CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 27-Apr-2022

Day Change Summary
	Previous	Current
	26-Apr-2022	27-Apr-2022	Change	Change %	Previous Week
Open	0.7840	0.7780	-0.0060	-0.8%	0.7912
High	0.7840	0.7805	-0.0036	-0.5%	0.8007
Low	0.7792	0.7771	-0.0021	-0.3%	0.7848
Close	0.7806	0.7785	-0.0021	-0.3%	0.7851
Range	0.0049	0.0034	-0.0015	-30.9%	0.0159
ATR	0.0049	0.0048	-0.0001	-2.1%	0.0000
Volume	149	283	134	89.9%	372

Daily Pivots for day following 27-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7887	0.7869	0.7803
R3	0.7854	0.7836	0.7794
R2	0.7820	0.7820	0.7791
R1	0.7802	0.7802	0.7788	0.7811
PP	0.7787	0.7787	0.7787	0.7791
S1	0.7769	0.7769	0.7781	0.7778
S2	0.7753	0.7753	0.7778
S3	0.7720	0.7735	0.7775
S4	0.7686	0.7702	0.7766

Weekly Pivots for week ending 22-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8379	0.8274	0.7938
R3	0.8220	0.8115	0.7894
R2	0.8061	0.8061	0.7880
R1	0.7956	0.7956	0.7865	0.7929
PP	0.7902	0.7902	0.7902	0.7888
S1	0.7797	0.7797	0.7836	0.7770
S2	0.7743	0.7743	0.7821
S3	0.7584	0.7638	0.7807
S4	0.7425	0.7479	0.7763

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.8005	0.7771	0.0234	3.0%	0.0055	0.7%	6%	False	True	168
10	0.8007	0.7771	0.0236	3.0%	0.0046	0.6%	6%	False	True	106
20	0.8053	0.7771	0.0282	3.6%	0.0039	0.5%	5%	False	True	82
40	0.8053	0.7755	0.0299	3.8%	0.0041	0.5%	10%	False	False	104
60	0.8053	0.7755	0.0299	3.8%	0.0040	0.5%	10%	False	False	102
80	0.8053	0.7755	0.0299	3.8%	0.0039	0.5%	10%	False	False	87
100	0.8053	0.7699	0.0354	4.5%	0.0036	0.5%	24%	False	False	79

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	0.0007
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7947
2.618	0.7892
1.618	0.7859
1.000	0.7838
0.618	0.7825
HIGH	0.7805
0.618	0.7792
0.500	0.7788
0.382	0.7784
LOW	0.7771
0.618	0.7750
1.000	0.7738
1.618	0.7717
2.618	0.7683
4.250	0.7629

Fisher Pivots for day following 27-Apr-2022
Pivot	1 day	3 day
R1	0.7788	0.7810
PP	0.7787	0.7801
S1	0.7786	0.7793

Download as Excel Spreadsheet

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

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