CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 14-Apr-2022

Day Change Summary
	Previous	Current
	13-Apr-2022	14-Apr-2022	Change	Change %	Previous Week
Open	0.7895	0.7973	0.0078	1.0%	0.7996
High	0.7954	0.7975	0.0022	0.3%	0.8053
Low	0.7884	0.7903	0.0019	0.2%	0.7920
Close	0.7948	0.7922	-0.0026	-0.3%	0.7950
Range	0.0070	0.0072	0.0003	3.6%	0.0133
ATR	0.0043	0.0045	0.0002	4.8%	0.0000
Volume	59	54	-5	-8.5%	263

Daily Pivots for day following 14-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8149	0.8108	0.7962
R3	0.8077	0.8036	0.7942
R2	0.8005	0.8005	0.7935
R1	0.7964	0.7964	0.7929	0.7949
PP	0.7933	0.7933	0.7933	0.7926
S1	0.7892	0.7892	0.7915	0.7877
S2	0.7861	0.7861	0.7909
S3	0.7789	0.7820	0.7902
S4	0.7717	0.7748	0.7882

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	0.7975	0.7884	0.0091	1.1%	0.0048	0.6%	42%	True	False	77
10	0.8053	0.7884	0.0169	2.1%	0.0039	0.5%	22%	False	False	62
20	0.8053	0.7884	0.0169	2.1%	0.0037	0.5%	22%	False	False	45
40	0.8053	0.7755	0.0299	3.8%	0.0043	0.5%	56%	False	False	106
60	0.8053	0.7755	0.0299	3.8%	0.0041	0.5%	56%	False	False	94
80	0.8053	0.7709	0.0344	4.3%	0.0037	0.5%	62%	False	False	77
100	0.8053	0.7699	0.0354	4.5%	0.0035	0.4%	63%	False	False	72

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	0.0008
Widest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	0.8281
2.618	0.8163
1.618	0.8091
1.000	0.8047
0.618	0.8019
HIGH	0.7975
0.618	0.7947
0.500	0.7939
0.382	0.7931
LOW	0.7903
0.618	0.7859
1.000	0.7831
1.618	0.7787
2.618	0.7715
4.250	0.7597

Fisher Pivots for day following 14-Apr-2022
Pivot	1 day	3 day
R1	0.7939	0.7930
PP	0.7933	0.7927
S1	0.7928	0.7925

Download as Excel Spreadsheet

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

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