CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 04-May-2022

Day Change Summary
	Previous	Current
	03-May-2022	04-May-2022	Change	Change %	Previous Week
Open	0.7765	0.7787	0.0023	0.3%	0.7864
High	0.7796	0.7855	0.0059	0.8%	0.7881
Low	0.7754	0.7779	0.0025	0.3%	0.7762
Close	0.7785	0.7842	0.0057	0.7%	0.7791
Range	0.0042	0.0076	0.0035	83.1%	0.0120
ATR	0.0060	0.0062	0.0001	1.8%	0.0000
Volume	76,824	99,355	22,531	29.3%	458,758

Daily Pivots for day following 04-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8053	0.8024	0.7884
R3	0.7977	0.7948	0.7863
R2	0.7901	0.7901	0.7856
R1	0.7872	0.7872	0.7849	0.7886
PP	0.7825	0.7825	0.7825	0.7832
S1	0.7796	0.7796	0.7835	0.7810
S2	0.7749	0.7749	0.7828
S3	0.7673	0.7720	0.7821
S4	0.7597	0.7644	0.7800

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	0.7861	0.7742	0.0120	1.5%	0.0061	0.8%	84%	False	False	86,976
10	0.8024	0.7742	0.0283	3.6%	0.0067	0.9%	36%	False	False	89,103
20	0.8024	0.7742	0.0283	3.6%	0.0061	0.8%	36%	False	False	75,889
40	0.8061	0.7742	0.0319	4.1%	0.0056	0.7%	32%	False	False	74,166
60	0.8061	0.7742	0.0319	4.1%	0.0056	0.7%	32%	False	False	50,591
80	0.8061	0.7742	0.0319	4.1%	0.0054	0.7%	32%	False	False	38,019
100	0.8061	0.7719	0.0342	4.4%	0.0052	0.7%	36%	False	False	30,451
120	0.8061	0.7719	0.0342	4.4%	0.0050	0.6%	36%	False	False	25,430

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8178
2.618	0.8053
1.618	0.7977
1.000	0.7931
0.618	0.7901
HIGH	0.7855
0.618	0.7825
0.500	0.7817
0.382	0.7808
LOW	0.7779
0.618	0.7732
1.000	0.7703
1.618	0.7656
2.618	0.7580
4.250	0.7456

Fisher Pivots for day following 04-May-2022
Pivot	1 day	3 day
R1	0.7834	0.7827
PP	0.7825	0.7813
S1	0.7817	0.7798

Download as Excel Spreadsheet

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

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