CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 06-May-2022

Day Change Summary
	Previous	Current
	05-May-2022	06-May-2022	Change	Change %	Previous Week
Open	0.7849	0.7790	-0.0059	-0.7%	0.7778
High	0.7865	0.7803	-0.0062	-0.8%	0.7865
Low	0.7770	0.7743	-0.0028	-0.4%	0.7742
Close	0.7777	0.7747	-0.0030	-0.4%	0.7747
Range	0.0095	0.0061	-0.0034	-36.0%	0.0123
ATR	0.0064	0.0064	0.0000	-0.4%	0.0000
Volume	89,751	85,433	-4,318	-4.8%	426,014

Daily Pivots for day following 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7946	0.7907	0.7780
R3	0.7885	0.7846	0.7764
R2	0.7825	0.7825	0.7758
R1	0.7786	0.7786	0.7753	0.7775
PP	0.7764	0.7764	0.7764	0.7759
S1	0.7725	0.7725	0.7741	0.7715
S2	0.7704	0.7704	0.7736
S3	0.7643	0.7665	0.7730
S4	0.7583	0.7604	0.7714

Weekly Pivots for week ending 06-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8153	0.8073	0.7815
R3	0.8030	0.7950	0.7781
R2	0.7907	0.7907	0.7770
R1	0.7827	0.7827	0.7758	0.7806
PP	0.7784	0.7784	0.7784	0.7774
S1	0.7704	0.7704	0.7736	0.7683
S2	0.7661	0.7661	0.7724
S3	0.7538	0.7581	0.7713
S4	0.7415	0.7458	0.7679

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%	0.0063	0.8%	4%	False	False	85,202
10	0.7881	0.7742	0.0140	1.8%	0.0064	0.8%	4%	False	False	88,477
20	0.8024	0.7742	0.0283	3.6%	0.0064	0.8%	2%	False	False	77,944
40	0.8061	0.7742	0.0319	4.1%	0.0057	0.7%	2%	False	False	75,197
60	0.8061	0.7742	0.0319	4.1%	0.0058	0.7%	2%	False	False	53,497
80	0.8061	0.7742	0.0319	4.1%	0.0055	0.7%	2%	False	False	40,207
100	0.8061	0.7719	0.0342	4.4%	0.0053	0.7%	8%	False	False	32,195
120	0.8061	0.7719	0.0342	4.4%	0.0051	0.7%	8%	False	False	26,888

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0016
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8060
2.618	0.7961
1.618	0.7901
1.000	0.7864
0.618	0.7840
HIGH	0.7803
0.618	0.7780
0.500	0.7773
0.382	0.7766
LOW	0.7743
0.618	0.7705
1.000	0.7682
1.618	0.7645
2.618	0.7584
4.250	0.7485

Fisher Pivots for day following 06-May-2022
Pivot	1 day	3 day
R1	0.7773	0.7804
PP	0.7764	0.7785
S1	0.7756	0.7766

Download as Excel Spreadsheet

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

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