CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 16-May-2022

Day Change Summary
	Previous	Current
	13-May-2022	16-May-2022	Change	Change %	Previous Week
Open	0.7664	0.7739	0.0076	1.0%	0.7747
High	0.7749	0.7789	0.0040	0.5%	0.7749
Low	0.7662	0.7701	0.0039	0.5%	0.7646
Close	0.7732	0.7787	0.0055	0.7%	0.7732
Range	0.0087	0.0088	0.0001	1.1%	0.0104
ATR	0.0066	0.0068	0.0002	2.4%	0.0000
Volume	79,477	71,098	-8,379	-10.5%	457,554

Daily Pivots for day following 16-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8023	0.7993	0.7835
R3	0.7935	0.7905	0.7811
R2	0.7847	0.7847	0.7803
R1	0.7817	0.7817	0.7795	0.7832
PP	0.7759	0.7759	0.7759	0.7767
S1	0.7729	0.7729	0.7779	0.7744
S2	0.7671	0.7671	0.7771
S3	0.7583	0.7641	0.7763
S4	0.7495	0.7553	0.7739

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	0.7789	0.7646	0.0144	1.8%	0.0072	0.9%	99%	True	False	86,310
10	0.7865	0.7646	0.0219	2.8%	0.0070	0.9%	65%	False	False	88,001
20	0.8024	0.7646	0.0379	4.9%	0.0070	0.9%	37%	False	False	86,534
40	0.8061	0.7646	0.0415	5.3%	0.0059	0.8%	34%	False	False	77,517
60	0.8061	0.7646	0.0415	5.3%	0.0061	0.8%	34%	False	False	62,237
80	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	34%	False	False	46,793
100	0.8061	0.7646	0.0415	5.3%	0.0054	0.7%	34%	False	False	37,474
120	0.8061	0.7646	0.0415	5.3%	0.0052	0.7%	34%	False	False	31,288

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8163
2.618	0.8019
1.618	0.7931
1.000	0.7877
0.618	0.7843
HIGH	0.7789
0.618	0.7755
0.500	0.7745
0.382	0.7735
LOW	0.7701
0.618	0.7647
1.000	0.7613
1.618	0.7559
2.618	0.7471
4.250	0.7327

Fisher Pivots for day following 16-May-2022
Pivot	1 day	3 day
R1	0.7773	0.7764
PP	0.7759	0.7741
S1	0.7745	0.7717

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols