CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 31-Mar-2022

Day Change Summary
	Previous	Current
	30-Mar-2022	31-Mar-2022	Change	Change %	Previous Week
Open	0.7996	0.8011	0.0015	0.2%	0.7931
High	0.8044	0.8021	-0.0023	-0.3%	0.8021
Low	0.7993	0.7976	-0.0017	-0.2%	0.7921
Close	0.8013	0.8009	-0.0004	0.0%	0.8017
Range	0.0051	0.0045	-0.0006	-11.8%	0.0101
ATR	0.0055	0.0054	-0.0001	-1.3%	0.0000
Volume	86,665	85,428	-1,237	-1.4%	340,096

Daily Pivots for day following 31-Mar-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8137	0.8118	0.8034
R3	0.8092	0.8073	0.8021
R2	0.8047	0.8047	0.8017
R1	0.8028	0.8028	0.8013	0.8015
PP	0.8002	0.8002	0.8002	0.7996
S1	0.7983	0.7983	0.8005	0.7970
S2	0.7957	0.7957	0.8001
S3	0.7912	0.7938	0.7997
S4	0.7867	0.7893	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%	0.0053	0.7%	67%	False	False	86,088
10	0.8044	0.7907	0.0137	1.7%	0.0046	0.6%	75%	False	False	75,248
20	0.8044	0.7752	0.0292	3.6%	0.0055	0.7%	88%	False	False	64,941
40	0.8044	0.7752	0.0292	3.6%	0.0054	0.7%	88%	False	False	33,184
60	0.8044	0.7752	0.0292	3.6%	0.0052	0.6%	88%	False	False	22,225
80	0.8044	0.7719	0.0325	4.1%	0.0050	0.6%	89%	False	False	16,738
100	0.8055	0.7719	0.0337	4.2%	0.0047	0.6%	86%	False	False	13,424
120	0.8114	0.7719	0.0395	4.9%	0.0043	0.5%	74%	False	False	11,196

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8212
2.618	0.8139
1.618	0.8094
1.000	0.8066
0.618	0.8049
HIGH	0.8021
0.618	0.8004
0.500	0.7999
0.382	0.7993
LOW	0.7976
0.618	0.7948
1.000	0.7931
1.618	0.7903
2.618	0.7858
4.250	0.7785

Fisher Pivots for day following 31-Mar-2022
Pivot	1 day	3 day
R1	0.8006	0.8010
PP	0.8002	0.8010
S1	0.7999	0.8009

Download as Excel Spreadsheet

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

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