	11,820
80	0.8025	0.7719	0.0306	3.9%	0.0049	0.6%	72%	False	False	8,954
100	0.8114	0.7719	0.0395	5.0%	0.0045	0.6%	56%	False	False	7,176
120	0.8114	0.7719	0.0395	5.0%	0.0042	0.5%	56%	False	False	5,988

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 19 trading days

Fibonacci Retracements and Extensions
4.250	0.8109
2.618	0.8051
1.618	0.8015
1.000	0.7994
0.618	0.7980
HIGH	0.7958
0.618	0.7944
0.500	0.7940
0.382	0.7936
LOW	0.7923
0.618	0.7901
1.000	0.7887
1.618	0.7865
2.618	0.7830
4.250	0.7772

Fisher Pivots for day following 21-Mar-2022
Pivot	1 day	3 day
R1	0.7940	0.7932
PP	0.7940	0.7924
S1	0.7940	0.7917

Download as Excel Spreadsheet

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

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