CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 13-Apr-2022

Day Change Summary
	Previous	Current
	12-Apr-2022	13-Apr-2022	Change	Change %	Previous Week
Open	0.7915	0.7909	-0.0006	-0.1%	0.7985
High	0.7946	0.7962	0.0016	0.2%	0.8061
Low	0.7896	0.7886	-0.0010	-0.1%	0.7922
Close	0.7913	0.7954	0.0041	0.5%	0.7954
Range	0.0051	0.0076	0.0025	49.5%	0.0139
ATR	0.0051	0.0053	0.0002	3.4%	0.0000
Volume	60,259	81,724	21,465	35.6%	317,317

Daily Pivots for day following 13-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8160	0.8132	0.7995
R3	0.8085	0.8057	0.7974
R2	0.8009	0.8009	0.7967
R1	0.7981	0.7981	0.7960	0.7995
PP	0.7934	0.7934	0.7934	0.7941
S1	0.7906	0.7906	0.7947	0.7920
S2	0.7858	0.7858	0.7940
S3	0.7783	0.7830	0.7933
S4	0.7707	0.7755	0.7912

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	0.7973	0.7886	0.0087	1.1%	0.0051	0.6%	78%	False	True	62,440
10	0.8061	0.7886	0.0175	2.2%	0.0049	0.6%	39%	False	True	65,636
20	0.8061	0.7875	0.0186	2.3%	0.0048	0.6%	42%	False	False	70,194
40	0.8061	0.7752	0.0309	3.9%	0.0055	0.7%	65%	False	False	47,330
60	0.8061	0.7752	0.0309	3.9%	0.0053	0.7%	65%	False	False	31,699
80	0.8061	0.7719	0.0342	4.3%	0.0050	0.6%	69%	False	False	23,818
100	0.8061	0.7719	0.0342	4.3%	0.0049	0.6%	69%	False	False	19,126
120	0.8114	0.7719	0.0395	5.0%	0.0045	0.6%	59%	False	False	15,948

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	0.8282
2.618	0.8159
1.618	0.8084
1.000	0.8037
0.618	0.8008
HIGH	0.7962
0.618	0.7933
0.500	0.7924
0.382	0.7915
LOW	0.7886
0.618	0.7839
1.000	0.7811
1.618	0.7764
2.618	0.7688
4.250	0.7565

Fisher Pivots for day following 13-Apr-2022
Pivot	1 day	3 day
R1	0.7944	0.7944
PP	0.7934	0.7934
S1	0.7924	0.7924

Download as Excel Spreadsheet

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

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