CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 27-Apr-2022

Day Change Summary
	Previous	Current
	26-Apr-2022	27-Apr-2022	Change	Change %	Previous Week
Open	0.7851	0.7796	-0.0055	-0.7%	0.7930
High	0.7881	0.7824	-0.0058	-0.7%	0.8024
Low	0.7793	0.7777	-0.0016	-0.2%	0.7855
Close	0.7811	0.7791	-0.0020	-0.3%	0.7858
Range	0.0089	0.0047	-0.0042	-47.5%	0.0170
ATR	0.0062	0.0061	-0.0001	-1.8%	0.0000
Volume	80,249	90,756	10,507	13.1%	351,650

Daily Pivots for day following 27-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7937	0.7910	0.7816
R3	0.7890	0.7864	0.7803
R2	0.7844	0.7844	0.7799
R1	0.7817	0.7817	0.7795	0.7807
PP	0.7797	0.7797	0.7797	0.7792
S1	0.7771	0.7771	0.7786	0.7761
S2	0.7751	0.7751	0.7782
S3	0.7704	0.7724	0.7778
S4	0.7658	0.7678	0.7765

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	0.7777	0.0247	3.2%	0.0073	0.9%	5%	False	True	91,231
10	0.8024	0.7777	0.0247	3.2%	0.0069	0.9%	5%	False	True	78,516
20	0.8061	0.7777	0.0284	3.6%	0.0058	0.7%	5%	False	True	72,323
40	0.8061	0.7752	0.0309	4.0%	0.0057	0.7%	13%	False	False	64,524
60	0.8061	0.7752	0.0309	4.0%	0.0055	0.7%	13%	False	False	43,368
80	0.8061	0.7752	0.0309	4.0%	0.0054	0.7%	13%	False	False	32,601
100	0.8061	0.7719	0.0342	4.4%	0.0051	0.7%	21%	False	False	26,143
120	0.8061	0.7719	0.0342	4.4%	0.0048	0.6%	21%	False	False	21,807

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	0.0016
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8021
2.618	0.7945
1.618	0.7899
1.000	0.7870
0.618	0.7852
HIGH	0.7824
0.618	0.7806
0.500	0.7800
0.382	0.7795
LOW	0.7777
0.618	0.7748
1.000	0.7731
1.618	0.7702
2.618	0.7655
4.250	0.7579

Fisher Pivots for day following 27-Apr-2022
Pivot	1 day	3 day
R1	0.7800	0.7829
PP	0.7797	0.7816
S1	0.7794	0.7803

Download as Excel Spreadsheet

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

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