CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 28-Apr-2022

Day Change Summary
	Previous	Current
	27-Apr-2022	28-Apr-2022	Change	Change %	Previous Week
Open	0.7796	0.7800	0.0005	0.1%	0.7930
High	0.7824	0.7816	-0.0008	-0.1%	0.8024
Low	0.7777	0.7762	-0.0016	-0.2%	0.7855
Close	0.7791	0.7807	0.0016	0.2%	0.7858
Range	0.0047	0.0054	0.0008	16.1%	0.0170
ATR	0.0061	0.0060	0.0000	-0.8%	0.0000
Volume	90,756	86,149	-4,607	-5.1%	351,650

Daily Pivots for day following 28-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7957	0.7936	0.7836
R3	0.7903	0.7882	0.7821
R2	0.7849	0.7849	0.7816
R1	0.7828	0.7828	0.7811	0.7838
PP	0.7795	0.7795	0.7795	0.7800
S1	0.7774	0.7774	0.7802	0.7784
S2	0.7741	0.7741	0.7797
S3	0.7687	0.7720	0.7792
S4	0.7633	0.7666	0.7777

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	0.7954	0.7762	0.0193	2.5%	0.0067	0.9%	23%	False	True	92,397
10	0.8024	0.7762	0.0263	3.4%	0.0067	0.9%	17%	False	True	78,958
20	0.8061	0.7762	0.0299	3.8%	0.0058	0.7%	15%	False	True	72,297
40	0.8061	0.7752	0.0309	4.0%	0.0057	0.7%	18%	False	False	66,581
60	0.8061	0.7752	0.0309	4.0%	0.0055	0.7%	18%	False	False	44,801
80	0.8061	0.7752	0.0309	4.0%	0.0053	0.7%	18%	False	False	33,677
100	0.8061	0.7719	0.0342	4.4%	0.0051	0.7%	26%	False	False	26,999
120	0.8061	0.7719	0.0342	4.4%	0.0049	0.6%	26%	False	False	22,525

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8045
2.618	0.7957
1.618	0.7903
1.000	0.7870
0.618	0.7849
HIGH	0.7816
0.618	0.7795
0.500	0.7789
0.382	0.7782
LOW	0.7762
0.618	0.7728
1.000	0.7708
1.618	0.7674
2.618	0.7620
4.250	0.7532

Fisher Pivots for day following 28-Apr-2022
Pivot	1 day	3 day
R1	0.7801	0.7821
PP	0.7795	0.7816
S1	0.7789	0.7811

Download as Excel Spreadsheet

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

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