CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 18-May-2022

Day Change Summary
	Previous	Current
	17-May-2022	18-May-2022	Change	Change %	Previous Week
Open	0.7782	0.7807	0.0025	0.3%	0.7747
High	0.7808	0.7815	0.0007	0.1%	0.7749
Low	0.7776	0.7753	-0.0023	-0.3%	0.7646
Close	0.7794	0.7764	-0.0030	-0.4%	0.7732
Range	0.0032	0.0062	0.0030	92.2%	0.0104
ATR	0.0065	0.0065	0.0000	-0.4%	0.0000
Volume	65,756	75,324	9,568	14.6%	457,554

Daily Pivots for day following 18-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7962	0.7924	0.7798
R3	0.7900	0.7863	0.7781
R2	0.7839	0.7839	0.7775
R1	0.7801	0.7801	0.7770	0.7789
PP	0.7777	0.7777	0.7777	0.7771
S1	0.7740	0.7740	0.7758	0.7728
S2	0.7716	0.7716	0.7753
S3	0.7654	0.7678	0.7747
S4	0.7593	0.7617	0.7730

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	0.7815	0.7646	0.0169	2.2%	0.0065	0.8%	70%	True	False	76,556
10	0.7865	0.7646	0.0219	2.8%	0.0067	0.9%	54%	False	False	84,491
20	0.8024	0.7646	0.0379	4.9%	0.0067	0.9%	31%	False	False	86,797
40	0.8061	0.7646	0.0415	5.3%	0.0060	0.8%	29%	False	False	77,897
60	0.8061	0.7646	0.0415	5.3%	0.0061	0.8%	29%	False	False	64,556
80	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	29%	False	False	48,550
100	0.8061	0.7646	0.0415	5.3%	0.0055	0.7%	29%	False	False	38,883
120	0.8061	0.7646	0.0415	5.3%	0.0053	0.7%	29%	False	False	32,463

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8076
2.618	0.7976
1.618	0.7914
1.000	0.7876
0.618	0.7853
HIGH	0.7815
0.618	0.7791
0.500	0.7784
0.382	0.7776
LOW	0.7753
0.618	0.7715
1.000	0.7692
1.618	0.7653
2.618	0.7592
4.250	0.7492

Fisher Pivots for day following 18-May-2022
Pivot	1 day	3 day
R1	0.7784	0.7762
PP	0.7777	0.7760
S1	0.7771	0.7758

Download as Excel Spreadsheet

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

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