CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 05-Apr-2022

Day Change Summary
	Previous	Current
	04-Apr-2022	05-Apr-2022	Change	Change %	Previous Week
Open	0.7985	0.8005	0.0020	0.3%	0.8011
High	0.8018	0.8061	0.0043	0.5%	0.8044
Low	0.7980	0.7999	0.0019	0.2%	0.7940
Close	0.8007	0.8016	0.0009	0.1%	0.7991
Range	0.0039	0.0062	0.0024	61.0%	0.0104
ATR	0.0052	0.0052	0.0001	1.4%	0.0000
Volume	47,328	83,659	36,331	76.8%	408,003

Daily Pivots for day following 05-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8211	0.8175	0.8050
R3	0.8149	0.8113	0.8033
R2	0.8087	0.8087	0.8027
R1	0.8051	0.8051	0.8021	0.8069
PP	0.8025	0.8025	0.8025	0.8034
S1	0.7989	0.7989	0.8010	0.8007
S2	0.7963	0.7963	0.8004
S3	0.7901	0.7927	0.7998
S4	0.7839	0.7865	0.7981

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	0.8061	0.7973	0.0088	1.1%	0.0047	0.6%	49%	True	False	72,713
10	0.8061	0.7932	0.0129	1.6%	0.0049	0.6%	65%	True	False	75,321
20	0.8061	0.7757	0.0304	3.8%	0.0051	0.6%	85%	True	False	72,443
40	0.8061	0.7752	0.0309	3.9%	0.0053	0.7%	85%	True	False	37,942
60	0.8061	0.7752	0.0309	3.9%	0.0052	0.6%	85%	True	False	25,396
80	0.8061	0.7719	0.0342	4.3%	0.0049	0.6%	87%	True	False	19,092
100	0.8061	0.7719	0.0342	4.3%	0.0047	0.6%	87%	True	False	15,338
120	0.8114	0.7719	0.0395	4.9%	0.0044	0.5%	75%	False	False	12,791

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8324
2.618	0.8223
1.618	0.8161
1.000	0.8123
0.618	0.8099
HIGH	0.8061
0.618	0.8037
0.500	0.8030
0.382	0.8022
LOW	0.7999
0.618	0.7960
1.000	0.7937
1.618	0.7898
2.618	0.7836
4.250	0.7735

Fisher Pivots for day following 05-Apr-2022
Pivot	1 day	3 day
R1	0.8030	0.8017
PP	0.8025	0.8016
S1	0.8020	0.8016

Download as Excel Spreadsheet

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

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