CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 07-Jan-2022

Day Change Summary
	Previous	Current
	06-Jan-2022	07-Jan-2022	Change	Change %	Previous Week
Open	0.7826	0.7853	0.0027	0.3%	0.7896
High	0.7861	0.7911	0.0050	0.6%	0.7911
Low	0.7801	0.7851	0.0050	0.6%	0.7801
Close	0.7850	0.7910	0.0060	0.8%	0.7910
Range	0.0060	0.0061	0.0001	0.8%	0.0110
ATR	0.0045	0.0046	0.0001	2.5%	0.0000
Volume	267	982	715	267.8%	1,453

Daily Pivots for day following 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8072	0.8051	0.7943
R3	0.8011	0.7991	0.7926
R2	0.7951	0.7951	0.7921
R1	0.7930	0.7930	0.7915	0.7941
PP	0.7890	0.7890	0.7890	0.7896
S1	0.7870	0.7870	0.7904	0.7880
S2	0.7830	0.7830	0.7898
S3	0.7769	0.7809	0.7893
S4	0.7709	0.7749	0.7876

Weekly Pivots for week ending 07-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8204	0.8167	0.7970
R3	0.8094	0.8057	0.7940
R2	0.7984	0.7984	0.7930
R1	0.7947	0.7947	0.7920	0.7965
PP	0.7874	0.7874	0.7874	0.7883
S1	0.7837	0.7837	0.7899	0.7855
S2	0.7764	0.7764	0.7889
S3	0.7654	0.7727	0.7879
S4	0.7544	0.7617	0.7849

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7911	0.7801	0.0110	1.4%	0.0054	0.7%	99%	True	False	290
10	0.7917	0.7779	0.0139	1.8%	0.0045	0.6%	95%	False	False	188
20	0.7917	0.7719	0.0199	2.5%	0.0043	0.5%	96%	False	False	180
40	0.7991	0.7719	0.0272	3.4%	0.0041	0.5%	70%	False	False	251
60	0.8114	0.7719	0.0395	5.0%	0.0035	0.4%	48%	False	False	186

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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	0.0006
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8168
2.618	0.8069
1.618	0.8009
1.000	0.7972
0.618	0.7948
HIGH	0.7911
0.618	0.7888
0.500	0.7881
0.382	0.7874
LOW	0.7851
0.618	0.7813
1.000	0.7790
1.618	0.7753
2.618	0.7692
4.250	0.7593

Fisher Pivots for day following 07-Jan-2022
Pivot	1 day	3 day
R1	0.7900	0.7892
PP	0.7890	0.7874
S1	0.7881	0.7856

Download as Excel Spreadsheet

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

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