CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 19-May-2022

Day Change Summary
	Previous	Current
	18-May-2022	19-May-2022	Change	Change %	Previous Week
Open	0.7803	0.7781	-0.0022	-0.3%	0.7725
High	0.7809	0.7815	0.0007	0.1%	0.7739
Low	0.7750	0.7780	0.0030	0.4%	0.7644
Close	0.7760	0.7810	0.0050	0.6%	0.7731
Range	0.0059	0.0036	-0.0023	-39.3%	0.0095
ATR	0.0054	0.0054	0.0000	0.1%	0.0000
Volume	203	385	182	89.7%	831

Daily Pivots for day following 19-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7908	0.7894	0.7829
R3	0.7872	0.7859	0.7819
R2	0.7837	0.7837	0.7816
R1	0.7823	0.7823	0.7813	0.7830
PP	0.7801	0.7801	0.7801	0.7805
S1	0.7788	0.7788	0.7806	0.7795
S2	0.7766	0.7766	0.7803
S3	0.7730	0.7752	0.7800
S4	0.7695	0.7717	0.7790

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	0.7815	0.7683	0.0133	1.7%	0.0049	0.6%	96%	True	False	177
10	0.7815	0.7644	0.0172	2.2%	0.0045	0.6%	97%	True	False	174
20	0.7944	0.7644	0.0301	3.8%	0.0049	0.6%	55%	False	False	167
40	0.8053	0.7644	0.0410	5.2%	0.0043	0.5%	41%	False	False	108
60	0.8053	0.7644	0.0410	5.2%	0.0044	0.6%	41%	False	False	124
80	0.8053	0.7644	0.0410	5.2%	0.0043	0.5%	41%	False	False	112
100	0.8053	0.7644	0.0410	5.2%	0.0040	0.5%	41%	False	False	96
120	0.8053	0.7644	0.0410	5.2%	0.0037	0.5%	41%	False	False	89

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	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0004
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7966
2.618	0.7908
1.618	0.7872
1.000	0.7851
0.618	0.7837
HIGH	0.7815
0.618	0.7801
0.500	0.7797
0.382	0.7793
LOW	0.7780
0.618	0.7758
1.000	0.7744
1.618	0.7722
2.618	0.7687
4.250	0.7629

Fisher Pivots for day following 19-May-2022
Pivot	1 day	3 day
R1	0.7805	0.7801
PP	0.7801	0.7792
S1	0.7797	0.7783

Download as Excel Spreadsheet

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

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