CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 20-May-2022

Day Change Summary
	Previous	Current
	19-May-2022	20-May-2022	Change	Change %	Previous Week
Open	0.7757	0.7798	0.0041	0.5%	0.7739
High	0.7822	0.7826	0.0004	0.0%	0.7826
Low	0.7757	0.7770	0.0013	0.2%	0.7701
Close	0.7813	0.7781	-0.0032	-0.4%	0.7781
Range	0.0065	0.0056	-0.0009	-13.8%	0.0125
ATR	0.0065	0.0064	-0.0001	-1.0%	0.0000
Volume	89,230	63,023	-26,207	-29.4%	364,431

Daily Pivots for day following 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7960	0.7927	0.7812
R3	0.7904	0.7871	0.7796
R2	0.7848	0.7848	0.7791
R1	0.7815	0.7815	0.7786	0.7803
PP	0.7792	0.7792	0.7792	0.7786
S1	0.7759	0.7759	0.7776	0.7747
S2	0.7736	0.7736	0.7771
S3	0.7680	0.7703	0.7766
S4	0.7624	0.7647	0.7750

Weekly Pivots for week ending 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8143	0.8086	0.7849
R3	0.8018	0.7962	0.7815
R2	0.7894	0.7894	0.7804
R1	0.7837	0.7837	0.7792	0.7866
PP	0.7769	0.7769	0.7769	0.7783
S1	0.7713	0.7713	0.7770	0.7741
S2	0.7645	0.7645	0.7758
S3	0.7520	0.7588	0.7747
S4	0.7396	0.7464	0.7713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7826	0.7701	0.0125	1.6%	0.0061	0.8%	64%	True	False	72,886
10	0.7826	0.7646	0.0180	2.3%	0.0064	0.8%	75%	True	False	82,198
20	0.7881	0.7646	0.0236	3.0%	0.0064	0.8%	58%	False	False	85,337
40	0.8061	0.7646	0.0415	5.3%	0.0061	0.8%	33%	False	False	78,421
60	0.8061	0.7646	0.0415	5.3%	0.0060	0.8%	33%	False	False	67,018
80	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	33%	False	False	50,439
100	0.8061	0.7646	0.0415	5.3%	0.0055	0.7%	33%	False	False	40,404
120	0.8061	0.7646	0.0415	5.3%	0.0053	0.7%	33%	False	False	33,730

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

Fibonacci Retracements and Extensions
4.250	0.8064
2.618	0.7972
1.618	0.7916
1.000	0.7882
0.618	0.7860
HIGH	0.7826
0.618	0.7804
0.500	0.7798
0.382	0.7791
LOW	0.7770
0.618	0.7735
1.000	0.7714
1.618	0.7679
2.618	0.7623
4.250	0.7532

Fisher Pivots for day following 20-May-2022
Pivot	1 day	3 day
R1	0.7798	0.7789
PP	0.7792	0.7787
S1	0.7787	0.7784

Download as Excel Spreadsheet

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

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