CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 24-Mar-2022

Day Change Summary
	Previous	Current
	23-Mar-2022	24-Mar-2022	Change	Change %	Previous Week
Open	0.7955	0.7960	0.0005	0.1%	0.7849
High	0.7973	0.7993	0.0020	0.3%	0.7944
Low	0.7932	0.7944	0.0012	0.2%	0.7770
Close	0.7958	0.7971	0.0013	0.2%	0.7936
Range	0.0041	0.0049	0.0008	19.8%	0.0174
ATR	0.0055	0.0054	0.0000	-0.8%	0.0000
Volume	59,541	71,761	12,220	20.5%	342,939

Daily Pivots for day following 24-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8115	0.8091	0.7997
R3	0.8066	0.8043	0.7984
R2	0.8018	0.8018	0.7979
R1	0.7994	0.7994	0.7975	0.8006
PP	0.7969	0.7969	0.7969	0.7975
S1	0.7946	0.7946	0.7966	0.7957
S2	0.7921	0.7921	0.7962
S3	0.7872	0.7897	0.7957
S4	0.7824	0.7849	0.7944

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	0.7993	0.7907	0.0086	1.1%	0.0039	0.5%	74%	True	False	64,408
10	0.7993	0.7770	0.0223	2.8%	0.0050	0.6%	90%	True	False	69,302
20	0.7993	0.7752	0.0241	3.0%	0.0060	0.8%	91%	True	False	44,212
40	0.7993	0.7752	0.0241	3.0%	0.0053	0.7%	91%	True	False	22,457
60	0.8025	0.7752	0.0273	3.4%	0.0052	0.6%	80%	False	False	15,059
80	0.8025	0.7719	0.0306	3.8%	0.0049	0.6%	82%	False	False	11,384
100	0.8084	0.7719	0.0365	4.6%	0.0046	0.6%	69%	False	False	9,121
120	0.8114	0.7719	0.0395	5.0%	0.0041	0.5%	64%	False	False	7,609

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8199
2.618	0.8119
1.618	0.8071
1.000	0.8041
0.618	0.8022
HIGH	0.7993
0.618	0.7974
0.500	0.7968
0.382	0.7963
LOW	0.7944
0.618	0.7914
1.000	0.7896
1.618	0.7866
2.618	0.7817
4.250	0.7738

Fisher Pivots for day following 24-Mar-2022
Pivot	1 day	3 day
R1	0.7970	0.7966
PP	0.7969	0.7961
S1	0.7968	0.7957

Download as Excel Spreadsheet

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

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