CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 05-May-2022

Day Change Summary
	Previous	Current
	04-May-2022	05-May-2022	Change	Change %	Previous Week
Open	0.7791	0.7846	0.0055	0.7%	0.7850
High	0.7850	0.7859	0.0009	0.1%	0.7858
Low	0.7779	0.7770	-0.0009	-0.1%	0.7763
Close	0.7840	0.7775	-0.0066	-0.8%	0.7788
Range	0.0072	0.0089	0.0018	24.5%	0.0095
ATR	0.0051	0.0054	0.0003	5.2%	0.0000
Volume	255	176	-79	-31.0%	1,068

Daily Pivots for day following 05-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8068	0.8010	0.7823
R3	0.7979	0.7921	0.7799
R2	0.7890	0.7890	0.7791
R1	0.7832	0.7832	0.7783	0.7817
PP	0.7801	0.7801	0.7801	0.7793
S1	0.7743	0.7743	0.7766	0.7728
S2	0.7712	0.7712	0.7758
S3	0.7623	0.7654	0.7750
S4	0.7534	0.7565	0.7726

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	0.7859	0.7740	0.0119	1.5%	0.0064	0.8%	29%	True	False	217
10	0.7948	0.7740	0.0208	2.7%	0.0058	0.7%	17%	False	False	235
20	0.8008	0.7740	0.0268	3.4%	0.0049	0.6%	13%	False	False	162
40	0.8055	0.7740	0.0315	4.1%	0.0042	0.5%	11%	False	False	124
60	0.8055	0.7740	0.0315	4.1%	0.0041	0.5%	11%	False	False	114
80	0.8055	0.7740	0.0315	4.1%	0.0039	0.5%	11%	False	False	93
100	0.8055	0.7709	0.0347	4.5%	0.0034	0.4%	19%	False	False	76

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8237
2.618	0.8092
1.618	0.8003
1.000	0.7948
0.618	0.7914
HIGH	0.7859
0.618	0.7825
0.500	0.7815
0.382	0.7804
LOW	0.7770
0.618	0.7715
1.000	0.7681
1.618	0.7626
2.618	0.7537
4.250	0.7392

Fisher Pivots for day following 05-May-2022
Pivot	1 day	3 day
R1	0.7815	0.7808
PP	0.7801	0.7797
S1	0.7788	0.7786

Download as Excel Spreadsheet

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

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