CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 18-Apr-2022

Day Change Summary
	Previous	Current
	14-Apr-2022	18-Apr-2022	Change	Change %	Previous Week
Open	0.7958	0.7930	-0.0028	-0.4%	0.7954
High	0.7984	0.7932	-0.0052	-0.7%	0.7984
Low	0.7908	0.7906	-0.0002	0.0%	0.7886
Close	0.7928	0.7924	-0.0005	-0.1%	0.7928
Range	0.0076	0.0026	-0.0050	-65.8%	0.0098
ATR	0.0055	0.0053	-0.0002	-3.7%	0.0000
Volume	77,080	34,389	-42,691	-55.4%	270,218

Daily Pivots for day following 18-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7998	0.7987	0.7938
R3	0.7972	0.7961	0.7931
R2	0.7946	0.7946	0.7928
R1	0.7935	0.7935	0.7926	0.7928
PP	0.7920	0.7920	0.7920	0.7917
S1	0.7909	0.7909	0.7921	0.7902
S2	0.7894	0.7894	0.7919
S3	0.7868	0.7883	0.7916
S4	0.7842	0.7857	0.7909

Weekly Pivots for week ending 15-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8225	0.8174	0.7982
R3	0.8128	0.8077	0.7955
R2	0.8030	0.8030	0.7946
R1	0.7979	0.7979	0.7937	0.7956
PP	0.7933	0.7933	0.7933	0.7921
S1	0.7882	0.7882	0.7919	0.7858
S2	0.7835	0.7835	0.7910
S3	0.7738	0.7784	0.7901
S4	0.7640	0.7687	0.7874

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%	0.0055	0.7%	38%	False	False	60,921
10	0.8061	0.7886	0.0175	2.2%	0.0051	0.6%	21%	False	False	62,192
20	0.8061	0.7886	0.0175	2.2%	0.0049	0.6%	21%	False	False	68,501
40	0.8061	0.7752	0.0309	3.9%	0.0056	0.7%	56%	False	False	50,089
60	0.8061	0.7752	0.0309	3.9%	0.0053	0.7%	56%	False	False	33,546
80	0.8061	0.7738	0.0323	4.1%	0.0051	0.6%	58%	False	False	25,210
100	0.8061	0.7719	0.0342	4.3%	0.0049	0.6%	60%	False	False	20,239
120	0.8114	0.7719	0.0395	5.0%	0.0046	0.6%	52%	False	False	16,876

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	0.0011
Narrowest range in 40 trading days

Fibonacci Retracements and Extensions
4.250	0.8042
2.618	0.8000
1.618	0.7974
1.000	0.7958
0.618	0.7948
HIGH	0.7932
0.618	0.7922
0.500	0.7919
0.382	0.7915
LOW	0.7906
0.618	0.7889
1.000	0.7880
1.618	0.7863
2.618	0.7837
4.250	0.7795

Fisher Pivots for day following 18-Apr-2022
Pivot	1 day	3 day
R1	0.7922	0.7935
PP	0.7920	0.7931
S1	0.7919	0.7927

Download as Excel Spreadsheet

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

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