CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 06-Apr-2022

Day Change Summary
	Previous	Current
	05-Apr-2022	06-Apr-2022	Change	Change %	Previous Week
Open	0.8005	0.8003	-0.0002	0.0%	0.8011
High	0.8061	0.8011	-0.0050	-0.6%	0.8044
Low	0.7999	0.7960	-0.0039	-0.5%	0.7940
Close	0.8016	0.7983	-0.0033	-0.4%	0.7991
Range	0.0062	0.0051	-0.0011	-17.7%	0.0104
ATR	0.0052	0.0053	0.0000	0.5%	0.0000
Volume	83,659	67,268	-16,391	-19.6%	408,003

Daily Pivots for day following 06-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8137	0.8111	0.8011
R3	0.8086	0.8060	0.7997
R2	0.8035	0.8035	0.7992
R1	0.8009	0.8009	0.7987	0.7997
PP	0.7984	0.7984	0.7984	0.7978
S1	0.7958	0.7958	0.7978	0.7946
S2	0.7933	0.7933	0.7973
S3	0.7882	0.7907	0.7968
S4	0.7831	0.7856	0.7954

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	0.7960	0.0101	1.3%	0.0047	0.6%	23%	False	True	68,833
10	0.8061	0.7940	0.0121	1.5%	0.0050	0.6%	36%	False	False	76,094
20	0.8061	0.7770	0.0291	3.6%	0.0051	0.6%	73%	False	False	73,034
40	0.8061	0.7752	0.0309	3.9%	0.0054	0.7%	75%	False	False	39,618
60	0.8061	0.7752	0.0309	3.9%	0.0052	0.7%	75%	False	False	26,516
80	0.8061	0.7719	0.0342	4.3%	0.0050	0.6%	77%	False	False	19,928
100	0.8061	0.7719	0.0342	4.3%	0.0048	0.6%	77%	False	False	16,010
120	0.8114	0.7719	0.0395	4.9%	0.0044	0.5%	67%	False	False	13,351

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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8227
2.618	0.8144
1.618	0.8093
1.000	0.8062
0.618	0.8042
HIGH	0.8011
0.618	0.7991
0.500	0.7985
0.382	0.7979
LOW	0.7960
0.618	0.7928
1.000	0.7909
1.618	0.7877
2.618	0.7826
4.250	0.7743

Fisher Pivots for day following 06-Apr-2022
Pivot	1 day	3 day
R1	0.7985	0.8010
PP	0.7984	0.8001
S1	0.7983	0.7992

Download as Excel Spreadsheet

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

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