CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 21-Apr-2022

Day Change Summary
	Previous	Current
	20-Apr-2022	21-Apr-2022	Change	Change %	Previous Week
Open	0.7995	0.8005	0.0010	0.1%	0.7940
High	0.8007	0.8005	-0.0002	0.0%	0.7975
Low	0.7986	0.7940	-0.0046	-0.6%	0.7884
Close	0.7986	0.7940	-0.0046	-0.6%	0.7922
Range	0.0022	0.0066	0.0044	204.7%	0.0091
ATR	0.0045	0.0046	0.0001	3.3%	0.0000
Volume	38	83	45	118.4%	352

Daily Pivots for day following 21-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8158	0.8114	0.7976
R3	0.8092	0.8049	0.7958
R2	0.8027	0.8027	0.7952
R1	0.7983	0.7983	0.7946	0.7972
PP	0.7961	0.7961	0.7961	0.7956
S1	0.7918	0.7918	0.7933	0.7907
S2	0.7896	0.7896	0.7927
S3	0.7830	0.7852	0.7921
S4	0.7765	0.7787	0.7903

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	0.7903	0.0104	1.3%	0.0037	0.5%	35%	False	False	49
10	0.8007	0.7884	0.0123	1.5%	0.0038	0.5%	45%	False	False	62
20	0.8053	0.7884	0.0169	2.1%	0.0036	0.5%	33%	False	False	50
40	0.8053	0.7755	0.0299	3.8%	0.0042	0.5%	62%	False	False	103
60	0.8053	0.7755	0.0299	3.8%	0.0040	0.5%	62%	False	False	94
80	0.8053	0.7755	0.0299	3.8%	0.0038	0.5%	62%	False	False	78
100	0.8053	0.7699	0.0354	4.5%	0.0034	0.4%	68%	False	False	73

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0005
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8283
2.618	0.8176
1.618	0.8111
1.000	0.8071
0.618	0.8045
HIGH	0.8005
0.618	0.7980
0.500	0.7972
0.382	0.7965
LOW	0.7940
0.618	0.7899
1.000	0.7874
1.618	0.7834
2.618	0.7768
4.250	0.7661

Fisher Pivots for day following 21-Apr-2022
Pivot	1 day	3 day
R1	0.7972	0.7959
PP	0.7961	0.7952
S1	0.7950	0.7946

Download as Excel Spreadsheet

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

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