CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 21-Apr-2022

Day Change Summary
	Previous	Current
	20-Apr-2022	21-Apr-2022	Change	Change %	Previous Week
Open	0.7922	0.8000	0.0078	1.0%	0.7954
High	0.8015	0.8024	0.0009	0.1%	0.7984
Low	0.7919	0.7939	0.0021	0.3%	0.7886
Close	0.7994	0.7947	-0.0047	-0.6%	0.7928
Range	0.0097	0.0085	-0.0012	-11.9%	0.0098
ATR	0.0056	0.0058	0.0002	3.8%	0.0000
Volume	83,024	80,317	-2,707	-3.3%	270,218

Daily Pivots for day following 21-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8225	0.8171	0.7994
R3	0.8140	0.8086	0.7970
R2	0.8055	0.8055	0.7963
R1	0.8001	0.8001	0.7955	0.7986
PP	0.7970	0.7970	0.7970	0.7962
S1	0.7916	0.7916	0.7939	0.7901
S2	0.7885	0.7885	0.7931
S3	0.7800	0.7831	0.7924
S4	0.7715	0.7746	0.7900

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	0.8024	0.7904	0.0121	1.5%	0.0067	0.8%	36%	True	False	65,519
10	0.8024	0.7886	0.0138	1.7%	0.0059	0.7%	44%	True	False	63,979
20	0.8061	0.7886	0.0175	2.2%	0.0055	0.7%	35%	False	False	70,036
40	0.8061	0.7752	0.0309	3.9%	0.0058	0.7%	63%	False	False	55,384
60	0.8061	0.7752	0.0309	3.9%	0.0054	0.7%	63%	False	False	37,135
80	0.8061	0.7752	0.0309	3.9%	0.0052	0.7%	63%	False	False	27,907
100	0.8061	0.7719	0.0342	4.3%	0.0050	0.6%	67%	False	False	22,399
120	0.8084	0.7719	0.0365	4.6%	0.0047	0.6%	63%	False	False	18,676

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0014
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8385
2.618	0.8247
1.618	0.8162
1.000	0.8109
0.618	0.8077
HIGH	0.8024
0.618	0.7992
0.500	0.7982
0.382	0.7971
LOW	0.7939
0.618	0.7886
1.000	0.7854
1.618	0.7801
2.618	0.7716
4.250	0.7578

Fisher Pivots for day following 21-Apr-2022
Pivot	1 day	3 day
R1	0.7982	0.7964
PP	0.7970	0.7958
S1	0.7959	0.7953

Download as Excel Spreadsheet

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

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