CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 05-May-2022

Day Change Summary
	Previous	Current
	04-May-2022	05-May-2022	Change	Change %	Previous Week
Open	0.7793	0.7853	0.0060	0.8%	0.7824
High	0.7838	0.7858	0.0020	0.2%	0.7853
Low	0.7781	0.7773	-0.0009	-0.1%	0.7760
Close	0.7838	0.7773	-0.0066	-0.8%	0.7786
Range	0.0057	0.0085	0.0028	49.1%	0.0094
ATR	0.0050	0.0053	0.0002	5.0%	0.0000
Volume	123	51	-72	-58.5%	840

Daily Pivots for day following 05-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8056	0.7999	0.7819
R3	0.7971	0.7914	0.7796
R2	0.7886	0.7886	0.7788
R1	0.7829	0.7829	0.7780	0.7815
PP	0.7801	0.7801	0.7801	0.7794
S1	0.7744	0.7744	0.7765	0.7730
S2	0.7716	0.7716	0.7757
S3	0.7631	0.7659	0.7749
S4	0.7546	0.7574	0.7726

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	0.7858	0.7741	0.0117	1.5%	0.0054	0.7%	27%	True	False	138
10	0.7944	0.7741	0.0204	2.6%	0.0053	0.7%	16%	False	False	160
20	0.8007	0.7741	0.0267	3.4%	0.0045	0.6%	12%	False	False	111
40	0.8053	0.7741	0.0313	4.0%	0.0041	0.5%	10%	False	False	81
60	0.8053	0.7741	0.0313	4.0%	0.0042	0.5%	10%	False	False	110
80	0.8053	0.7741	0.0313	4.0%	0.0040	0.5%	10%	False	False	95
100	0.8053	0.7699	0.0354	4.6%	0.0038	0.5%	21%	False	False	81
120	0.8053	0.7699	0.0354	4.6%	0.0036	0.5%	21%	False	False	77

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0009
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.8219
2.618	0.8080
1.618	0.7995
1.000	0.7943
0.618	0.7910
HIGH	0.7858
0.618	0.7825
0.500	0.7815
0.382	0.7805
LOW	0.7773
0.618	0.7720
1.000	0.7688
1.618	0.7635
2.618	0.7550
4.250	0.7411

Fisher Pivots for day following 05-May-2022
Pivot	1 day	3 day
R1	0.7815	0.7814
PP	0.7801	0.7800
S1	0.7787	0.7786

Download as Excel Spreadsheet

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

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