CME Canadian Dollar Future September 2022

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

Day Change Summary
	Previous	Current
	06-Jun-2022	07-Jun-2022	Change	Change %	Previous Week
Open	0.7939	0.7946	0.0007	0.1%	0.7851
High	0.7973	0.7980	0.0008	0.1%	0.7963
Low	0.7934	0.7920	-0.0014	-0.2%	0.7851
Close	0.7947	0.7977	0.0030	0.4%	0.7941
Range	0.0039	0.0060	0.0021	53.8%	0.0112
ATR	0.0053	0.0053	0.0001	1.0%	0.0000
Volume	21,435	41,824	20,389	95.1%	36,624

Daily Pivots for day following 07-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8139	0.8118	0.8010
R3	0.8079	0.8058	0.7994
R2	0.8019	0.8019	0.7988
R1	0.7998	0.7998	0.7983	0.8009
PP	0.7959	0.7959	0.7959	0.7964
S1	0.7938	0.7938	0.7972	0.7949
S2	0.7899	0.7899	0.7966
S3	0.7839	0.7878	0.7961
S4	0.7779	0.7818	0.7944

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	0.7980	0.7878	0.0103	1.3%	0.0050	0.6%	97%	True	False	19,136
10	0.7980	0.7760	0.0220	2.8%	0.0050	0.6%	99%	True	False	10,506
20	0.7980	0.7646	0.0335	4.2%	0.0052	0.7%	99%	True	False	5,625
40	0.8008	0.7646	0.0362	4.5%	0.0052	0.7%	92%	False	False	2,918
60	0.8055	0.7646	0.0410	5.1%	0.0047	0.6%	81%	False	False	1,965
80	0.8055	0.7646	0.0410	5.1%	0.0045	0.6%	81%	False	False	1,503
100	0.8055	0.7646	0.0410	5.1%	0.0042	0.5%	81%	False	False	1,209
120	0.8055	0.7646	0.0410	5.1%	0.0038	0.5%	81%	False	False	1,009

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8235
2.618	0.8137
1.618	0.8077
1.000	0.8040
0.618	0.8017
HIGH	0.7980
0.618	0.7957
0.500	0.7950
0.382	0.7943
LOW	0.7920
0.618	0.7883
1.000	0.7860
1.618	0.7823
2.618	0.7763
4.250	0.7665

Fisher Pivots for day following 07-Jun-2022
Pivot	1 day	3 day
R1	0.7968	0.7968
PP	0.7959	0.7959
S1	0.7950	0.7950

Download as Excel Spreadsheet

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

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