CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 13-May-2022

Day Change Summary
	Previous	Current
	12-May-2022	13-May-2022	Change	Change %	Previous Week
Open	0.7696	0.7664	-0.0032	-0.4%	0.7747
High	0.7704	0.7749	0.0045	0.6%	0.7749
Low	0.7646	0.7662	0.0017	0.2%	0.7646
Close	0.7647	0.7732	0.0086	1.1%	0.7732
Range	0.0059	0.0087	0.0029	48.7%	0.0104
ATR	0.0063	0.0066	0.0003	4.4%	0.0000
Volume	91,126	79,477	-11,649	-12.8%	457,554

Daily Pivots for day following 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7975	0.7941	0.7780
R3	0.7888	0.7854	0.7756
R2	0.7801	0.7801	0.7748
R1	0.7767	0.7767	0.7740	0.7784
PP	0.7714	0.7714	0.7714	0.7723
S1	0.7680	0.7680	0.7724	0.7697
S2	0.7627	0.7627	0.7716
S3	0.7540	0.7593	0.7708
S4	0.7453	0.7506	0.7684

Weekly Pivots for week ending 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8019	0.7979	0.7789
R3	0.7916	0.7876	0.7760
R2	0.7812	0.7812	0.7751
R1	0.7772	0.7772	0.7741	0.7741
PP	0.7709	0.7709	0.7709	0.7693
S1	0.7669	0.7669	0.7723	0.7637
S2	0.7605	0.7605	0.7713
S3	0.7502	0.7565	0.7704
S4	0.7398	0.7462	0.7675

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7749	0.7646	0.0104	1.3%	0.0067	0.9%	84%	True	False	91,510
10	0.7865	0.7646	0.0219	2.8%	0.0065	0.8%	39%	False	False	88,356
20	0.8024	0.7646	0.0379	4.9%	0.0067	0.9%	23%	False	False	84,698
40	0.8061	0.7646	0.0415	5.4%	0.0058	0.7%	21%	False	False	77,361
60	0.8061	0.7646	0.0415	5.4%	0.0060	0.8%	21%	False	False	61,058
80	0.8061	0.7646	0.0415	5.4%	0.0057	0.7%	21%	False	False	45,907
100	0.8061	0.7646	0.0415	5.4%	0.0054	0.7%	21%	False	False	36,764
120	0.8061	0.7646	0.0415	5.4%	0.0052	0.7%	21%	False	False	30,696

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8119
2.618	0.7977
1.618	0.7890
1.000	0.7836
0.618	0.7803
HIGH	0.7749
0.618	0.7716
0.500	0.7706
0.382	0.7695
LOW	0.7662
0.618	0.7608
1.000	0.7575
1.618	0.7521
2.618	0.7434
4.250	0.7292

Fisher Pivots for day following 13-May-2022
Pivot	1 day	3 day
R1	0.7723	0.7720
PP	0.7714	0.7709
S1	0.7706	0.7697

Download as Excel Spreadsheet

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

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