CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 19-Apr-2022

Day Change Summary
	Previous	Current
	18-Apr-2022	19-Apr-2022	Change	Change %	Previous Week
Open	0.7930	0.7927	-0.0003	0.0%	0.7954
High	0.7932	0.7954	0.0023	0.3%	0.7984
Low	0.7906	0.7904	-0.0002	0.0%	0.7886
Close	0.7924	0.7918	-0.0006	-0.1%	0.7928
Range	0.0026	0.0051	0.0025	94.2%	0.0098
ATR	0.0053	0.0052	0.0000	-0.3%	0.0000
Volume	34,389	52,786	18,397	53.5%	270,218

Daily Pivots for day following 19-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8077	0.8048	0.7945
R3	0.8026	0.7997	0.7931
R2	0.7976	0.7976	0.7927
R1	0.7947	0.7947	0.7922	0.7936
PP	0.7925	0.7925	0.7925	0.7920
S1	0.7896	0.7896	0.7913	0.7885
S2	0.7875	0.7875	0.7908
S3	0.7824	0.7846	0.7904
S4	0.7774	0.7795	0.7890

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%	0.0056	0.7%	32%	False	False	61,247
10	0.8061	0.7886	0.0175	2.2%	0.0052	0.7%	18%	False	False	62,738
20	0.8061	0.7886	0.0175	2.2%	0.0049	0.6%	18%	False	False	68,014
40	0.8061	0.7752	0.0309	3.9%	0.0056	0.7%	54%	False	False	51,386
60	0.8061	0.7752	0.0309	3.9%	0.0053	0.7%	54%	False	False	34,422
80	0.8061	0.7752	0.0309	3.9%	0.0051	0.6%	54%	False	False	25,868
100	0.8061	0.7719	0.0342	4.3%	0.0049	0.6%	58%	False	False	20,766
120	0.8114	0.7719	0.0395	5.0%	0.0046	0.6%	50%	False	False	17,316

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8169
2.618	0.8086
1.618	0.8036
1.000	0.8005
0.618	0.7985
HIGH	0.7954
0.618	0.7935
0.500	0.7929
0.382	0.7923
LOW	0.7904
0.618	0.7872
1.000	0.7853
1.618	0.7822
2.618	0.7771
4.250	0.7689

Fisher Pivots for day following 19-Apr-2022
Pivot	1 day	3 day
R1	0.7929	0.7944
PP	0.7925	0.7935
S1	0.7921	0.7926

Download as Excel Spreadsheet

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

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