CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 28-Mar-2022

Day Change Summary
	Previous	Current
	25-Mar-2022	28-Mar-2022	Change	Change %	Previous Week
Open	0.7982	0.8011	0.0029	0.4%	0.7931
High	0.8021	0.8015	-0.0006	-0.1%	0.8021
Low	0.7966	0.7940	-0.0026	-0.3%	0.7921
Close	0.8017	0.7985	-0.0032	-0.4%	0.8017
Range	0.0056	0.0076	0.0020	36.0%	0.0101
ATR	0.0055	0.0056	0.0002	2.9%	0.0000
Volume	82,923	86,863	3,940	4.8%	340,096

Daily Pivots for day following 28-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8206	0.8171	0.8026
R3	0.8131	0.8095	0.8005
R2	0.8055	0.8055	0.7998
R1	0.8020	0.8020	0.7991	0.8000
PP	0.7980	0.7980	0.7980	0.7970
S1	0.7944	0.7944	0.7978	0.7924
S2	0.7904	0.7904	0.7971
S3	0.7829	0.7869	0.7964
S4	0.7753	0.7793	0.7943

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%	0.0051	0.6%	64%	False	False	72,886
10	0.8021	0.7770	0.0252	3.1%	0.0051	0.6%	85%	False	False	70,606
20	0.8021	0.7752	0.0270	3.4%	0.0058	0.7%	86%	False	False	52,424
40	0.8021	0.7752	0.0270	3.4%	0.0054	0.7%	86%	False	False	26,681
60	0.8025	0.7752	0.0273	3.4%	0.0053	0.7%	85%	False	False	17,887
80	0.8025	0.7719	0.0306	3.8%	0.0049	0.6%	87%	False	False	13,502
100	0.8057	0.7719	0.0339	4.2%	0.0046	0.6%	79%	False	False	10,818
120	0.8114	0.7719	0.0395	4.9%	0.0042	0.5%	67%	False	False	9,024

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	0.0014
Widest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.8336
2.618	0.8213
1.618	0.8137
1.000	0.8091
0.618	0.8062
HIGH	0.8015
0.618	0.7986
0.500	0.7977
0.382	0.7968
LOW	0.7940
0.618	0.7893
1.000	0.7864
1.618	0.7817
2.618	0.7742
4.250	0.7619

Fisher Pivots for day following 28-Mar-2022
Pivot	1 day	3 day
R1	0.7982	0.7983
PP	0.7980	0.7982
S1	0.7977	0.7980

Download as Excel Spreadsheet

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

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