CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 19-May-2022

Day Change Summary
	Previous	Current
	18-May-2022	19-May-2022	Change	Change %	Previous Week
Open	0.7807	0.7757	-0.0050	-0.6%	0.7747
High	0.7815	0.7822	0.0008	0.1%	0.7749
Low	0.7753	0.7757	0.0004	0.1%	0.7646
Close	0.7764	0.7813	0.0049	0.6%	0.7732
Range	0.0062	0.0065	0.0004	5.7%	0.0104
ATR	0.0065	0.0065	0.0000	0.0%	0.0000
Volume	75,324	89,230	13,906	18.5%	457,554

Daily Pivots for day following 19-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7992	0.7968	0.7849
R3	0.7927	0.7903	0.7831
R2	0.7862	0.7862	0.7825
R1	0.7838	0.7838	0.7819	0.7850
PP	0.7797	0.7797	0.7797	0.7804
S1	0.7773	0.7773	0.7807	0.7785
S2	0.7732	0.7732	0.7801
S3	0.7667	0.7708	0.7795
S4	0.7602	0.7643	0.7777

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	0.7822	0.7662	0.0160	2.0%	0.0067	0.9%	94%	True	False	76,177
10	0.7822	0.7646	0.0177	2.3%	0.0064	0.8%	95%	True	False	84,439
20	0.7954	0.7646	0.0309	3.9%	0.0066	0.8%	54%	False	False	87,243
40	0.8061	0.7646	0.0415	5.3%	0.0060	0.8%	40%	False	False	78,640
60	0.8061	0.7646	0.0415	5.3%	0.0061	0.8%	40%	False	False	66,004
80	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	40%	False	False	49,662
100	0.8061	0.7646	0.0415	5.3%	0.0055	0.7%	40%	False	False	39,774
120	0.8061	0.7646	0.0415	5.3%	0.0052	0.7%	40%	False	False	33,206

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8098
2.618	0.7992
1.618	0.7927
1.000	0.7887
0.618	0.7862
HIGH	0.7822
0.618	0.7797
0.500	0.7790
0.382	0.7782
LOW	0.7757
0.618	0.7717
1.000	0.7692
1.618	0.7652
2.618	0.7587
4.250	0.7481

Fisher Pivots for day following 19-May-2022
Pivot	1 day	3 day
R1	0.7805	0.7805
PP	0.7797	0.7796
S1	0.7790	0.7788

Download as Excel Spreadsheet

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

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