CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 29-Jun-2022

Day Change Summary
	Previous	Current
	28-Jun-2022	29-Jun-2022	Change	Change %	Previous Week
Open	0.7768	0.7768	0.0000	0.0%	0.7676
High	0.7802	0.7787	-0.0015	-0.2%	0.7759
Low	0.7756	0.7752	-0.0004	-0.1%	0.7670
Close	0.7771	0.7756	-0.0015	-0.2%	0.7740
Range	0.0046	0.0035	-0.0011	-23.9%	0.0089
ATR	0.0059	0.0058	-0.0002	-2.9%	0.0000
Volume	78,369	67,026	-11,343	-14.5%	327,706

Daily Pivots for day following 29-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7870	0.7848	0.7775
R3	0.7835	0.7813	0.7766
R2	0.7800	0.7800	0.7762
R1	0.7778	0.7778	0.7759	0.7771
PP	0.7765	0.7765	0.7765	0.7761
S1	0.7743	0.7743	0.7753	0.7736
S2	0.7730	0.7730	0.7750
S3	0.7695	0.7708	0.7746
S4	0.7660	0.7673	0.7737

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7990	0.7954	0.7789
R3	0.7901	0.7865	0.7764
R2	0.7812	0.7812	0.7756
R1	0.7776	0.7776	0.7748	0.7794
PP	0.7723	0.7723	0.7723	0.7732
S1	0.7687	0.7687	0.7732	0.7705
S2	0.7634	0.7634	0.7724
S3	0.7545	0.7598	0.7716
S4	0.7456	0.7509	0.7691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7802	0.7684	0.0118	1.5%	0.0045	0.6%	61%	False	False	72,935
10	0.7802	0.7646	0.0156	2.0%	0.0058	0.8%	71%	False	False	90,387
20	0.7984	0.7646	0.0338	4.4%	0.0059	0.8%	33%	False	False	75,257
40	0.7984	0.7646	0.0338	4.4%	0.0057	0.7%	33%	False	False	38,090
60	0.8055	0.7646	0.0410	5.3%	0.0053	0.7%	27%	False	False	25,438
80	0.8055	0.7646	0.0410	5.3%	0.0049	0.6%	27%	False	False	19,108
100	0.8055	0.7646	0.0410	5.3%	0.0047	0.6%	27%	False	False	15,299
120	0.8055	0.7646	0.0410	5.3%	0.0044	0.6%	27%	False	False	12,754

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	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7935
2.618	0.7878
1.618	0.7843
1.000	0.7822
0.618	0.7808
HIGH	0.7787
0.618	0.7773
0.500	0.7769
0.382	0.7765
LOW	0.7752
0.618	0.7730
1.000	0.7717
1.618	0.7695
2.618	0.7660
4.250	0.7603

Fisher Pivots for day following 29-Jun-2022
Pivot	1 day	3 day
R1	0.7769	0.7772
PP	0.7765	0.7767
S1	0.7760	0.7761

Download as Excel Spreadsheet

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

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