CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 17-May-2022

Day Change Summary
	Previous	Current
	16-May-2022	17-May-2022	Change	Change %	Previous Week
Open	0.7743	0.7779	0.0036	0.5%	0.7739
High	0.7788	0.7807	0.0019	0.2%	0.7745
Low	0.7704	0.7777	0.0074	1.0%	0.7646
Close	0.7787	0.7793	0.0006	0.1%	0.7732
Range	0.0085	0.0030	-0.0055	-65.1%	0.0100
ATR	0.0061	0.0059	-0.0002	-3.7%	0.0000
Volume	327	1,708	1,381	422.3%	2,599

Daily Pivots for day following 17-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7881	0.7866	0.7809
R3	0.7851	0.7837	0.7801
R2	0.7822	0.7822	0.7798
R1	0.7807	0.7807	0.7796	0.7815
PP	0.7792	0.7792	0.7792	0.7796
S1	0.7778	0.7778	0.7790	0.7785
S2	0.7763	0.7763	0.7788
S3	0.7733	0.7748	0.7785
S4	0.7704	0.7719	0.7777

Weekly Pivots for week ending 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8006	0.7969	0.7787
R3	0.7907	0.7869	0.7759
R2	0.7807	0.7807	0.7750
R1	0.7770	0.7770	0.7741	0.7739
PP	0.7708	0.7708	0.7708	0.7692
S1	0.7670	0.7670	0.7723	0.7639
S2	0.7608	0.7608	0.7714
S3	0.7509	0.7571	0.7705
S4	0.7409	0.7471	0.7677

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7807	0.7646	0.0161	2.1%	0.0059	0.8%	92%	True	False	718
10	0.7859	0.7646	0.0214	2.7%	0.0062	0.8%	69%	False	False	524
20	0.8008	0.7646	0.0362	4.6%	0.0058	0.7%	41%	False	False	380
40	0.8055	0.7646	0.0410	5.3%	0.0047	0.6%	36%	False	False	215
60	0.8055	0.7646	0.0410	5.3%	0.0045	0.6%	36%	False	False	190
80	0.8055	0.7646	0.0410	5.3%	0.0042	0.5%	36%	False	False	151
100	0.8055	0.7646	0.0410	5.3%	0.0037	0.5%	36%	False	False	123

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 20 trading days

Fibonacci Retracements and Extensions
4.250	0.7932
2.618	0.7884
1.618	0.7854
1.000	0.7836
0.618	0.7825
HIGH	0.7807
0.618	0.7795
0.500	0.7792
0.382	0.7788
LOW	0.7777
0.618	0.7759
1.000	0.7748
1.618	0.7729
2.618	0.7700
4.250	0.7652

Fisher Pivots for day following 17-May-2022
Pivot	1 day	3 day
R1	0.7793	0.7776
PP	0.7792	0.7760
S1	0.7792	0.7743

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

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