CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 10-Jan-2022

Day Change Summary
	Previous	Current
	07-Jan-2022	10-Jan-2022	Change	Change %	Previous Week
Open	0.7853	0.7900	0.0048	0.6%	0.7896
High	0.7911	0.7900	-0.0011	-0.1%	0.7911
Low	0.7851	0.7870	0.0019	0.2%	0.7801
Close	0.7910	0.7882	-0.0028	-0.4%	0.7910
Range	0.0061	0.0031	-0.0030	-49.6%	0.0110
ATR	0.0046	0.0046	0.0000	-1.0%	0.0000
Volume	982	34	-948	-96.5%	1,453

Daily Pivots for day following 10-Jan-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7975	0.7959	0.7898
R3	0.7945	0.7928	0.7890
R2	0.7914	0.7914	0.7887
R1	0.7898	0.7898	0.7884	0.7891
PP	0.7884	0.7884	0.7884	0.7880
S1	0.7867	0.7867	0.7879	0.7860
S2	0.7853	0.7853	0.7876
S3	0.7823	0.7837	0.7873
S4	0.7792	0.7806	0.7865

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%	0.0046	0.6%	73%	False	False	284
10	0.7917	0.7792	0.0126	1.6%	0.0044	0.6%	72%	False	False	179
20	0.7917	0.7719	0.0199	2.5%	0.0042	0.5%	82%	False	False	163
40	0.7991	0.7719	0.0272	3.5%	0.0041	0.5%	60%	False	False	250
60	0.8114	0.7719	0.0395	5.0%	0.0035	0.4%	41%	False	False	186
80	0.8114	0.7719	0.0395	5.0%	0.0037	0.5%	41%	False	False	143

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0006
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8030
2.618	0.7980
1.618	0.7949
1.000	0.7931
0.618	0.7919
HIGH	0.7900
0.618	0.7888
0.500	0.7885
0.382	0.7881
LOW	0.7870
0.618	0.7851
1.000	0.7839
1.618	0.7820
2.618	0.7790
4.250	0.7740

Fisher Pivots for day following 10-Jan-2022
Pivot	1 day	3 day
R1	0.7885	0.7873
PP	0.7884	0.7865
S1	0.7883	0.7856

Download as Excel Spreadsheet

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

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