CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 05-May-2022

Day Change Summary
	Previous	Current
	04-May-2022	05-May-2022	Change	Change %	Previous Week
Open	0.7787	0.7849	0.0062	0.8%	0.7864
High	0.7855	0.7865	0.0010	0.1%	0.7881
Low	0.7779	0.7770	-0.0009	-0.1%	0.7762
Close	0.7842	0.7777	-0.0066	-0.8%	0.7791
Range	0.0076	0.0095	0.0019	24.3%	0.0120
ATR	0.0062	0.0064	0.0002	3.8%	0.0000
Volume	99,355	89,751	-9,604	-9.7%	458,758

Daily Pivots for day following 05-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8087	0.8026	0.7828
R3	0.7993	0.7932	0.7802
R2	0.7898	0.7898	0.7794
R1	0.7837	0.7837	0.7785	0.7821
PP	0.7804	0.7804	0.7804	0.7795
S1	0.7743	0.7743	0.7768	0.7726
S2	0.7709	0.7709	0.7759
S3	0.7615	0.7648	0.7751
S4	0.7520	0.7554	0.7725

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	0.7865	0.7742	0.0123	1.6%	0.0069	0.9%	28%	True	False	87,696
10	0.7954	0.7742	0.0213	2.7%	0.0068	0.9%	16%	False	False	90,047
20	0.8024	0.7742	0.0283	3.6%	0.0063	0.8%	12%	False	False	77,013
40	0.8061	0.7742	0.0319	4.1%	0.0057	0.7%	11%	False	False	75,023
60	0.8061	0.7742	0.0319	4.1%	0.0057	0.7%	11%	False	False	52,083
80	0.8061	0.7742	0.0319	4.1%	0.0055	0.7%	11%	False	False	39,140
100	0.8061	0.7719	0.0342	4.4%	0.0052	0.7%	17%	False	False	31,345
120	0.8061	0.7719	0.0342	4.4%	0.0050	0.6%	17%	False	False	26,177

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8266
2.618	0.8112
1.618	0.8017
1.000	0.7959
0.618	0.7923
HIGH	0.7865
0.618	0.7828
0.500	0.7817
0.382	0.7806
LOW	0.7770
0.618	0.7712
1.000	0.7676
1.618	0.7617
2.618	0.7523
4.250	0.7368

Fisher Pivots for day following 05-May-2022
Pivot	1 day	3 day
R1	0.7817	0.7809
PP	0.7804	0.7798
S1	0.7790	0.7787

Download as Excel Spreadsheet

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

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