CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 26-May-2022

Day Change Summary
	Previous	Current
	25-May-2022	26-May-2022	Change	Change %	Previous Week
Open	0.7799	0.7801	0.0002	0.0%	0.7739
High	0.7810	0.7830	0.0020	0.3%	0.7826
Low	0.7760	0.7782	0.0022	0.3%	0.7701
Close	0.7805	0.7829	0.0024	0.3%	0.7781
Range	0.0051	0.0049	-0.0002	-4.0%	0.0125
ATR	0.0062	0.0061	-0.0001	-1.6%	0.0000
Volume	68,151	63,431	-4,720	-6.9%	364,431

Daily Pivots for day following 26-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7959	0.7942	0.7855
R3	0.7910	0.7894	0.7842
R2	0.7862	0.7862	0.7837
R1	0.7845	0.7845	0.7833	0.7854
PP	0.7813	0.7813	0.7813	0.7818
S1	0.7797	0.7797	0.7824	0.7805
S2	0.7765	0.7765	0.7820
S3	0.7716	0.7748	0.7815
S4	0.7668	0.7700	0.7802

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	0.7760	0.0072	0.9%	0.0052	0.7%	97%	False	False	66,861
10	0.7831	0.7662	0.0169	2.2%	0.0059	0.8%	99%	False	False	71,519
20	0.7865	0.7646	0.0219	2.8%	0.0062	0.8%	84%	False	False	80,859
40	0.8061	0.7646	0.0415	5.3%	0.0060	0.8%	44%	False	False	76,578
60	0.8061	0.7646	0.0415	5.3%	0.0059	0.8%	44%	False	False	71,340
80	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	44%	False	False	53,816
100	0.8061	0.7646	0.0415	5.3%	0.0055	0.7%	44%	False	False	43,113
120	0.8061	0.7646	0.0415	5.3%	0.0053	0.7%	44%	False	False	35,975

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	True
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8036
2.618	0.7957
1.618	0.7908
1.000	0.7879
0.618	0.7860
HIGH	0.7830
0.618	0.7811
0.500	0.7806
0.382	0.7800
LOW	0.7782
0.618	0.7752
1.000	0.7733
1.618	0.7703
2.618	0.7655
4.250	0.7575

Fisher Pivots for day following 26-May-2022
Pivot	1 day	3 day
R1	0.7821	0.7817
PP	0.7813	0.7806
S1	0.7806	0.7795

Download as Excel Spreadsheet

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

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