CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 09-May-2022

Day Change Summary
	Previous	Current
	06-May-2022	09-May-2022	Change	Change %	Previous Week
Open	0.7790	0.7747	-0.0043	-0.6%	0.7778
High	0.7803	0.7747	-0.0056	-0.7%	0.7865
Low	0.7743	0.7682	-0.0061	-0.8%	0.7742
Close	0.7747	0.7698	-0.0049	-0.6%	0.7747
Range	0.0061	0.0066	0.0005	8.3%	0.0123
ATR	0.0064	0.0064	0.0000	0.2%	0.0000
Volume	85,433	97,102	11,669	13.7%	426,014

Daily Pivots for day following 09-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7905	0.7867	0.7734
R3	0.7840	0.7802	0.7716
R2	0.7774	0.7774	0.7710
R1	0.7736	0.7736	0.7704	0.7723
PP	0.7709	0.7709	0.7709	0.7702
S1	0.7671	0.7671	0.7692	0.7657
S2	0.7643	0.7643	0.7686
S3	0.7578	0.7605	0.7680
S4	0.7512	0.7540	0.7662

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	0.7682	0.0183	2.4%	0.0068	0.9%	9%	False	True	89,693
10	0.7881	0.7682	0.0200	2.6%	0.0066	0.9%	8%	False	True	87,817
20	0.8024	0.7682	0.0343	4.4%	0.0066	0.9%	5%	False	True	80,187
40	0.8061	0.7682	0.0379	4.9%	0.0057	0.7%	4%	False	True	75,302
60	0.8061	0.7682	0.0379	4.9%	0.0058	0.8%	4%	False	True	55,100
80	0.8061	0.7682	0.0379	4.9%	0.0055	0.7%	4%	False	True	41,420
100	0.8061	0.7682	0.0379	4.9%	0.0053	0.7%	4%	False	True	33,166
120	0.8061	0.7682	0.0379	4.9%	0.0051	0.7%	4%	False	True	27,696

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	0.0015
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8025
2.618	0.7918
1.618	0.7853
1.000	0.7813
0.618	0.7787
HIGH	0.7747
0.618	0.7722
0.500	0.7714
0.382	0.7707
LOW	0.7682
0.618	0.7641
1.000	0.7616
1.618	0.7576
2.618	0.7510
4.250	0.7403

Fisher Pivots for day following 09-May-2022
Pivot	1 day	3 day
R1	0.7714	0.7773
PP	0.7709	0.7748
S1	0.7703	0.7723

Download as Excel Spreadsheet

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

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