CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 02-May-2022

Day Change Summary
	Previous	Current
	29-Apr-2022	02-May-2022	Change	Change %	Previous Week
Open	0.7806	0.7778	-0.0028	-0.4%	0.7864
High	0.7861	0.7786	-0.0076	-1.0%	0.7881
Low	0.7772	0.7742	-0.0030	-0.4%	0.7762
Close	0.7791	0.7746	-0.0045	-0.6%	0.7791
Range	0.0090	0.0044	-0.0046	-50.8%	0.0120
ATR	0.0062	0.0061	-0.0001	-1.5%	0.0000
Volume	97,903	74,651	-23,252	-23.8%	458,758

Daily Pivots for day following 02-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7890	0.7862	0.7770
R3	0.7846	0.7818	0.7758
R2	0.7802	0.7802	0.7754
R1	0.7774	0.7774	0.7750	0.7766
PP	0.7758	0.7758	0.7758	0.7754
S1	0.7730	0.7730	0.7742	0.7722
S2	0.7714	0.7714	0.7738
S3	0.7670	0.7686	0.7734
S4	0.7626	0.7642	0.7722

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	0.7742	0.0140	1.8%	0.0065	0.8%	3%	False	True	85,941
10	0.8024	0.7742	0.0283	3.6%	0.0070	0.9%	2%	False	True	85,067
20	0.8061	0.7742	0.0319	4.1%	0.0060	0.8%	1%	False	True	73,629
40	0.8061	0.7742	0.0319	4.1%	0.0057	0.7%	1%	False	True	70,638
60	0.8061	0.7742	0.0319	4.1%	0.0056	0.7%	1%	False	True	47,671
80	0.8061	0.7742	0.0319	4.1%	0.0054	0.7%	1%	False	True	35,832
100	0.8061	0.7719	0.0342	4.4%	0.0051	0.7%	8%	False	False	28,715
120	0.8061	0.7719	0.0342	4.4%	0.0049	0.6%	8%	False	False	23,962

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	0.0017
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7973
2.618	0.7901
1.618	0.7857
1.000	0.7830
0.618	0.7813
HIGH	0.7786
0.618	0.7769
0.500	0.7764
0.382	0.7758
LOW	0.7742
0.618	0.7714
1.000	0.7698
1.618	0.7670
2.618	0.7626
4.250	0.7555

Fisher Pivots for day following 02-May-2022
Pivot	1 day	3 day
R1	0.7764	0.7801
PP	0.7758	0.7783
S1	0.7752	0.7764

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

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