CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 07-Apr-2022

Day Change Summary
	Previous	Current
	06-Apr-2022	07-Apr-2022	Change	Change %	Previous Week
Open	0.8003	0.7969	-0.0034	-0.4%	0.8011
High	0.8011	0.7973	-0.0038	-0.5%	0.8044
Low	0.7960	0.7927	-0.0033	-0.4%	0.7940
Close	0.7983	0.7949	-0.0034	-0.4%	0.7991
Range	0.0051	0.0047	-0.0005	-8.8%	0.0104
ATR	0.0053	0.0053	0.0000	0.4%	0.0000
Volume	67,268	66,822	-446	-0.7%	408,003

Daily Pivots for day following 07-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8089	0.8065	0.7974
R3	0.8042	0.8019	0.7961
R2	0.7996	0.7996	0.7957
R1	0.7972	0.7972	0.7953	0.7961
PP	0.7949	0.7949	0.7949	0.7944
S1	0.7926	0.7926	0.7944	0.7914
S2	0.7903	0.7903	0.7940
S3	0.7856	0.7879	0.7936
S4	0.7810	0.7833	0.7923

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	0.7927	0.0134	1.7%	0.0047	0.6%	16%	False	True	65,112
10	0.8061	0.7927	0.0134	1.7%	0.0050	0.6%	16%	False	True	75,600
20	0.8061	0.7770	0.0291	3.7%	0.0050	0.6%	62%	False	False	72,451
40	0.8061	0.7752	0.0309	3.9%	0.0054	0.7%	64%	False	False	41,274
60	0.8061	0.7752	0.0309	3.9%	0.0052	0.7%	64%	False	False	27,628
80	0.8061	0.7719	0.0342	4.3%	0.0050	0.6%	67%	False	False	20,758
100	0.8061	0.7719	0.0342	4.3%	0.0048	0.6%	67%	False	False	16,677
120	0.8114	0.7719	0.0395	5.0%	0.0044	0.6%	58%	False	False	13,904

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	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8171
2.618	0.8095
1.618	0.8048
1.000	0.8020
0.618	0.8002
HIGH	0.7973
0.618	0.7955
0.500	0.7950
0.382	0.7944
LOW	0.7927
0.618	0.7898
1.000	0.7880
1.618	0.7851
2.618	0.7805
4.250	0.7729

Fisher Pivots for day following 07-Apr-2022
Pivot	1 day	3 day
R1	0.7950	0.7994
PP	0.7949	0.7979
S1	0.7949	0.7964

Download as Excel Spreadsheet

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

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