CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 24-May-2022

Day Change Summary
	Previous	Current
	23-May-2022	24-May-2022	Change	Change %	Previous Week
Open	0.7790	0.7830	0.0041	0.5%	0.7739
High	0.7831	0.7830	-0.0001	0.0%	0.7826
Low	0.7789	0.7767	-0.0022	-0.3%	0.7701
Close	0.7823	0.7790	-0.0033	-0.4%	0.7781
Range	0.0042	0.0063	0.0021	50.0%	0.0125
ATR	0.0063	0.0063	0.0000	0.0%	0.0000
Volume	58,376	81,325	22,949	39.3%	364,431

Daily Pivots for day following 24-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7985	0.7950	0.7824
R3	0.7922	0.7887	0.7807
R2	0.7859	0.7859	0.7801
R1	0.7824	0.7824	0.7795	0.7810
PP	0.7796	0.7796	0.7796	0.7788
S1	0.7761	0.7761	0.7784	0.7747
S2	0.7733	0.7733	0.7778
S3	0.7670	0.7698	0.7772
S4	0.7607	0.7635	0.7755

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%	0.0058	0.7%	47%	False	False	73,455
10	0.7831	0.7646	0.0186	2.4%	0.0062	0.8%	78%	False	False	77,281
20	0.7865	0.7646	0.0219	2.8%	0.0063	0.8%	66%	False	False	83,125
40	0.8061	0.7646	0.0415	5.3%	0.0060	0.8%	35%	False	False	77,669
60	0.8061	0.7646	0.0415	5.3%	0.0059	0.8%	35%	False	False	69,254
80	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	35%	False	False	52,175
100	0.8061	0.7646	0.0415	5.3%	0.0056	0.7%	35%	False	False	41,800
120	0.8061	0.7646	0.0415	5.3%	0.0053	0.7%	35%	False	False	34,891

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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8098
2.618	0.7995
1.618	0.7932
1.000	0.7893
0.618	0.7869
HIGH	0.7830
0.618	0.7806
0.500	0.7799
0.382	0.7791
LOW	0.7767
0.618	0.7728
1.000	0.7704
1.618	0.7665
2.618	0.7602
4.250	0.7499

Fisher Pivots for day following 24-May-2022
Pivot	1 day	3 day
R1	0.7799	0.7799
PP	0.7796	0.7796
S1	0.7793	0.7793

Download as Excel Spreadsheet

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

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