CME Canadian Dollar Future June 2022

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

Day Change Summary
	Previous	Current
	09-Jun-2022	10-Jun-2022	Change	Change %	Previous Week
Open	0.7964	0.7876	-0.0089	-1.1%	0.7942
High	0.7969	0.7885	-0.0084	-1.0%	0.7988
Low	0.7870	0.7804	-0.0066	-0.8%	0.7804
Close	0.7883	0.7838	-0.0046	-0.6%	0.7838
Range	0.0099	0.0081	-0.0018	-17.8%	0.0184
ATR	0.0058	0.0060	0.0002	2.8%	0.0000
Volume	127,828	44,574	-83,254	-65.1%	455,394

Daily Pivots for day following 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8085	0.8042	0.7882
R3	0.8004	0.7961	0.7860
R2	0.7923	0.7923	0.7852
R1	0.7880	0.7880	0.7845	0.7861
PP	0.7842	0.7842	0.7842	0.7833
S1	0.7799	0.7799	0.7830	0.7780
S2	0.7761	0.7761	0.7823
S3	0.7680	0.7718	0.7815
S4	0.7599	0.7637	0.7793

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8429	0.8317	0.7939
R3	0.8245	0.8133	0.7888
R2	0.8061	0.8061	0.7871
R1	0.7949	0.7949	0.7854	0.7913
PP	0.7877	0.7877	0.7877	0.7858
S1	0.7765	0.7765	0.7821	0.7729
S2	0.7693	0.7693	0.7804
S3	0.7509	0.7581	0.7787
S4	0.7325	0.7397	0.7736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7988	0.7804	0.0184	2.3%	0.0062	0.8%	18%	False	True	91,078
10	0.7988	0.7804	0.0184	2.3%	0.0057	0.7%	18%	False	True	88,335
20	0.7988	0.7662	0.0326	4.2%	0.0058	0.7%	54%	False	False	79,927
40	0.8024	0.7646	0.0379	4.8%	0.0062	0.8%	51%	False	False	82,253
60	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	46%	False	False	78,233
80	0.8061	0.7646	0.0415	5.3%	0.0059	0.7%	46%	False	False	64,791
100	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	46%	False	False	51,921
120	0.8061	0.7646	0.0415	5.3%	0.0054	0.7%	46%	False	False	43,296

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	False
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	0.8229
2.618	0.8097
1.618	0.8016
1.000	0.7966
0.618	0.7935
HIGH	0.7885
0.618	0.7854
0.500	0.7845
0.382	0.7835
LOW	0.7804
0.618	0.7754
1.000	0.7723
1.618	0.7673
2.618	0.7592
4.250	0.7460

Fisher Pivots for day following 10-Jun-2022
Pivot	1 day	3 day
R1	0.7845	0.7896
PP	0.7842	0.7877
S1	0.7840	0.7857

Download as Excel Spreadsheet

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

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