CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 14-Apr-2022

Day Change Summary
	Previous	Current
	13-Apr-2022	14-Apr-2022	Change	Change %	Previous Week
Open	0.7909	0.7958	0.0049	0.6%	0.7985
High	0.7962	0.7984	0.0022	0.3%	0.8061
Low	0.7886	0.7908	0.0022	0.3%	0.7922
Close	0.7954	0.7928	-0.0026	-0.3%	0.7954
Range	0.0076	0.0076	0.0001	0.7%	0.0139
ATR	0.0053	0.0055	0.0002	3.1%	0.0000
Volume	81,724	77,080	-4,644	-5.7%	317,317

Daily Pivots for day following 14-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8168	0.8124	0.7970
R3	0.8092	0.8048	0.7949
R2	0.8016	0.8016	0.7942
R1	0.7972	0.7972	0.7935	0.7956
PP	0.7940	0.7940	0.7940	0.7932
S1	0.7896	0.7896	0.7921	0.7880
S2	0.7864	0.7864	0.7914
S3	0.7788	0.7820	0.7907
S4	0.7712	0.7744	0.7886

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	0.7984	0.7886	0.0098	1.2%	0.0057	0.7%	43%	True	False	64,491
10	0.8061	0.7886	0.0175	2.2%	0.0052	0.7%	24%	False	False	64,802
20	0.8061	0.7886	0.0175	2.2%	0.0049	0.6%	24%	False	False	70,025
40	0.8061	0.7752	0.0309	3.9%	0.0056	0.7%	57%	False	False	49,239
60	0.8061	0.7752	0.0309	3.9%	0.0053	0.7%	57%	False	False	32,977
80	0.8061	0.7725	0.0336	4.2%	0.0050	0.6%	61%	False	False	24,780
100	0.8061	0.7719	0.0342	4.3%	0.0049	0.6%	61%	False	False	19,896
120	0.8114	0.7719	0.0395	5.0%	0.0046	0.6%	53%	False	False	16,590

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 28 trading days

Fibonacci Retracements and Extensions
4.250	0.8307
2.618	0.8182
1.618	0.8106
1.000	0.8060
0.618	0.8030
HIGH	0.7984
0.618	0.7954
0.500	0.7946
0.382	0.7937
LOW	0.7908
0.618	0.7861
1.000	0.7832
1.618	0.7785
2.618	0.7709
4.250	0.7585

Fisher Pivots for day following 14-Apr-2022
Pivot	1 day	3 day
R1	0.7946	0.7935
PP	0.7940	0.7933
S1	0.7934	0.7930

Download as Excel Spreadsheet

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

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