CME Canadian Dollar Future June 2022

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

Day Change Summary
	Previous	Current
	21-Mar-2022	22-Mar-2022	Change	Change %	Previous Week
Open	0.7931	0.7941	0.0010	0.1%	0.7849
High	0.7958	0.7957	-0.0002	0.0%	0.7944
Low	0.7923	0.7921	-0.0002	0.0%	0.7770
Close	0.7940	0.7947	0.0007	0.1%	0.7936
Range	0.0036	0.0036	0.0001	1.4%	0.0174
ATR	0.0058	0.0056	-0.0002	-2.7%	0.0000
Volume	62,527	63,344	817	1.3%	342,939

Daily Pivots for day following 22-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8049	0.8034	0.7966
R3	0.8013	0.7998	0.7956
R2	0.7977	0.7977	0.7953
R1	0.7962	0.7962	0.7950	0.7970
PP	0.7941	0.7941	0.7941	0.7945
S1	0.7926	0.7926	0.7943	0.7934
S2	0.7905	0.7905	0.7940
S3	0.7869	0.7890	0.7937
S4	0.7833	0.7854	0.7927

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	0.7826	0.0132	1.7%	0.0045	0.6%	91%	False	False	69,520
10	0.7958	0.7757	0.0202	2.5%	0.0053	0.7%	94%	False	False	69,565
20	0.7958	0.7752	0.0207	2.6%	0.0063	0.8%	94%	False	False	37,873
40	0.7958	0.7752	0.0207	2.6%	0.0054	0.7%	94%	False	False	19,202
60	0.8025	0.7752	0.0273	3.4%	0.0051	0.6%	71%	False	False	12,873
80	0.8025	0.7719	0.0306	3.9%	0.0049	0.6%	75%	False	False	9,745
100	0.8096	0.7719	0.0377	4.7%	0.0045	0.6%	60%	False	False	7,809
120	0.8114	0.7719	0.0395	5.0%	0.0042	0.5%	58%	False	False	6,515

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8110
2.618	0.8051
1.618	0.8015
1.000	0.7993
0.618	0.7979
HIGH	0.7957
0.618	0.7943
0.500	0.7939
0.382	0.7934
LOW	0.7921
0.618	0.7898
1.000	0.7885
1.618	0.7862
2.618	0.7826
4.250	0.7768

Fisher Pivots for day following 22-Mar-2022
Pivot	1 day	3 day
R1	0.7944	0.7942
PP	0.7941	0.7937
S1	0.7939	0.7933

Download as Excel Spreadsheet

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

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