CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 08-Apr-2022

Day Change Summary
	Previous	Current
	07-Apr-2022	08-Apr-2022	Change	Change %	Previous Week
Open	0.7969	0.7943	-0.0027	-0.3%	0.7985
High	0.7973	0.7956	-0.0017	-0.2%	0.8061
Low	0.7927	0.7922	-0.0005	-0.1%	0.7922
Close	0.7949	0.7954	0.0005	0.1%	0.7954
Range	0.0047	0.0034	-0.0013	-26.9%	0.0139
ATR	0.0053	0.0052	-0.0001	-2.6%	0.0000
Volume	66,822	52,240	-14,582	-21.8%	317,317

Daily Pivots for day following 08-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8046	0.8034	0.7972
R3	0.8012	0.8000	0.7963
R2	0.7978	0.7978	0.7960
R1	0.7966	0.7966	0.7957	0.7972
PP	0.7944	0.7944	0.7944	0.7947
S1	0.7932	0.7932	0.7950	0.7938
S2	0.7910	0.7910	0.7947
S3	0.7876	0.7898	0.7944
S4	0.7842	0.7864	0.7935

Weekly Pivots for week ending 08-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8394	0.8312	0.8030
R3	0.8256	0.8174	0.7992
R2	0.8117	0.8117	0.7979
R1	0.8035	0.8035	0.7966	0.8007
PP	0.7979	0.7979	0.7979	0.7965
S1	0.7897	0.7897	0.7941	0.7869
S2	0.7840	0.7840	0.7928
S3	0.7702	0.7758	0.7915
S4	0.7563	0.7620	0.7877

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8061	0.7922	0.0139	1.7%	0.0046	0.6%	23%	False	True	63,463
10	0.8061	0.7922	0.0139	1.7%	0.0048	0.6%	23%	False	True	72,532
20	0.8061	0.7770	0.0291	3.7%	0.0049	0.6%	63%	False	False	70,417
40	0.8061	0.7752	0.0309	3.9%	0.0054	0.7%	65%	False	False	42,557
60	0.8061	0.7752	0.0309	3.9%	0.0052	0.7%	65%	False	False	28,497
80	0.8061	0.7719	0.0342	4.3%	0.0050	0.6%	69%	False	False	21,410
100	0.8061	0.7719	0.0342	4.3%	0.0048	0.6%	69%	False	False	17,197
120	0.8114	0.7719	0.0395	5.0%	0.0044	0.6%	59%	False	False	14,339

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 35 trading days

Fibonacci Retracements and Extensions
4.250	0.8101
2.618	0.8045
1.618	0.8011
1.000	0.7990
0.618	0.7977
HIGH	0.7956
0.618	0.7943
0.500	0.7939
0.382	0.7935
LOW	0.7922
0.618	0.7901
1.000	0.7888
1.618	0.7867
2.618	0.7833
4.250	0.7778

Fisher Pivots for day following 08-Apr-2022
Pivot	1 day	3 day
R1	0.7949	0.7966
PP	0.7944	0.7962
S1	0.7939	0.7958

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

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