CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 25-May-2022

Day Change Summary
	Previous	Current
	24-May-2022	25-May-2022	Change	Change %	Previous Week
Open	0.7825	0.7797	-0.0028	-0.4%	0.7743
High	0.7825	0.7804	-0.0022	-0.3%	0.7823
Low	0.7771	0.7760	-0.0011	-0.1%	0.7704
Close	0.7788	0.7804	0.0016	0.2%	0.7779
Range	0.0055	0.0044	-0.0011	-20.2%	0.0120
ATR	0.0057	0.0056	-0.0001	-1.7%	0.0000
Volume	1,933	926	-1,007	-52.1%	5,146

Daily Pivots for day following 25-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7920	0.7905	0.7827
R3	0.7876	0.7862	0.7815
R2	0.7833	0.7833	0.7811
R1	0.7818	0.7818	0.7807	0.7825
PP	0.7789	0.7789	0.7789	0.7793
S1	0.7775	0.7775	0.7800	0.7782
S2	0.7746	0.7746	0.7796
S3	0.7702	0.7731	0.7792
S4	0.7659	0.7688	0.7780

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	0.7757	0.0069	0.9%	0.0049	0.6%	67%	False	False	1,140
10	0.7826	0.7646	0.0181	2.3%	0.0053	0.7%	88%	False	False	982
20	0.7859	0.7646	0.0214	2.7%	0.0056	0.7%	74%	False	False	627
40	0.8055	0.7646	0.0410	5.2%	0.0049	0.6%	39%	False	False	368
60	0.8055	0.7646	0.0410	5.2%	0.0046	0.6%	39%	False	False	288
80	0.8055	0.7646	0.0410	5.2%	0.0042	0.5%	39%	False	False	228
100	0.8055	0.7646	0.0410	5.2%	0.0040	0.5%	39%	False	False	188
120	0.8055	0.7646	0.0410	5.2%	0.0035	0.5%	39%	False	False	159

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7988
2.618	0.7917
1.618	0.7874
1.000	0.7847
0.618	0.7830
HIGH	0.7804
0.618	0.7787
0.500	0.7782
0.382	0.7777
LOW	0.7760
0.618	0.7733
1.000	0.7717
1.618	0.7690
2.618	0.7646
4.250	0.7575

Fisher Pivots for day following 25-May-2022
Pivot	1 day	3 day
R1	0.7796	0.7800
PP	0.7789	0.7797
S1	0.7782	0.7793

Download as Excel Spreadsheet

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

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