CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 12-Apr-2022

Day Change Summary
	Previous	Current
	11-Apr-2022	12-Apr-2022	Change	Change %	Previous Week
Open	0.7954	0.7915	-0.0039	-0.5%	0.7985
High	0.7956	0.7946	-0.0010	-0.1%	0.8061
Low	0.7908	0.7896	-0.0013	-0.2%	0.7922
Close	0.7921	0.7913	-0.0008	-0.1%	0.7954
Range	0.0048	0.0051	0.0003	6.3%	0.0139
ATR	0.0051	0.0051	0.0000	-0.1%	0.0000
Volume	51,155	60,259	9,104	17.8%	317,317

Daily Pivots for day following 12-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8070	0.8042	0.7940
R3	0.8019	0.7991	0.7926
R2	0.7969	0.7969	0.7922
R1	0.7941	0.7941	0.7917	0.7929
PP	0.7918	0.7918	0.7918	0.7912
S1	0.7890	0.7890	0.7908	0.7879
S2	0.7868	0.7868	0.7903
S3	0.7817	0.7840	0.7899
S4	0.7767	0.7789	0.7885

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	0.8011	0.7896	0.0115	1.5%	0.0046	0.6%	15%	False	True	59,548
10	0.8061	0.7896	0.0165	2.1%	0.0046	0.6%	10%	False	True	66,131
20	0.8061	0.7826	0.0235	3.0%	0.0047	0.6%	37%	False	False	69,927
40	0.8061	0.7752	0.0309	3.9%	0.0054	0.7%	52%	False	False	45,330
60	0.8061	0.7752	0.0309	3.9%	0.0052	0.7%	52%	False	False	30,349
80	0.8061	0.7719	0.0342	4.3%	0.0050	0.6%	57%	False	False	22,798
100	0.8061	0.7719	0.0342	4.3%	0.0048	0.6%	57%	False	False	18,310
120	0.8114	0.7719	0.0395	5.0%	0.0045	0.6%	49%	False	False	15,267

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8161
2.618	0.8078
1.618	0.8028
1.000	0.7997
0.618	0.7977
HIGH	0.7946
0.618	0.7927
0.500	0.7921
0.382	0.7915
LOW	0.7896
0.618	0.7864
1.000	0.7845
1.618	0.7814
2.618	0.7763
4.250	0.7681

Fisher Pivots for day following 12-Apr-2022
Pivot	1 day	3 day
R1	0.7921	0.7926
PP	0.7918	0.7921
S1	0.7915	0.7917

Download as Excel Spreadsheet

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

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