CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 20-Apr-2022

Day Change Summary
	Previous	Current
	19-Apr-2022	20-Apr-2022	Change	Change %	Previous Week
Open	0.7927	0.7922	-0.0005	-0.1%	0.7954
High	0.7954	0.8015	0.0061	0.8%	0.7984
Low	0.7904	0.7919	0.0015	0.2%	0.7886
Close	0.7918	0.7994	0.0076	1.0%	0.7928
Range	0.0051	0.0097	0.0046	91.1%	0.0098
ATR	0.0052	0.0056	0.0003	6.1%	0.0000
Volume	52,786	83,024	30,238	57.3%	270,218

Daily Pivots for day following 20-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8265	0.8226	0.8047
R3	0.8169	0.8129	0.8020
R2	0.8072	0.8072	0.8011
R1	0.8033	0.8033	0.8002	0.8053
PP	0.7976	0.7976	0.7976	0.7986
S1	0.7936	0.7936	0.7985	0.7956
S2	0.7879	0.7879	0.7976
S3	0.7783	0.7840	0.7967
S4	0.7686	0.7743	0.7940

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	0.8015	0.7886	0.0129	1.6%	0.0065	0.8%	83%	True	False	65,800
10	0.8015	0.7886	0.0129	1.6%	0.0055	0.7%	83%	True	False	62,674
20	0.8061	0.7886	0.0175	2.2%	0.0052	0.7%	62%	False	False	68,998
40	0.8061	0.7752	0.0309	3.9%	0.0058	0.7%	78%	False	False	53,435
60	0.8061	0.7752	0.0309	3.9%	0.0053	0.7%	78%	False	False	35,801
80	0.8061	0.7752	0.0309	3.9%	0.0051	0.6%	78%	False	False	26,904
100	0.8061	0.7719	0.0342	4.3%	0.0050	0.6%	80%	False	False	21,596
120	0.8096	0.7719	0.0377	4.7%	0.0046	0.6%	73%	False	False	18,007

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 150 trading days

Fibonacci Retracements and Extensions
4.250	0.8425
2.618	0.8268
1.618	0.8171
1.000	0.8112
0.618	0.8075
HIGH	0.8015
0.618	0.7978
0.500	0.7967
0.382	0.7955
LOW	0.7919
0.618	0.7859
1.000	0.7822
1.618	0.7762
2.618	0.7666
4.250	0.7508

Fisher Pivots for day following 20-Apr-2022
Pivot	1 day	3 day
R1	0.7985	0.7982
PP	0.7976	0.7971
S1	0.7967	0.7959

Download as Excel Spreadsheet

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

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