CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 29-Apr-2022

Day Change Summary
	Previous	Current
	28-Apr-2022	29-Apr-2022	Change	Change %	Previous Week
Open	0.7800	0.7806	0.0006	0.1%	0.7864
High	0.7816	0.7861	0.0046	0.6%	0.7881
Low	0.7762	0.7772	0.0010	0.1%	0.7762
Close	0.7807	0.7791	-0.0016	-0.2%	0.7791
Range	0.0054	0.0090	0.0036	65.7%	0.0120
ATR	0.0060	0.0062	0.0002	3.5%	0.0000
Volume	86,149	97,903	11,754	13.6%	458,758

Daily Pivots for day following 29-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8076	0.8023	0.7840
R3	0.7987	0.7933	0.7815
R2	0.7897	0.7897	0.7807
R1	0.7844	0.7844	0.7799	0.7826
PP	0.7808	0.7808	0.7808	0.7799
S1	0.7754	0.7754	0.7782	0.7736
S2	0.7718	0.7718	0.7774
S3	0.7629	0.7665	0.7766
S4	0.7539	0.7575	0.7741

Weekly Pivots for week ending 29-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8170	0.8100	0.7856
R3	0.8050	0.7980	0.7823
R2	0.7931	0.7931	0.7812
R1	0.7861	0.7861	0.7801	0.7836
PP	0.7811	0.7811	0.7811	0.7799
S1	0.7741	0.7741	0.7780	0.7716
S2	0.7692	0.7692	0.7769
S3	0.7572	0.7622	0.7758
S4	0.7453	0.7502	0.7725

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7881	0.7762	0.0120	1.5%	0.0065	0.8%	24%	False	False	91,751
10	0.8024	0.7762	0.0263	3.4%	0.0068	0.9%	11%	False	False	81,040
20	0.8061	0.7762	0.0299	3.8%	0.0060	0.8%	10%	False	False	72,921
40	0.8061	0.7752	0.0309	4.0%	0.0058	0.7%	13%	False	False	68,931
60	0.8061	0.7752	0.0309	4.0%	0.0056	0.7%	13%	False	False	46,430
80	0.8061	0.7752	0.0309	4.0%	0.0054	0.7%	13%	False	False	34,899
100	0.8061	0.7719	0.0342	4.4%	0.0052	0.7%	21%	False	False	27,974
120	0.8061	0.7719	0.0342	4.4%	0.0049	0.6%	21%	False	False	23,340

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8241
2.618	0.8095
1.618	0.8006
1.000	0.7951
0.618	0.7916
HIGH	0.7861
0.618	0.7827
0.500	0.7816
0.382	0.7806
LOW	0.7772
0.618	0.7716
1.000	0.7682
1.618	0.7627
2.618	0.7537
4.250	0.7391

Fisher Pivots for day following 29-Apr-2022
Pivot	1 day	3 day
R1	0.7816	0.7811
PP	0.7808	0.7804
S1	0.7799	0.7797

Download as Excel Spreadsheet

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

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