CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 04-May-2022

Day Change Summary
	Previous	Current
	03-May-2022	04-May-2022	Change	Change %	Previous Week
Open	0.7776	0.7791	0.0016	0.2%	0.7850
High	0.7786	0.7850	0.0064	0.8%	0.7858
Low	0.7756	0.7779	0.0023	0.3%	0.7763
Close	0.7782	0.7840	0.0058	0.7%	0.7788
Range	0.0030	0.0072	0.0042	138.3%	0.0095
ATR	0.0050	0.0051	0.0002	3.1%	0.0000
Volume	213	255	42	19.7%	1,068

Daily Pivots for day following 04-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8037	0.8010	0.7879
R3	0.7966	0.7939	0.7860
R2	0.7894	0.7894	0.7853
R1	0.7867	0.7867	0.7847	0.7881
PP	0.7823	0.7823	0.7823	0.7830
S1	0.7796	0.7796	0.7833	0.7809
S2	0.7751	0.7751	0.7827
S3	0.7680	0.7724	0.7820
S4	0.7608	0.7653	0.7801

Weekly Pivots for week ending 29-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8088	0.8033	0.7840
R3	0.7993	0.7938	0.7814
R2	0.7898	0.7898	0.7805
R1	0.7843	0.7843	0.7797	0.7823
PP	0.7803	0.7803	0.7803	0.7793
S1	0.7748	0.7748	0.7779	0.7728
S2	0.7708	0.7708	0.7771
S3	0.7613	0.7653	0.7762
S4	0.7518	0.7558	0.7736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7858	0.7740	0.0118	1.5%	0.0055	0.7%	85%	False	False	212
10	0.8008	0.7740	0.0268	3.4%	0.0056	0.7%	37%	False	False	220
20	0.8008	0.7740	0.0268	3.4%	0.0046	0.6%	37%	False	False	156
40	0.8055	0.7740	0.0315	4.0%	0.0041	0.5%	32%	False	False	126
60	0.8055	0.7740	0.0315	4.0%	0.0040	0.5%	32%	False	False	112
80	0.8055	0.7740	0.0315	4.0%	0.0038	0.5%	32%	False	False	91
100	0.8055	0.7709	0.0347	4.4%	0.0033	0.4%	38%	False	False	75

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0010
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8154
2.618	0.8037
1.618	0.7966
1.000	0.7922
0.618	0.7894
HIGH	0.7850
0.618	0.7823
0.500	0.7814
0.382	0.7806
LOW	0.7779
0.618	0.7734
1.000	0.7707
1.618	0.7663
2.618	0.7591
4.250	0.7475

Fisher Pivots for day following 04-May-2022
Pivot	1 day	3 day
R1	0.7831	0.7825
PP	0.7823	0.7810
S1	0.7814	0.7795

Download as Excel Spreadsheet

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

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