CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 24-May-2022

Day Change Summary
	Previous	Current
	23-May-2022	24-May-2022	Change	Change %	Previous Week
Open	0.7809	0.7774	-0.0035	-0.4%	0.7717
High	0.7824	0.7786	-0.0038	-0.5%	0.7819
Low	0.7809	0.7774	-0.0035	-0.4%	0.7713
Close	0.7820	0.7786	-0.0034	-0.4%	0.7778
Range	0.0015	0.0012	-0.0003	-17.2%	0.0107
ATR	0.0054	0.0053	-0.0001	-1.1%	0.0000
Volume	7	486	479	6,842.9%	819

Daily Pivots for day following 24-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7818	0.7814	0.7793
R3	0.7806	0.7802	0.7789
R2	0.7794	0.7794	0.7788
R1	0.7790	0.7790	0.7787	0.7792
PP	0.7782	0.7782	0.7782	0.7783
S1	0.7778	0.7778	0.7785	0.7780
S2	0.7770	0.7770	0.7784
S3	0.7758	0.7766	0.7783
S4	0.7746	0.7754	0.7779

Weekly Pivots for week ending 20-May-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8089	0.8040	0.7836
R3	0.7983	0.7933	0.7807
R2	0.7876	0.7876	0.7797
R1	0.7827	0.7827	0.7787	0.7852
PP	0.7770	0.7770	0.7770	0.7782
S1	0.7720	0.7720	0.7768	0.7745
S2	0.7663	0.7663	0.7758
S3	0.7557	0.7614	0.7748
S4	0.7450	0.7507	0.7719

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7824	0.7750	0.0074	0.9%	0.0034	0.4%	49%	False	False	223
10	0.7824	0.7644	0.0180	2.3%	0.0040	0.5%	79%	False	False	173
20	0.7858	0.7644	0.0214	2.7%	0.0044	0.6%	67%	False	False	169
40	0.8053	0.7644	0.0410	5.3%	0.0041	0.5%	35%	False	False	119
60	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	35%	False	False	123
80	0.8053	0.7644	0.0410	5.3%	0.0041	0.5%	35%	False	False	116
100	0.8053	0.7644	0.0410	5.3%	0.0040	0.5%	35%	False	False	101
120	0.8053	0.7644	0.0410	5.3%	0.0037	0.5%	35%	False	False	92

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	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Narrowest range in 15 trading days

Fibonacci Retracements and Extensions
4.250	0.7837
2.618	0.7817
1.618	0.7805
1.000	0.7798
0.618	0.7793
HIGH	0.7786
0.618	0.7781
0.500	0.7780
0.382	0.7779
LOW	0.7774
0.618	0.7767
1.000	0.7762
1.618	0.7755
2.618	0.7743
4.250	0.7723

Fisher Pivots for day following 24-May-2022
Pivot	1 day	3 day
R1	0.7784	0.7796
PP	0.7782	0.7793
S1	0.7780	0.7789

Download as Excel Spreadsheet

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

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