CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 03-Jun-2022

Day Change Summary
	Previous	Current
	02-Jun-2022	03-Jun-2022	Change	Change %	Previous Week
Open	0.7897	0.7951	0.0054	0.7%	0.7851
High	0.7954	0.7963	0.0009	0.1%	0.7963
Low	0.7878	0.7935	0.0057	0.7%	0.7851
Close	0.7947	0.7941	-0.0006	-0.1%	0.7941
Range	0.0077	0.0028	-0.0049	-63.4%	0.0112
ATR	0.0056	0.0054	-0.0002	-3.6%	0.0000
Volume	8,387	14,818	6,431	76.7%	36,624

Daily Pivots for day following 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8030	0.8014	0.7956
R3	0.8002	0.7986	0.7949
R2	0.7974	0.7974	0.7946
R1	0.7958	0.7958	0.7944	0.7952
PP	0.7946	0.7946	0.7946	0.7943
S1	0.7930	0.7930	0.7938	0.7924
S2	0.7918	0.7918	0.7936
S3	0.7890	0.7902	0.7933
S4	0.7862	0.7874	0.7926

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8254	0.8210	0.8003
R3	0.8142	0.8098	0.7972
R2	0.8030	0.8030	0.7962
R1	0.7986	0.7986	0.7951	0.8008
PP	0.7918	0.7918	0.7918	0.7929
S1	0.7874	0.7874	0.7931	0.7896
S2	0.7806	0.7806	0.7920
S3	0.7694	0.7762	0.7910
S4	0.7582	0.7650	0.7879

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7963	0.7820	0.0143	1.8%	0.0050	0.6%	85%	True	False	7,610
10	0.7963	0.7760	0.0203	2.6%	0.0048	0.6%	89%	True	False	4,379
20	0.7963	0.7646	0.0317	4.0%	0.0053	0.7%	93%	True	False	2,512
40	0.8008	0.7646	0.0362	4.6%	0.0051	0.6%	82%	False	False	1,337
60	0.8055	0.7646	0.0410	5.2%	0.0046	0.6%	72%	False	False	920
80	0.8055	0.7646	0.0410	5.2%	0.0044	0.6%	72%	False	False	714
100	0.8055	0.7646	0.0410	5.2%	0.0042	0.5%	72%	False	False	577
120	0.8055	0.7646	0.0410	5.2%	0.0037	0.5%	72%	False	False	482

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 32 trading days

Fibonacci Retracements and Extensions
4.250	0.8082
2.618	0.8036
1.618	0.8008
1.000	0.7991
0.618	0.7980
HIGH	0.7963
0.618	0.7952
0.500	0.7949
0.382	0.7945
LOW	0.7935
0.618	0.7917
1.000	0.7907
1.618	0.7889
2.618	0.7861
4.250	0.7816

Fisher Pivots for day following 03-Jun-2022
Pivot	1 day	3 day
R1	0.7949	0.7934
PP	0.7946	0.7927
S1	0.7944	0.7920

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

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