CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 28-Apr-2022

Day Change Summary
	Previous	Current
	27-Apr-2022	28-Apr-2022	Change	Change %	Previous Week
Open	0.7793	0.7791	-0.0002	0.0%	0.7922
High	0.7807	0.7809	0.0002	0.0%	0.8008
Low	0.7777	0.7763	-0.0014	-0.2%	0.7852
Close	0.7787	0.7804	0.0017	0.2%	0.7853
Range	0.0031	0.0046	0.0016	50.8%	0.0156
ATR	0.0048	0.0048	0.0000	-0.3%	0.0000
Volume	314	155	-159	-50.6%	936

Daily Pivots for day following 28-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7913	0.7829
R3	0.7884	0.7867	0.7816
R2	0.7838	0.7838	0.7812
R1	0.7821	0.7821	0.7808	0.7829
PP	0.7792	0.7792	0.7792	0.7796
S1	0.7775	0.7775	0.7799	0.7783
S2	0.7746	0.7746	0.7795
S3	0.7700	0.7729	0.7791
S4	0.7654	0.7683	0.7778

Weekly Pivots for week ending 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8371	0.8267	0.7939
R3	0.8215	0.8112	0.7896
R2	0.8060	0.8060	0.7882
R1	0.7956	0.7956	0.7867	0.7930
PP	0.7904	0.7904	0.7904	0.7891
S1	0.7801	0.7801	0.7839	0.7775
S2	0.7749	0.7749	0.7824
S3	0.7593	0.7645	0.7810
S4	0.7438	0.7490	0.7767

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7948	0.7763	0.0185	2.4%	0.0052	0.7%	22%	False	True	253
10	0.8008	0.7763	0.0245	3.1%	0.0048	0.6%	17%	False	True	183
20	0.8055	0.7763	0.0292	3.7%	0.0042	0.5%	14%	False	True	116
40	0.8055	0.7755	0.0301	3.9%	0.0040	0.5%	16%	False	False	121
60	0.8055	0.7755	0.0301	3.9%	0.0038	0.5%	16%	False	False	98
80	0.8055	0.7755	0.0301	3.9%	0.0036	0.5%	16%	False	False	80
100	0.8055	0.7709	0.0347	4.4%	0.0031	0.4%	27%	False	False	67

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8005
2.618	0.7929
1.618	0.7883
1.000	0.7855
0.618	0.7837
HIGH	0.7809
0.618	0.7791
0.500	0.7786
0.382	0.7781
LOW	0.7763
0.618	0.7735
1.000	0.7717
1.618	0.7689
2.618	0.7643
4.250	0.7568

Fisher Pivots for day following 28-Apr-2022
Pivot	1 day	3 day
R1	0.7798	0.7806
PP	0.7792	0.7805
S1	0.7786	0.7804

Download as Excel Spreadsheet

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

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