CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 06-Apr-2022

Day Change Summary
	Previous	Current
	05-Apr-2022	06-Apr-2022	Change	Change %	Previous Week
Open	0.8035	0.7993	-0.0042	-0.5%	0.8004
High	0.8053	0.8005	-0.0048	-0.6%	0.8039
Low	0.8010	0.7979	-0.0032	-0.4%	0.7949
Close	0.8012	0.7979	-0.0034	-0.4%	0.7988
Range	0.0043	0.0027	-0.0017	-38.4%	0.0090
ATR	0.0042	0.0042	-0.0001	-1.5%	0.0000
Volume	70	72	2	2.9%	132

Daily Pivots for day following 06-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8067	0.8049	0.7993
R3	0.8040	0.8023	0.7986
R2	0.8014	0.8014	0.7983
R1	0.7996	0.7996	0.7981	0.7992
PP	0.7987	0.7987	0.7987	0.7985
S1	0.7970	0.7970	0.7976	0.7965
S2	0.7961	0.7961	0.7974
S3	0.7934	0.7943	0.7971
S4	0.7908	0.7917	0.7964

Weekly Pivots for week ending 01-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8260	0.8213	0.8037
R3	0.8171	0.8124	0.8012
R2	0.8081	0.8081	0.8004
R1	0.8034	0.8034	0.7996	0.8013
PP	0.7992	0.7992	0.7992	0.7981
S1	0.7945	0.7945	0.7979	0.7924
S2	0.7902	0.7902	0.7971
S3	0.7813	0.7855	0.7963
S4	0.7723	0.7766	0.7938

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8053	0.7970	0.0083	1.0%	0.0030	0.4%	10%	False	False	48
10	0.8053	0.7949	0.0104	1.3%	0.0034	0.4%	28%	False	False	37
20	0.8053	0.7775	0.0278	3.5%	0.0037	0.5%	73%	False	False	50
40	0.8053	0.7755	0.0299	3.7%	0.0041	0.5%	75%	False	False	110
60	0.8053	0.7755	0.0299	3.7%	0.0039	0.5%	75%	False	False	90
80	0.8053	0.7699	0.0354	4.4%	0.0036	0.4%	79%	False	False	74
100	0.8053	0.7699	0.0354	4.4%	0.0034	0.4%	79%	False	False	70

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8118
2.618	0.8074
1.618	0.8048
1.000	0.8032
0.618	0.8021
HIGH	0.8005
0.618	0.7995
0.500	0.7992
0.382	0.7989
LOW	0.7979
0.618	0.7962
1.000	0.7952
1.618	0.7936
2.618	0.7909
4.250	0.7866

Fisher Pivots for day following 06-Apr-2022
Pivot	1 day	3 day
R1	0.7992	0.8016
PP	0.7987	0.8003
S1	0.7983	0.7991

Download as Excel Spreadsheet

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

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