CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 23-Mar-2022

Day Change Summary
	Previous	Current
	22-Mar-2022	23-Mar-2022	Change	Change %	Previous Week
Open	0.7941	0.7955	0.0014	0.2%	0.7849
High	0.7957	0.7973	0.0016	0.2%	0.7944
Low	0.7921	0.7932	0.0012	0.1%	0.7770
Close	0.7947	0.7958	0.0012	0.1%	0.7936
Range	0.0036	0.0041	0.0005	12.5%	0.0174
ATR	0.0056	0.0055	-0.0001	-2.0%	0.0000
Volume	63,344	59,541	-3,803	-6.0%	342,939

Daily Pivots for day following 23-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8076	0.8057	0.7980
R3	0.8035	0.8017	0.7969
R2	0.7995	0.7995	0.7965
R1	0.7976	0.7976	0.7962	0.7986
PP	0.7954	0.7954	0.7954	0.7959
S1	0.7936	0.7936	0.7954	0.7945
S2	0.7914	0.7914	0.7951
S3	0.7873	0.7895	0.7947
S4	0.7833	0.7855	0.7936

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	0.7973	0.7875	0.0098	1.2%	0.0040	0.5%	85%	True	False	66,149
10	0.7973	0.7770	0.0203	2.6%	0.0051	0.6%	93%	True	False	69,974
20	0.7973	0.7752	0.0221	2.8%	0.0062	0.8%	93%	True	False	40,732
40	0.7973	0.7752	0.0221	2.8%	0.0054	0.7%	93%	True	False	20,684
60	0.8025	0.7752	0.0273	3.4%	0.0051	0.6%	76%	False	False	13,864
80	0.8025	0.7719	0.0306	3.8%	0.0049	0.6%	78%	False	False	10,489
100	0.8084	0.7719	0.0365	4.6%	0.0045	0.6%	66%	False	False	8,404
120	0.8114	0.7719	0.0395	5.0%	0.0042	0.5%	61%	False	False	7,011

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0015
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8145
2.618	0.8079
1.618	0.8038
1.000	0.8013
0.618	0.7998
HIGH	0.7973
0.618	0.7957
0.500	0.7952
0.382	0.7947
LOW	0.7932
0.618	0.7907
1.000	0.7892
1.618	0.7866
2.618	0.7826
4.250	0.7760

Fisher Pivots for day following 23-Mar-2022
Pivot	1 day	3 day
R1	0.7956	0.7954
PP	0.7954	0.7950
S1	0.7952	0.7947

Download as Excel Spreadsheet

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

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