CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 29-Mar-2022

Day Change Summary
	Previous	Current
	28-Mar-2022	29-Mar-2022	Change	Change %	Previous Week
Open	0.8011	0.7986	-0.0025	-0.3%	0.7931
High	0.8015	0.8017	0.0002	0.0%	0.8021
Low	0.7940	0.7979	0.0039	0.5%	0.7921
Close	0.7985	0.8002	0.0017	0.2%	0.8017
Range	0.0076	0.0039	-0.0037	-49.0%	0.0101
ATR	0.0056	0.0055	-0.0001	-2.2%	0.0000
Volume	86,863	88,561	1,698	2.0%	340,096

Daily Pivots for day following 29-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8115	0.8097	0.8023
R3	0.8076	0.8058	0.8012
R2	0.8038	0.8038	0.8009
R1	0.8020	0.8020	0.8005	0.8029
PP	0.7999	0.7999	0.7999	0.8004
S1	0.7981	0.7981	0.7998	0.7990
S2	0.7961	0.7961	0.7994
S3	0.7922	0.7943	0.7991
S4	0.7884	0.7904	0.7980

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	0.7932	0.0089	1.1%	0.0052	0.6%	78%	False	False	77,929
10	0.8021	0.7826	0.0195	2.4%	0.0048	0.6%	90%	False	False	73,724
20	0.8021	0.7752	0.0270	3.4%	0.0057	0.7%	93%	False	False	56,724
40	0.8021	0.7752	0.0270	3.4%	0.0053	0.7%	93%	False	False	28,891
60	0.8025	0.7752	0.0273	3.4%	0.0052	0.7%	92%	False	False	19,360
80	0.8025	0.7719	0.0306	3.8%	0.0050	0.6%	92%	False	False	14,598
100	0.8055	0.7719	0.0337	4.2%	0.0047	0.6%	84%	False	False	11,704
120	0.8114	0.7719	0.0395	4.9%	0.0043	0.5%	72%	False	False	9,762

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
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	0.0012
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8181
2.618	0.8118
1.618	0.8079
1.000	0.8056
0.618	0.8041
HIGH	0.8017
0.618	0.8002
0.500	0.7998
0.382	0.7993
LOW	0.7979
0.618	0.7955
1.000	0.7940
1.618	0.7916
2.618	0.7878
4.250	0.7815

Fisher Pivots for day following 29-Mar-2022
Pivot	1 day	3 day
R1	0.8000	0.7994
PP	0.7999	0.7987
S1	0.7998	0.7980

Download as Excel Spreadsheet

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

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