CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 04-Apr-2022

Day Change Summary
	Previous	Current
	01-Apr-2022	04-Apr-2022	Change	Change %	Previous Week
Open	0.7993	0.7985	-0.0008	-0.1%	0.8011
High	0.8011	0.8018	0.0008	0.1%	0.8044
Low	0.7973	0.7980	0.0007	0.1%	0.7940
Close	0.7991	0.8007	0.0017	0.2%	0.7991
Range	0.0038	0.0039	0.0001	1.3%	0.0104
ATR	0.0053	0.0052	-0.0001	-1.9%	0.0000
Volume	60,486	47,328	-13,158	-21.8%	408,003

Daily Pivots for day following 04-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8117	0.8101	0.8028
R3	0.8079	0.8062	0.8018
R2	0.8040	0.8040	0.8014
R1	0.8024	0.8024	0.8011	0.8032
PP	0.8002	0.8002	0.8002	0.8006
S1	0.7985	0.7985	0.8003	0.7993
S2	0.7963	0.7963	0.8000
S3	0.7925	0.7947	0.7996
S4	0.7886	0.7908	0.7986

Weekly Pivots for week ending 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8303	0.8251	0.8048
R3	0.8199	0.8147	0.8019
R2	0.8095	0.8095	0.8010
R1	0.8043	0.8043	0.8000	0.8017
PP	0.7991	0.7991	0.7991	0.7978
S1	0.7939	0.7939	0.7981	0.7913
S2	0.7887	0.7887	0.7971
S3	0.7783	0.7835	0.7962
S4	0.7679	0.7731	0.7933

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8044	0.7973	0.0071	0.9%	0.0042	0.5%	49%	False	False	73,693
10	0.8044	0.7921	0.0123	1.5%	0.0047	0.6%	70%	False	False	73,290
20	0.8044	0.7752	0.0292	3.6%	0.0051	0.6%	88%	False	False	69,419
40	0.8044	0.7752	0.0292	3.6%	0.0053	0.7%	88%	False	False	35,868
60	0.8044	0.7752	0.0292	3.6%	0.0052	0.6%	88%	False	False	24,018
80	0.8044	0.7719	0.0325	4.1%	0.0049	0.6%	89%	False	False	18,056
100	0.8055	0.7719	0.0337	4.2%	0.0048	0.6%	86%	False	False	14,501
120	0.8114	0.7719	0.0395	4.9%	0.0043	0.5%	73%	False	False	12,094

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8182
2.618	0.8119
1.618	0.8080
1.000	0.8057
0.618	0.8042
HIGH	0.8018
0.618	0.8003
0.500	0.7999
0.382	0.7994
LOW	0.7980
0.618	0.7956
1.000	0.7941
1.618	0.7917
2.618	0.7879
4.250	0.7816

Fisher Pivots for day following 04-Apr-2022
Pivot	1 day	3 day
R1	0.8004	0.8004
PP	0.8002	0.8000
S1	0.7999	0.7997

Download as Excel Spreadsheet

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

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