CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 08-Apr-2022

Day Change Summary
	Previous	Current
	07-Apr-2022	08-Apr-2022	Change	Change %	Previous Week
Open	0.7955	0.7940	-0.0015	-0.2%	0.7996
High	0.7955	0.7950	-0.0006	-0.1%	0.8053
Low	0.7925	0.7920	-0.0005	-0.1%	0.7920
Close	0.7946	0.7950	0.0004	0.1%	0.7950
Range	0.0030	0.0030	-0.0001	-1.7%	0.0133
ATR	0.0042	0.0042	-0.0001	-2.2%	0.0000
Volume	48	33	-15	-31.3%	263

Daily Pivots for day following 08-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8028	0.8018	0.7966
R3	0.7999	0.7989	0.7958
R2	0.7969	0.7969	0.7955
R1	0.7959	0.7959	0.7952	0.7964
PP	0.7940	0.7940	0.7940	0.7942
S1	0.7930	0.7930	0.7947	0.7935
S2	0.7910	0.7910	0.7944
S3	0.7881	0.7900	0.7941
S4	0.7851	0.7871	0.7933

Weekly Pivots for week ending 08-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8373	0.8294	0.8023
R3	0.8240	0.8161	0.7986
R2	0.8107	0.8107	0.7974
R1	0.8028	0.8028	0.7962	0.8001
PP	0.7974	0.7974	0.7974	0.7961
S1	0.7895	0.7895	0.7937	0.7868
S2	0.7841	0.7841	0.7925
S3	0.7708	0.7762	0.7913
S4	0.7575	0.7629	0.7876

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8053	0.7920	0.0133	1.7%	0.0029	0.4%	22%	False	True	52
10	0.8053	0.7920	0.0133	1.7%	0.0033	0.4%	22%	False	True	39
20	0.8053	0.7775	0.0278	3.5%	0.0035	0.4%	63%	False	False	33
40	0.8053	0.7755	0.0299	3.8%	0.0040	0.5%	65%	False	False	101
60	0.8053	0.7755	0.0299	3.8%	0.0038	0.5%	65%	False	False	90
80	0.8053	0.7699	0.0354	4.5%	0.0036	0.5%	71%	False	False	74
100	0.8053	0.7699	0.0354	4.5%	0.0034	0.4%	71%	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	0.0006
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8075
2.618	0.8027
1.618	0.7997
1.000	0.7979
0.618	0.7968
HIGH	0.7950
0.618	0.7938
0.500	0.7935
0.382	0.7931
LOW	0.7920
0.618	0.7902
1.000	0.7891
1.618	0.7872
2.618	0.7843
4.250	0.7795

Fisher Pivots for day following 08-Apr-2022
Pivot	1 day	3 day
R1	0.7945	0.7963
PP	0.7940	0.7958
S1	0.7935	0.7954

Download as Excel Spreadsheet

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

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