CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 10-May-2022

Day Change Summary
	Previous	Current
	09-May-2022	10-May-2022	Change	Change %	Previous Week
Open	0.7747	0.7683	-0.0064	-0.8%	0.7778
High	0.7747	0.7714	-0.0033	-0.4%	0.7865
Low	0.7682	0.7660	-0.0022	-0.3%	0.7742
Close	0.7698	0.7676	-0.0022	-0.3%	0.7747
Range	0.0066	0.0055	-0.0011	-16.8%	0.0123
ATR	0.0064	0.0063	-0.0001	-1.0%	0.0000
Volume	97,102	91,768	-5,334	-5.5%	426,014

Daily Pivots for day following 10-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7847	0.7816	0.7706
R3	0.7792	0.7761	0.7691
R2	0.7738	0.7738	0.7686
R1	0.7707	0.7707	0.7681	0.7695
PP	0.7683	0.7683	0.7683	0.7677
S1	0.7652	0.7652	0.7671	0.7641
S2	0.7629	0.7629	0.7666
S3	0.7574	0.7598	0.7661
S4	0.7520	0.7543	0.7646

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	0.7660	0.0205	2.7%	0.0070	0.9%	8%	False	True	92,681
10	0.7865	0.7660	0.0205	2.7%	0.0063	0.8%	8%	False	True	88,969
20	0.8024	0.7660	0.0365	4.7%	0.0066	0.9%	5%	False	True	82,217
40	0.8061	0.7660	0.0401	5.2%	0.0057	0.7%	4%	False	True	76,000
60	0.8061	0.7660	0.0401	5.2%	0.0058	0.8%	4%	False	True	56,625
80	0.8061	0.7660	0.0401	5.2%	0.0056	0.7%	4%	False	True	42,565
100	0.8061	0.7660	0.0401	5.2%	0.0053	0.7%	4%	False	True	34,080
120	0.8061	0.7660	0.0401	5.2%	0.0051	0.7%	4%	False	True	28,459

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	0.0015
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7946
2.618	0.7857
1.618	0.7802
1.000	0.7769
0.618	0.7748
HIGH	0.7714
0.618	0.7693
0.500	0.7687
0.382	0.7680
LOW	0.7660
0.618	0.7626
1.000	0.7605
1.618	0.7571
2.618	0.7517
4.250	0.7428

Fisher Pivots for day following 10-May-2022
Pivot	1 day	3 day
R1	0.7687	0.7731
PP	0.7683	0.7713
S1	0.7680	0.7694

Download as Excel Spreadsheet

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

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