CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 23-May-2022

Day Change Summary
	Previous	Current
	20-May-2022	23-May-2022	Change	Change %	Previous Week
Open	0.7798	0.7790	-0.0009	-0.1%	0.7739
High	0.7826	0.7831	0.0006	0.1%	0.7826
Low	0.7770	0.7789	0.0020	0.3%	0.7701
Close	0.7781	0.7823	0.0042	0.5%	0.7781
Range	0.0056	0.0042	-0.0014	-25.0%	0.0125
ATR	0.0064	0.0063	-0.0001	-1.6%	0.0000
Volume	63,023	58,376	-4,647	-7.4%	364,431

Daily Pivots for day following 23-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7940	0.7923	0.7846
R3	0.7898	0.7881	0.7834
R2	0.7856	0.7856	0.7830
R1	0.7839	0.7839	0.7826	0.7848
PP	0.7814	0.7814	0.7814	0.7818
S1	0.7797	0.7797	0.7819	0.7806
S2	0.7772	0.7772	0.7815
S3	0.7730	0.7755	0.7811
S4	0.7688	0.7713	0.7799

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	0.7831	0.7753	0.0078	1.0%	0.0051	0.7%	89%	True	False	70,341
10	0.7831	0.7646	0.0186	2.4%	0.0062	0.8%	95%	True	False	78,325
20	0.7881	0.7646	0.0236	3.0%	0.0064	0.8%	75%	False	False	83,071
40	0.8061	0.7646	0.0415	5.3%	0.0060	0.8%	43%	False	False	77,808
60	0.8061	0.7646	0.0415	5.3%	0.0060	0.8%	43%	False	False	67,941
80	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	43%	False	False	51,165
100	0.8061	0.7646	0.0415	5.3%	0.0055	0.7%	43%	False	False	40,988
120	0.8061	0.7646	0.0415	5.3%	0.0053	0.7%	43%	False	False	34,215

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

Fibonacci Retracements and Extensions
4.250	0.8010
2.618	0.7941
1.618	0.7899
1.000	0.7873
0.618	0.7857
HIGH	0.7831
0.618	0.7815
0.500	0.7810
0.382	0.7805
LOW	0.7789
0.618	0.7763
1.000	0.7747
1.618	0.7721
2.618	0.7679
4.250	0.7611

Fisher Pivots for day following 23-May-2022
Pivot	1 day	3 day
R1	0.7818	0.7813
PP	0.7814	0.7804
S1	0.7810	0.7794

Download as Excel Spreadsheet

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

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