CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 26-Apr-2022

Day Change Summary
	Previous	Current
	25-Apr-2022	26-Apr-2022	Change	Change %	Previous Week
Open	0.7864	0.7851	-0.0013	-0.2%	0.7930
High	0.7868	0.7881	0.0014	0.2%	0.8024
Low	0.7824	0.7793	-0.0031	-0.4%	0.7855
Close	0.7854	0.7811	-0.0043	-0.5%	0.7858
Range	0.0044	0.0089	0.0045	101.1%	0.0170
ATR	0.0060	0.0062	0.0002	3.5%	0.0000
Volume	103,701	80,249	-23,452	-22.6%	351,650

Daily Pivots for day following 26-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8094	0.8041	0.7859
R3	0.8005	0.7952	0.7835
R2	0.7917	0.7917	0.7827
R1	0.7864	0.7864	0.7819	0.7846
PP	0.7828	0.7828	0.7828	0.7819
S1	0.7775	0.7775	0.7802	0.7757
S2	0.7740	0.7740	0.7794
S3	0.7651	0.7687	0.7786
S4	0.7563	0.7598	0.7762

Weekly Pivots for week ending 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8421	0.8309	0.7951
R3	0.8251	0.8139	0.7905
R2	0.8082	0.8082	0.7889
R1	0.7970	0.7970	0.7874	0.7941
PP	0.7912	0.7912	0.7912	0.7898
S1	0.7800	0.7800	0.7842	0.7772
S2	0.7743	0.7743	0.7827
S3	0.7573	0.7631	0.7811
S4	0.7404	0.7461	0.7765

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8024	0.7793	0.0232	3.0%	0.0083	1.1%	8%	False	True	89,685
10	0.8024	0.7793	0.0232	3.0%	0.0069	0.9%	8%	False	True	75,466
20	0.8061	0.7793	0.0268	3.4%	0.0057	0.7%	7%	False	True	72,213
40	0.8061	0.7752	0.0309	4.0%	0.0058	0.7%	19%	False	False	62,319
60	0.8061	0.7752	0.0309	4.0%	0.0055	0.7%	19%	False	False	41,859
80	0.8061	0.7752	0.0309	4.0%	0.0054	0.7%	19%	False	False	31,469
100	0.8061	0.7719	0.0342	4.4%	0.0051	0.7%	27%	False	False	25,244
120	0.8061	0.7719	0.0342	4.4%	0.0048	0.6%	27%	False	False	21,051

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	0.0016
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8257
2.618	0.8113
1.618	0.8024
1.000	0.7970
0.618	0.7936
HIGH	0.7881
0.618	0.7847
0.500	0.7837
0.382	0.7826
LOW	0.7793
0.618	0.7738
1.000	0.7704
1.618	0.7649
2.618	0.7561
4.250	0.7416

Fisher Pivots for day following 26-Apr-2022
Pivot	1 day	3 day
R1	0.7837	0.7873
PP	0.7828	0.7852
S1	0.7819	0.7831

Download as Excel Spreadsheet

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

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