CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 11-Apr-2022

Day Change Summary
	Previous	Current
	08-Apr-2022	11-Apr-2022	Change	Change %	Previous Week
Open	0.7943	0.7954	0.0011	0.1%	0.7985
High	0.7956	0.7956	-0.0001	0.0%	0.8061
Low	0.7922	0.7908	-0.0014	-0.2%	0.7922
Close	0.7954	0.7921	-0.0033	-0.4%	0.7954
Range	0.0034	0.0048	0.0014	39.7%	0.0139
ATR	0.0052	0.0051	0.0000	-0.6%	0.0000
Volume	52,240	51,155	-1,085	-2.1%	317,317

Daily Pivots for day following 11-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8071	0.8043	0.7947
R3	0.8023	0.7996	0.7934
R2	0.7976	0.7976	0.7929
R1	0.7948	0.7948	0.7925	0.7938
PP	0.7928	0.7928	0.7928	0.7923
S1	0.7901	0.7901	0.7916	0.7891
S2	0.7881	0.7881	0.7912
S3	0.7833	0.7853	0.7907
S4	0.7786	0.7806	0.7894

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	0.7908	0.0153	1.9%	0.0048	0.6%	8%	False	True	64,228
10	0.8061	0.7908	0.0153	1.9%	0.0045	0.6%	8%	False	True	68,961
20	0.8061	0.7770	0.0291	3.7%	0.0048	0.6%	52%	False	False	69,784
40	0.8061	0.7752	0.0309	3.9%	0.0054	0.7%	55%	False	False	43,829
60	0.8061	0.7752	0.0309	3.9%	0.0052	0.7%	55%	False	False	29,348
80	0.8061	0.7719	0.0342	4.3%	0.0050	0.6%	59%	False	False	22,046
100	0.8061	0.7719	0.0342	4.3%	0.0048	0.6%	59%	False	False	17,708
120	0.8114	0.7719	0.0395	5.0%	0.0045	0.6%	51%	False	False	14,765

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8157
2.618	0.8080
1.618	0.8032
1.000	0.8003
0.618	0.7985
HIGH	0.7956
0.618	0.7937
0.500	0.7932
0.382	0.7926
LOW	0.7908
0.618	0.7879
1.000	0.7861
1.618	0.7831
2.618	0.7784
4.250	0.7706

Fisher Pivots for day following 11-Apr-2022
Pivot	1 day	3 day
R1	0.7932	0.7941
PP	0.7928	0.7934
S1	0.7924	0.7927

Download as Excel Spreadsheet

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

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