CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 06-Apr-2022

Day Change Summary
	Previous	Current
	05-Apr-2022	06-Apr-2022	Change	Change %	Previous Week
Open	0.8023	0.7996	-0.0027	-0.3%	0.7999
High	0.8055	0.7996	-0.0059	-0.7%	0.8033
Low	0.8000	0.7967	-0.0033	-0.4%	0.7943
Close	0.8014	0.7980	-0.0034	-0.4%	0.7989
Range	0.0055	0.0029	-0.0026	-47.3%	0.0091
ATR	0.0042	0.0043	0.0000	0.7%	0.0000
Volume	47	64	17	36.2%	123

Daily Pivots for day following 06-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8068	0.8053	0.7996
R3	0.8039	0.8024	0.7988
R2	0.8010	0.8010	0.7985
R1	0.7995	0.7995	0.7983	0.7988
PP	0.7981	0.7981	0.7981	0.7978
S1	0.7966	0.7966	0.7977	0.7959
S2	0.7952	0.7952	0.7975
S3	0.7923	0.7937	0.7972
S4	0.7894	0.7908	0.7964

Weekly Pivots for week ending 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8260	0.8215	0.8038
R3	0.8169	0.8124	0.8013
R2	0.8079	0.8079	0.8005
R1	0.8034	0.8034	0.7997	0.8011
PP	0.7988	0.7988	0.7988	0.7977
S1	0.7943	0.7943	0.7980	0.7920
S2	0.7898	0.7898	0.7972
S3	0.7807	0.7853	0.7964
S4	0.7717	0.7762	0.7939

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8055	0.7967	0.0088	1.1%	0.0034	0.4%	15%	False	True	32
10	0.8055	0.7943	0.0113	1.4%	0.0037	0.5%	33%	False	False	38
20	0.8055	0.7783	0.0273	3.4%	0.0036	0.4%	72%	False	False	86
40	0.8055	0.7755	0.0301	3.8%	0.0037	0.5%	75%	False	False	91
60	0.8055	0.7755	0.0301	3.8%	0.0035	0.4%	75%	False	False	70
80	0.8055	0.7709	0.0347	4.3%	0.0030	0.4%	78%	False	False	55

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8119
2.618	0.8072
1.618	0.8043
1.000	0.8025
0.618	0.8014
HIGH	0.7996
0.618	0.7985
0.500	0.7982
0.382	0.7978
LOW	0.7967
0.618	0.7949
1.000	0.7938
1.618	0.7920
2.618	0.7891
4.250	0.7844

Fisher Pivots for day following 06-Apr-2022
Pivot	1 day	3 day
R1	0.7982	0.8011
PP	0.7981	0.8001
S1	0.7981	0.7990

Download as Excel Spreadsheet

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

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