CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 27-May-2022

Day Change Summary
	Previous	Current
	26-May-2022	27-May-2022	Change	Change %	Previous Week
Open	0.7801	0.7828	0.0027	0.3%	0.7790
High	0.7830	0.7862	0.0032	0.4%	0.7862
Low	0.7782	0.7821	0.0039	0.5%	0.7760
Close	0.7829	0.7858	0.0029	0.4%	0.7858
Range	0.0049	0.0041	-0.0008	-15.5%	0.0102
ATR	0.0061	0.0060	-0.0001	-2.4%	0.0000
Volume	63,431	68,447	5,016	7.9%	339,730

Daily Pivots for day following 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7970	0.7955	0.7880
R3	0.7929	0.7914	0.7869
R2	0.7888	0.7888	0.7865
R1	0.7873	0.7873	0.7861	0.7880
PP	0.7847	0.7847	0.7847	0.7850
S1	0.7832	0.7832	0.7854	0.7839
S2	0.7806	0.7806	0.7850
S3	0.7765	0.7791	0.7846
S4	0.7724	0.7750	0.7835

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8132	0.8097	0.7914
R3	0.8030	0.7995	0.7886
R2	0.7928	0.7928	0.7876
R1	0.7893	0.7893	0.7867	0.7911
PP	0.7826	0.7826	0.7826	0.7835
S1	0.7791	0.7791	0.7848	0.7809
S2	0.7724	0.7724	0.7839
S3	0.7622	0.7689	0.7829
S4	0.7520	0.7587	0.7801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7862	0.7760	0.0102	1.3%	0.0049	0.6%	96%	True	False	67,946
10	0.7862	0.7701	0.0161	2.0%	0.0055	0.7%	98%	True	False	70,416
20	0.7865	0.7646	0.0219	2.8%	0.0060	0.8%	97%	False	False	79,386
40	0.8061	0.7646	0.0415	5.3%	0.0060	0.8%	51%	False	False	76,153
60	0.8061	0.7646	0.0415	5.3%	0.0058	0.7%	51%	False	False	72,416
80	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	51%	False	False	54,669
100	0.8061	0.7646	0.0415	5.3%	0.0055	0.7%	51%	False	False	43,797
120	0.8061	0.7646	0.0415	5.3%	0.0053	0.7%	51%	False	False	36,543

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 8 trading days

Fibonacci Retracements and Extensions
4.250	0.8036
2.618	0.7969
1.618	0.7928
1.000	0.7903
0.618	0.7887
HIGH	0.7862
0.618	0.7846
0.500	0.7841
0.382	0.7836
LOW	0.7821
0.618	0.7795
1.000	0.7780
1.618	0.7754
2.618	0.7713
4.250	0.7646

Fisher Pivots for day following 27-May-2022
Pivot	1 day	3 day
R1	0.7852	0.7842
PP	0.7847	0.7826
S1	0.7841	0.7811

Download as Excel Spreadsheet

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

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