CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 13-May-2022

Day Change Summary
	Previous	Current
	12-May-2022	13-May-2022	Change	Change %	Previous Week
Open	0.7685	0.7684	-0.0001	0.0%	0.7725
High	0.7685	0.7739	0.0054	0.7%	0.7739
Low	0.7644	0.7683	0.0039	0.5%	0.7644
Close	0.7644	0.7731	0.0088	1.1%	0.7731
Range	0.0042	0.0056	0.0015	34.9%	0.0095
ATR	0.0052	0.0055	0.0003	5.8%	0.0000
Volume	277	102	-175	-63.2%	831

Daily Pivots for day following 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7885	0.7864	0.7762
R3	0.7829	0.7808	0.7746
R2	0.7773	0.7773	0.7741
R1	0.7752	0.7752	0.7736	0.7763
PP	0.7717	0.7717	0.7717	0.7723
S1	0.7696	0.7696	0.7726	0.7707
S2	0.7661	0.7661	0.7721
S3	0.7605	0.7640	0.7716
S4	0.7549	0.7584	0.7700

Weekly Pivots for week ending 13-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7989	0.7955	0.7783
R3	0.7894	0.7860	0.7757
R2	0.7799	0.7799	0.7748
R1	0.7765	0.7765	0.7740	0.7782
PP	0.7704	0.7704	0.7704	0.7713
S1	0.7670	0.7670	0.7722	0.7687
S2	0.7609	0.7609	0.7714
S3	0.7514	0.7575	0.7705
S4	0.7419	0.7480	0.7679

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7739	0.7644	0.0095	1.2%	0.0042	0.5%	92%	True	False	166
10	0.7858	0.7644	0.0214	2.8%	0.0045	0.6%	41%	False	False	154
20	0.8007	0.7644	0.0364	4.7%	0.0045	0.6%	24%	False	False	137
40	0.8053	0.7644	0.0410	5.3%	0.0041	0.5%	21%	False	False	91
60	0.8053	0.7644	0.0410	5.3%	0.0044	0.6%	21%	False	False	116
80	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	21%	False	False	105
100	0.8053	0.7644	0.0410	5.3%	0.0039	0.5%	21%	False	False	89
120	0.8053	0.7644	0.0410	5.3%	0.0037	0.5%	21%	False	False	83

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.7977
2.618	0.7885
1.618	0.7829
1.000	0.7795
0.618	0.7773
HIGH	0.7739
0.618	0.7717
0.500	0.7711
0.382	0.7704
LOW	0.7683
0.618	0.7648
1.000	0.7627
1.618	0.7592
2.618	0.7536
4.250	0.7445

Fisher Pivots for day following 13-May-2022
Pivot	1 day	3 day
R1	0.7724	0.7718
PP	0.7717	0.7704
S1	0.7711	0.7691

Download as Excel Spreadsheet

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

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