CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 25-May-2022

Day Change Summary
	Previous	Current
	24-May-2022	25-May-2022	Change	Change %	Previous Week
Open	0.7830	0.7799	-0.0031	-0.4%	0.7739
High	0.7830	0.7810	-0.0020	-0.3%	0.7826
Low	0.7767	0.7760	-0.0008	-0.1%	0.7701
Close	0.7790	0.7805	0.0016	0.2%	0.7781
Range	0.0063	0.0051	-0.0013	-19.8%	0.0125
ATR	0.0063	0.0062	-0.0001	-1.4%	0.0000
Volume	81,325	68,151	-13,174	-16.2%	364,431

Daily Pivots for day following 25-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7943	0.7925	0.7833
R3	0.7893	0.7874	0.7819
R2	0.7842	0.7842	0.7814
R1	0.7824	0.7824	0.7810	0.7833
PP	0.7792	0.7792	0.7792	0.7796
S1	0.7773	0.7773	0.7800	0.7782
S2	0.7741	0.7741	0.7796
S3	0.7691	0.7723	0.7791
S4	0.7640	0.7672	0.7777

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	0.7757	0.0074	0.9%	0.0055	0.7%	65%	False	False	72,021
10	0.7831	0.7646	0.0186	2.4%	0.0060	0.8%	86%	False	False	74,288
20	0.7865	0.7646	0.0219	2.8%	0.0063	0.8%	73%	False	False	81,995
40	0.8061	0.7646	0.0415	5.3%	0.0060	0.8%	38%	False	False	77,159
60	0.8061	0.7646	0.0415	5.3%	0.0059	0.8%	38%	False	False	70,347
80	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	38%	False	False	53,025
100	0.8061	0.7646	0.0415	5.3%	0.0056	0.7%	38%	False	False	42,480
120	0.8061	0.7646	0.0415	5.3%	0.0053	0.7%	38%	False	False	35,452

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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8025
2.618	0.7942
1.618	0.7892
1.000	0.7861
0.618	0.7841
HIGH	0.7810
0.618	0.7791
0.500	0.7785
0.382	0.7779
LOW	0.7760
0.618	0.7728
1.000	0.7709
1.618	0.7678
2.618	0.7627
4.250	0.7545

Fisher Pivots for day following 25-May-2022
Pivot	1 day	3 day
R1	0.7798	0.7802
PP	0.7792	0.7799
S1	0.7785	0.7795

Download as Excel Spreadsheet

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

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