CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 04-May-2022

Day Change Summary
	Previous	Current
	03-May-2022	04-May-2022	Change	Change %	Previous Week
Open	0.7771	0.7793	0.0023	0.3%	0.7824
High	0.7782	0.7838	0.0057	0.7%	0.7853
Low	0.7770	0.7781	0.0011	0.1%	0.7760
Close	0.7780	0.7838	0.0059	0.8%	0.7786
Range	0.0012	0.0057	0.0046	395.7%	0.0094
ATR	0.0050	0.0050	0.0001	1.3%	0.0000
Volume	245	123	-122	-49.8%	840

Daily Pivots for day following 04-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7990	0.7971	0.7869
R3	0.7933	0.7914	0.7854
R2	0.7876	0.7876	0.7848
R1	0.7857	0.7857	0.7843	0.7867
PP	0.7819	0.7819	0.7819	0.7824
S1	0.7800	0.7800	0.7833	0.7810
S2	0.7762	0.7762	0.7828
S3	0.7705	0.7743	0.7822
S4	0.7648	0.7686	0.7807

Weekly Pivots for week ending 29-Apr-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8080	0.8026	0.7837
R3	0.7986	0.7933	0.7811
R2	0.7893	0.7893	0.7803
R1	0.7839	0.7839	0.7794	0.7819
PP	0.7799	0.7799	0.7799	0.7789
S1	0.7746	0.7746	0.7777	0.7726
S2	0.7706	0.7706	0.7768
S3	0.7612	0.7652	0.7760
S4	0.7519	0.7559	0.7734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7853	0.7741	0.0113	1.4%	0.0047	0.6%	87%	False	False	158
10	0.8005	0.7741	0.0265	3.4%	0.0051	0.7%	37%	False	False	163
20	0.8007	0.7741	0.0267	3.4%	0.0043	0.5%	37%	False	False	112
40	0.8053	0.7741	0.0313	4.0%	0.0040	0.5%	31%	False	False	89
60	0.8053	0.7741	0.0313	4.0%	0.0041	0.5%	31%	False	False	110
80	0.8053	0.7741	0.0313	4.0%	0.0040	0.5%	31%	False	False	95
100	0.8053	0.7699	0.0354	4.5%	0.0037	0.5%	39%	False	False	84
120	0.8053	0.7699	0.0354	4.5%	0.0035	0.4%	39%	False	False	76

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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8080
2.618	0.7987
1.618	0.7930
1.000	0.7895
0.618	0.7873
HIGH	0.7838
0.618	0.7816
0.500	0.7810
0.382	0.7803
LOW	0.7781
0.618	0.7746
1.000	0.7724
1.618	0.7689
2.618	0.7632
4.250	0.7539

Fisher Pivots for day following 04-May-2022
Pivot	1 day	3 day
R1	0.7829	0.7822
PP	0.7819	0.7806
S1	0.7810	0.7789

Download as Excel Spreadsheet

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

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