CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 11-May-2022

Day Change Summary
	Previous	Current
	10-May-2022	11-May-2022	Change	Change %	Previous Week
Open	0.7683	0.7675	-0.0008	-0.1%	0.7778
High	0.7714	0.7739	0.0025	0.3%	0.7865
Low	0.7660	0.7668	0.0008	0.1%	0.7742
Close	0.7676	0.7702	0.0026	0.3%	0.7747
Range	0.0055	0.0071	0.0017	30.3%	0.0123
ATR	0.0063	0.0064	0.0001	0.9%	0.0000
Volume	91,768	98,081	6,313	6.9%	426,014

Daily Pivots for day following 11-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7916	0.7880	0.7741
R3	0.7845	0.7809	0.7721
R2	0.7774	0.7774	0.7715
R1	0.7738	0.7738	0.7708	0.7756
PP	0.7703	0.7703	0.7703	0.7712
S1	0.7667	0.7667	0.7695	0.7685
S2	0.7632	0.7632	0.7688
S3	0.7561	0.7596	0.7682
S4	0.7490	0.7525	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	0.7660	0.0205	2.7%	0.0069	0.9%	20%	False	False	92,427
10	0.7865	0.7660	0.0205	2.7%	0.0065	0.8%	20%	False	False	89,701
20	0.8024	0.7660	0.0365	4.7%	0.0067	0.9%	12%	False	False	84,108
40	0.8061	0.7660	0.0401	5.2%	0.0057	0.7%	10%	False	False	77,018
60	0.8061	0.7660	0.0401	5.2%	0.0058	0.8%	10%	False	False	58,256
80	0.8061	0.7660	0.0401	5.2%	0.0056	0.7%	10%	False	False	43,789
100	0.8061	0.7660	0.0401	5.2%	0.0053	0.7%	10%	False	False	35,060
120	0.8061	0.7660	0.0401	5.2%	0.0051	0.7%	10%	False	False	29,276

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0014
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8040
2.618	0.7924
1.618	0.7853
1.000	0.7810
0.618	0.7782
HIGH	0.7739
0.618	0.7711
0.500	0.7703
0.382	0.7695
LOW	0.7668
0.618	0.7624
1.000	0.7597
1.618	0.7553
2.618	0.7482
4.250	0.7366

Fisher Pivots for day following 11-May-2022
Pivot	1 day	3 day
R1	0.7703	0.7703
PP	0.7703	0.7703
S1	0.7702	0.7702

Download as Excel Spreadsheet

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

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