CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 24-May-2022

Day Change Summary
	Previous	Current
	23-May-2022	24-May-2022	Change	Change %	Previous Week
Open	0.7796	0.7825	0.0029	0.4%	0.7743
High	0.7826	0.7825	-0.0001	0.0%	0.7823
Low	0.7796	0.7771	-0.0026	-0.3%	0.7704
Close	0.7821	0.7788	-0.0033	-0.4%	0.7779
Range	0.0030	0.0055	0.0025	81.7%	0.0120
ATR	0.0057	0.0057	0.0000	-0.4%	0.0000
Volume	521	1,933	1,412	271.0%	5,146

Daily Pivots for day following 24-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7958	0.7928	0.7818
R3	0.7904	0.7873	0.7803
R2	0.7849	0.7849	0.7798
R1	0.7819	0.7819	0.7793	0.7807
PP	0.7795	0.7795	0.7795	0.7789
S1	0.7764	0.7764	0.7783	0.7752
S2	0.7740	0.7740	0.7778
S3	0.7686	0.7710	0.7773
S4	0.7631	0.7655	0.7758

Weekly Pivots for week ending 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8127	0.8073	0.7845
R3	0.8008	0.7953	0.7812
R2	0.7888	0.7888	0.7801
R1	0.7834	0.7834	0.7790	0.7861
PP	0.7769	0.7769	0.7769	0.7782
S1	0.7714	0.7714	0.7768	0.7741
S2	0.7649	0.7649	0.7757
S3	0.7530	0.7595	0.7746
S4	0.7410	0.7475	0.7713

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7826	0.7753	0.0073	0.9%	0.0051	0.7%	48%	False	False	1,113
10	0.7826	0.7646	0.0181	2.3%	0.0055	0.7%	79%	False	False	915
20	0.7859	0.7646	0.0214	2.7%	0.0056	0.7%	67%	False	False	596
40	0.8055	0.7646	0.0410	5.3%	0.0048	0.6%	35%	False	False	345
60	0.8055	0.7646	0.0410	5.3%	0.0046	0.6%	35%	False	False	275
80	0.8055	0.7646	0.0410	5.3%	0.0042	0.5%	35%	False	False	218
100	0.8055	0.7646	0.0410	5.3%	0.0039	0.5%	35%	False	False	179

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8057
2.618	0.7968
1.618	0.7913
1.000	0.7880
0.618	0.7859
HIGH	0.7825
0.618	0.7804
0.500	0.7798
0.382	0.7791
LOW	0.7771
0.618	0.7737
1.000	0.7716
1.618	0.7682
2.618	0.7628
4.250	0.7539

Fisher Pivots for day following 24-May-2022
Pivot	1 day	3 day
R1	0.7798	0.7797
PP	0.7795	0.7794
S1	0.7791	0.7791

Download as Excel Spreadsheet

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

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