CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 31-May-2022

Day Change Summary
	Previous	Current
	27-May-2022	31-May-2022	Change	Change %	Previous Week
Open	0.7825	0.7851	0.0026	0.3%	0.7796
High	0.7859	0.7913	0.0054	0.7%	0.7859
Low	0.7820	0.7851	0.0031	0.4%	0.7760
Close	0.7856	0.7905	0.0049	0.6%	0.7856
Range	0.0039	0.0062	0.0023	59.0%	0.0099
ATR	0.0054	0.0055	0.0001	1.0%	0.0000
Volume	1,429	4,203	2,774	194.1%	5,699

Daily Pivots for day following 31-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8075	0.8052	0.7939
R3	0.8013	0.7990	0.7922
R2	0.7951	0.7951	0.7916
R1	0.7928	0.7928	0.7910	0.7940
PP	0.7889	0.7889	0.7889	0.7895
S1	0.7866	0.7866	0.7899	0.7878
S2	0.7827	0.7827	0.7893
S3	0.7765	0.7804	0.7887
S4	0.7703	0.7742	0.7870

Weekly Pivots for week ending 27-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8120	0.8086	0.7910
R3	0.8022	0.7988	0.7883
R2	0.7923	0.7923	0.7874
R1	0.7889	0.7889	0.7865	0.7906
PP	0.7825	0.7825	0.7825	0.7833
S1	0.7791	0.7791	0.7846	0.7808
S2	0.7726	0.7726	0.7837
S3	0.7628	0.7692	0.7828
S4	0.7529	0.7594	0.7801

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7913	0.7760	0.0153	1.9%	0.0049	0.6%	95%	True	False	1,876
10	0.7913	0.7753	0.0160	2.0%	0.0048	0.6%	95%	True	False	1,472
20	0.7913	0.7646	0.0267	3.4%	0.0055	0.7%	97%	True	False	923
40	0.8055	0.7646	0.0410	5.2%	0.0050	0.6%	63%	False	False	529
60	0.8055	0.7646	0.0410	5.2%	0.0046	0.6%	63%	False	False	392
80	0.8055	0.7646	0.0410	5.2%	0.0044	0.6%	63%	False	False	309
100	0.8055	0.7646	0.0410	5.2%	0.0041	0.5%	63%	False	False	253
120	0.8055	0.7646	0.0410	5.2%	0.0036	0.5%	63%	False	False	213

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.8176
2.618	0.8075
1.618	0.8013
1.000	0.7975
0.618	0.7951
HIGH	0.7913
0.618	0.7889
0.500	0.7882
0.382	0.7874
LOW	0.7851
0.618	0.7812
1.000	0.7789
1.618	0.7750
2.618	0.7688
4.250	0.7587

Fisher Pivots for day following 31-May-2022
Pivot	1 day	3 day
R1	0.7897	0.7885
PP	0.7889	0.7866
S1	0.7882	0.7846

Download as Excel Spreadsheet

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

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