CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 13-Jun-2022

Day Change Summary
	Previous	Current
	10-Jun-2022	13-Jun-2022	Change	Change %	Previous Week
Open	0.7876	0.7819	-0.0057	-0.7%	0.7942
High	0.7885	0.7821	-0.0064	-0.8%	0.7988
Low	0.7804	0.7753	-0.0052	-0.7%	0.7804
Close	0.7838	0.7765	-0.0073	-0.9%	0.7838
Range	0.0081	0.0069	-0.0013	-15.4%	0.0184
ATR	0.0060	0.0062	0.0002	3.0%	0.0000
Volume	44,574	12,054	-32,520	-73.0%	455,394

Daily Pivots for day following 13-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7985	0.7944	0.7803
R3	0.7917	0.7875	0.7784
R2	0.7848	0.7848	0.7778
R1	0.7807	0.7807	0.7771	0.7793
PP	0.7780	0.7780	0.7780	0.7773
S1	0.7738	0.7738	0.7759	0.7725
S2	0.7711	0.7711	0.7752
S3	0.7643	0.7670	0.7746
S4	0.7574	0.7601	0.7727

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	0.7753	0.0236	3.0%	0.0068	0.9%	5%	False	True	77,917
10	0.7988	0.7753	0.0236	3.0%	0.0059	0.8%	5%	False	True	82,695
20	0.7988	0.7701	0.0287	3.7%	0.0057	0.7%	22%	False	False	76,556
40	0.8024	0.7646	0.0379	4.9%	0.0062	0.8%	32%	False	False	80,627
60	0.8061	0.7646	0.0415	5.3%	0.0058	0.7%	29%	False	False	77,093
80	0.8061	0.7646	0.0415	5.3%	0.0059	0.8%	29%	False	False	64,933
100	0.8061	0.7646	0.0415	5.3%	0.0057	0.7%	29%	False	False	52,037
120	0.8061	0.7646	0.0415	5.3%	0.0054	0.7%	29%	False	False	43,396

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8112
2.618	0.8000
1.618	0.7932
1.000	0.7890
0.618	0.7863
HIGH	0.7821
0.618	0.7795
0.500	0.7787
0.382	0.7779
LOW	0.7753
0.618	0.7710
1.000	0.7684
1.618	0.7642
2.618	0.7573
4.250	0.7461

Fisher Pivots for day following 13-Jun-2022
Pivot	1 day	3 day
R1	0.7787	0.7861
PP	0.7780	0.7829
S1	0.7772	0.7797

Download as Excel Spreadsheet

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

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