CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 20-Apr-2022

Day Change Summary
	Previous	Current
	19-Apr-2022	20-Apr-2022	Change	Change %	Previous Week
Open	0.7923	0.7995	0.0072	0.9%	0.7940
High	0.7925	0.8007	0.0082	1.0%	0.7975
Low	0.7910	0.7986	0.0076	1.0%	0.7884
Close	0.7912	0.7986	0.0074	0.9%	0.7922
Range	0.0015	0.0022	0.0007	43.3%	0.0091
ATR	0.0041	0.0045	0.0004	9.6%	0.0000
Volume	60	38	-22	-36.7%	352

Daily Pivots for day following 20-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8057	0.8043	0.7997
R3	0.8036	0.8021	0.7991
R2	0.8014	0.8014	0.7989
R1	0.8000	0.8000	0.7987	0.7996
PP	0.7993	0.7993	0.7993	0.7991
S1	0.7978	0.7978	0.7984	0.7975
S2	0.7971	0.7971	0.7982
S3	0.7950	0.7957	0.7980
S4	0.7928	0.7935	0.7974

Weekly Pivots for week ending 15-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8200	0.8152	0.7972
R3	0.8109	0.8061	0.7947
R2	0.8018	0.8018	0.7939
R1	0.7970	0.7970	0.7930	0.7949
PP	0.7927	0.7927	0.7927	0.7916
S1	0.7879	0.7879	0.7914	0.7858
S2	0.7836	0.7836	0.7905
S3	0.7745	0.7788	0.7897
S4	0.7654	0.7697	0.7872

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8007	0.7884	0.0123	1.5%	0.0038	0.5%	83%	True	False	45
10	0.8007	0.7884	0.0123	1.5%	0.0034	0.4%	83%	True	False	61
20	0.8053	0.7884	0.0169	2.1%	0.0035	0.4%	60%	False	False	47
40	0.8053	0.7755	0.0299	3.7%	0.0041	0.5%	77%	False	False	104
60	0.8053	0.7755	0.0299	3.7%	0.0040	0.5%	77%	False	False	93
80	0.8053	0.7755	0.0299	3.7%	0.0037	0.5%	77%	False	False	77
100	0.8053	0.7699	0.0354	4.4%	0.0035	0.4%	81%	False	False	73

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8098
2.618	0.8063
1.618	0.8042
1.000	0.8029
0.618	0.8020
HIGH	0.8007
0.618	0.7999
0.500	0.7996
0.382	0.7994
LOW	0.7986
0.618	0.7972
1.000	0.7964
1.618	0.7951
2.618	0.7929
4.250	0.7894

Fisher Pivots for day following 20-Apr-2022
Pivot	1 day	3 day
R1	0.7996	0.7977
PP	0.7993	0.7968
S1	0.7989	0.7959

Download as Excel Spreadsheet

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

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