CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 30-Mar-2022

Day Change Summary
	Previous	Current
	29-Mar-2022	30-Mar-2022	Change	Change %	Previous Week
Open	0.7986	0.7996	0.0010	0.1%	0.7931
High	0.8017	0.8044	0.0027	0.3%	0.8021
Low	0.7979	0.7993	0.0014	0.2%	0.7921
Close	0.8002	0.8013	0.0011	0.1%	0.8017
Range	0.0039	0.0051	0.0013	32.5%	0.0101
ATR	0.0055	0.0055	0.0000	-0.5%	0.0000
Volume	88,561	86,665	-1,896	-2.1%	340,096

Daily Pivots for day following 30-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8169	0.8142	0.8041
R3	0.8118	0.8091	0.8027
R2	0.8067	0.8067	0.8022
R1	0.8040	0.8040	0.8017	0.8054
PP	0.8016	0.8016	0.8016	0.8023
S1	0.7989	0.7989	0.8008	0.8003
S2	0.7965	0.7965	0.8003
S3	0.7914	0.7938	0.7998
S4	0.7863	0.7887	0.7984

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	0.8044	0.7940	0.0104	1.3%	0.0054	0.7%	70%	True	False	83,354
10	0.8044	0.7875	0.0169	2.1%	0.0047	0.6%	82%	True	False	74,752
20	0.8044	0.7752	0.0292	3.6%	0.0056	0.7%	89%	True	False	60,864
40	0.8044	0.7752	0.0292	3.6%	0.0053	0.7%	89%	True	False	31,053
60	0.8044	0.7752	0.0292	3.6%	0.0052	0.6%	89%	True	False	20,804
80	0.8044	0.7719	0.0325	4.1%	0.0049	0.6%	90%	True	False	15,674
100	0.8055	0.7719	0.0337	4.2%	0.0047	0.6%	87%	False	False	12,570
120	0.8114	0.7719	0.0395	4.9%	0.0043	0.5%	74%	False	False	10,484

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8260
2.618	0.8177
1.618	0.8126
1.000	0.8095
0.618	0.8075
HIGH	0.8044
0.618	0.8024
0.500	0.8018
0.382	0.8012
LOW	0.7993
0.618	0.7961
1.000	0.7942
1.618	0.7910
2.618	0.7859
4.250	0.7776

Fisher Pivots for day following 30-Mar-2022
Pivot	1 day	3 day
R1	0.8018	0.8006
PP	0.8016	0.7999
S1	0.8014	0.7992

Download as Excel Spreadsheet

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

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