CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 08-Jun-2022

Day Change Summary
	Previous	Current
	07-Jun-2022	08-Jun-2022	Change	Change %	Previous Week
Open	0.7946	0.7975	0.0030	0.4%	0.7851
High	0.7980	0.7984	0.0004	0.0%	0.7963
Low	0.7920	0.7954	0.0034	0.4%	0.7851
Close	0.7977	0.7959	-0.0019	-0.2%	0.7941
Range	0.0060	0.0030	-0.0031	-50.8%	0.0112
ATR	0.0053	0.0052	-0.0002	-3.2%	0.0000
Volume	41,824	62,733	20,909	50.0%	36,624

Daily Pivots for day following 08-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.8036	0.7975
R3	0.8024	0.8006	0.7967
R2	0.7995	0.7995	0.7964
R1	0.7977	0.7977	0.7961	0.7971
PP	0.7965	0.7965	0.7965	0.7963
S1	0.7947	0.7947	0.7956	0.7942
S2	0.7936	0.7936	0.7953
S3	0.7906	0.7918	0.7950
S4	0.7877	0.7888	0.7942

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	0.7984	0.7878	0.0106	1.3%	0.0047	0.6%	76%	True	False	29,839
10	0.7984	0.7760	0.0224	2.8%	0.0047	0.6%	89%	True	False	16,586
20	0.7984	0.7646	0.0338	4.2%	0.0051	0.6%	93%	True	False	8,750
40	0.8008	0.7646	0.0362	4.5%	0.0052	0.7%	86%	False	False	4,485
60	0.8055	0.7646	0.0410	5.1%	0.0046	0.6%	76%	False	False	3,009
80	0.8055	0.7646	0.0410	5.1%	0.0045	0.6%	76%	False	False	2,287
100	0.8055	0.7646	0.0410	5.1%	0.0042	0.5%	76%	False	False	1,837
120	0.8055	0.7646	0.0410	5.1%	0.0038	0.5%	76%	False	False	1,532

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	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8109
2.618	0.8061
1.618	0.8031
1.000	0.8013
0.618	0.8002
HIGH	0.7984
0.618	0.7972
0.500	0.7969
0.382	0.7965
LOW	0.7954
0.618	0.7936
1.000	0.7925
1.618	0.7906
2.618	0.7877
4.250	0.7829

Fisher Pivots for day following 08-Jun-2022
Pivot	1 day	3 day
R1	0.7969	0.7956
PP	0.7965	0.7954
S1	0.7962	0.7952

Download as Excel Spreadsheet

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

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