CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 12-Apr-2022

Day Change Summary
	Previous	Current
	11-Apr-2022	12-Apr-2022	Change	Change %	Previous Week
Open	0.7940	0.7904	-0.0036	-0.5%	0.7996
High	0.7940	0.7929	-0.0012	-0.1%	0.8053
Low	0.7910	0.7892	-0.0019	-0.2%	0.7920
Close	0.7917	0.7908	-0.0009	-0.1%	0.7950
Range	0.0030	0.0037	0.0007	23.3%	0.0133
ATR	0.0041	0.0041	0.0000	-0.8%	0.0000
Volume	61	178	117	191.8%	263

Daily Pivots for day following 12-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8020	0.8001	0.7928
R3	0.7983	0.7964	0.7918
R2	0.7946	0.7946	0.7914
R1	0.7927	0.7927	0.7911	0.7937
PP	0.7909	0.7909	0.7909	0.7914
S1	0.7890	0.7890	0.7904	0.7900
S2	0.7872	0.7872	0.7901
S3	0.7835	0.7853	0.7897
S4	0.7798	0.7816	0.7887

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	0.8005	0.7892	0.0114	1.4%	0.0031	0.4%	14%	False	True	78
10	0.8053	0.7892	0.0162	2.0%	0.0032	0.4%	10%	False	True	58
20	0.8053	0.7827	0.0226	2.9%	0.0033	0.4%	36%	False	False	42
40	0.8053	0.7755	0.0299	3.8%	0.0041	0.5%	51%	False	False	106
60	0.8053	0.7755	0.0299	3.8%	0.0039	0.5%	51%	False	False	94
80	0.8053	0.7699	0.0354	4.5%	0.0037	0.5%	59%	False	False	77
100	0.8053	0.7699	0.0354	4.5%	0.0034	0.4%	59%	False	False	71

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8086
2.618	0.8025
1.618	0.7988
1.000	0.7966
0.618	0.7951
HIGH	0.7929
0.618	0.7914
0.500	0.7910
0.382	0.7906
LOW	0.7892
0.618	0.7869
1.000	0.7855
1.618	0.7832
2.618	0.7795
4.250	0.7734

Fisher Pivots for day following 12-Apr-2022
Pivot	1 day	3 day
R1	0.7910	0.7921
PP	0.7909	0.7916
S1	0.7908	0.7912

Download as Excel Spreadsheet

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

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