CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 17-May-2022

Day Change Summary
	Previous	Current
	16-May-2022	17-May-2022	Change	Change %	Previous Week
Open	0.7717	0.7803	0.0086	1.1%	0.7725
High	0.7786	0.7803	0.0017	0.2%	0.7739
Low	0.7713	0.7782	0.0070	0.9%	0.7644
Close	0.7786	0.7793	0.0007	0.1%	0.7731
Range	0.0074	0.0021	-0.0053	-72.1%	0.0095
ATR	0.0057	0.0054	-0.0003	-4.6%	0.0000
Volume	46	151	105	228.3%	831

Daily Pivots for day following 17-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7854	0.7844	0.7804
R3	0.7833	0.7823	0.7798
R2	0.7813	0.7813	0.7796
R1	0.7803	0.7803	0.7794	0.7798
PP	0.7792	0.7792	0.7792	0.7790
S1	0.7782	0.7782	0.7791	0.7777
S2	0.7772	0.7772	0.7789
S3	0.7751	0.7762	0.7787
S4	0.7731	0.7741	0.7781

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	0.7803	0.7644	0.0159	2.0%	0.0046	0.6%	94%	True	False	123
10	0.7858	0.7644	0.0214	2.7%	0.0050	0.6%	70%	False	False	132
20	0.8007	0.7644	0.0364	4.7%	0.0049	0.6%	41%	False	False	143
40	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	36%	False	False	94
60	0.8053	0.7644	0.0410	5.3%	0.0044	0.6%	36%	False	False	118
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.5%	36%	False	False	107
100	0.8053	0.7644	0.0410	5.3%	0.0039	0.5%	36%	False	False	90
120	0.8053	0.7644	0.0410	5.3%	0.0037	0.5%	36%	False	False	84

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0005
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7890
2.618	0.7856
1.618	0.7836
1.000	0.7823
0.618	0.7815
HIGH	0.7803
0.618	0.7795
0.500	0.7792
0.382	0.7790
LOW	0.7782
0.618	0.7769
1.000	0.7762
1.618	0.7749
2.618	0.7728
4.250	0.7695

Fisher Pivots for day following 17-May-2022
Pivot	1 day	3 day
R1	0.7792	0.7776
PP	0.7792	0.7759
S1	0.7792	0.7743

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

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