CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 25-Mar-2022

Day Change Summary
	Previous	Current
	24-Mar-2022	25-Mar-2022	Change	Change %	Previous Week
Open	0.7960	0.7982	0.0023	0.3%	0.7931
High	0.7993	0.8021	0.0029	0.4%	0.8021
Low	0.7944	0.7966	0.0022	0.3%	0.7921
Close	0.7971	0.8017	0.0046	0.6%	0.8017
Range	0.0049	0.0056	0.0007	14.4%	0.0101
ATR	0.0054	0.0055	0.0000	0.1%	0.0000
Volume	71,761	82,923	11,162	15.6%	340,096

Daily Pivots for day following 25-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8168	0.8148	0.8047
R3	0.8112	0.8092	0.8032
R2	0.8057	0.8057	0.8027
R1	0.8037	0.8037	0.8022	0.8047
PP	0.8001	0.8001	0.8001	0.8006
S1	0.7981	0.7981	0.8011	0.7991
S2	0.7946	0.7946	0.8006
S3	0.7890	0.7926	0.8001
S4	0.7835	0.7870	0.7986

Weekly Pivots for week ending 25-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8288	0.8253	0.8072
R3	0.8187	0.8152	0.8044
R2	0.8087	0.8087	0.8035
R1	0.8052	0.8052	0.8026	0.8069
PP	0.7986	0.7986	0.7986	0.7995
S1	0.7951	0.7951	0.8007	0.7969
S2	0.7886	0.7886	0.7998
S3	0.7785	0.7851	0.7989
S4	0.7685	0.7750	0.7961

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8021	0.7921	0.0101	1.3%	0.0043	0.5%	96%	True	False	68,019
10	0.8021	0.7770	0.0252	3.1%	0.0050	0.6%	98%	True	False	68,303
20	0.8021	0.7752	0.0270	3.4%	0.0059	0.7%	98%	True	False	48,208
40	0.8021	0.7752	0.0270	3.4%	0.0053	0.7%	98%	True	False	24,522
60	0.8025	0.7752	0.0273	3.4%	0.0052	0.7%	97%	False	False	16,441
80	0.8025	0.7719	0.0306	3.8%	0.0049	0.6%	97%	False	False	12,419
100	0.8070	0.7719	0.0352	4.4%	0.0046	0.6%	85%	False	False	9,950
120	0.8114	0.7719	0.0395	4.9%	0.0042	0.5%	75%	False	False	8,300

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8257
2.618	0.8166
1.618	0.8111
1.000	0.8077
0.618	0.8055
HIGH	0.8021
0.618	0.8000
0.500	0.7993
0.382	0.7987
LOW	0.7966
0.618	0.7931
1.000	0.7910
1.618	0.7876
2.618	0.7820
4.250	0.7730

Fisher Pivots for day following 25-Mar-2022
Pivot	1 day	3 day
R1	0.8009	0.8003
PP	0.8001	0.7990
S1	0.7993	0.7977

Download as Excel Spreadsheet

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

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