CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 09-Jun-2022

Day Change Summary
	Previous	Current
	08-Jun-2022	09-Jun-2022	Change	Change %	Previous Week
Open	0.7975	0.7961	-0.0014	-0.2%	0.7851
High	0.7984	0.7964	-0.0020	-0.2%	0.7963
Low	0.7954	0.7866	-0.0088	-1.1%	0.7851
Close	0.7959	0.7879	-0.0080	-1.0%	0.7941
Range	0.0030	0.0098	0.0069	232.2%	0.0112
ATR	0.0052	0.0055	0.0003	6.4%	0.0000
Volume	62,733	74,219	11,486	18.3%	36,624

Daily Pivots for day following 09-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8197	0.8136	0.7933
R3	0.8099	0.8038	0.7906
R2	0.8001	0.8001	0.7897
R1	0.7940	0.7940	0.7888	0.7922
PP	0.7903	0.7903	0.7903	0.7894
S1	0.7842	0.7842	0.7870	0.7824
S2	0.7805	0.7805	0.7861
S3	0.7707	0.7744	0.7852
S4	0.7609	0.7646	0.7825

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	0.7866	0.0118	1.5%	0.0051	0.6%	11%	False	True	43,005
10	0.7984	0.7780	0.0204	2.6%	0.0052	0.7%	49%	False	False	23,915
20	0.7984	0.7646	0.0338	4.3%	0.0053	0.7%	69%	False	False	12,448
40	0.8008	0.7646	0.0362	4.6%	0.0054	0.7%	65%	False	False	6,340
60	0.8055	0.7646	0.0410	5.2%	0.0047	0.6%	57%	False	False	4,245
80	0.8055	0.7646	0.0410	5.2%	0.0045	0.6%	57%	False	False	3,214
100	0.8055	0.7646	0.0410	5.2%	0.0043	0.5%	57%	False	False	2,579
120	0.8055	0.7646	0.0410	5.2%	0.0038	0.5%	57%	False	False	2,150

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 131 trading days

Fibonacci Retracements and Extensions
4.250	0.8381
2.618	0.8221
1.618	0.8123
1.000	0.8062
0.618	0.8025
HIGH	0.7964
0.618	0.7927
0.500	0.7915
0.382	0.7903
LOW	0.7866
0.618	0.7805
1.000	0.7768
1.618	0.7707
2.618	0.7609
4.250	0.7450

Fisher Pivots for day following 09-Jun-2022
Pivot	1 day	3 day
R1	0.7915	0.7925
PP	0.7903	0.7910
S1	0.7891	0.7894

Download as Excel Spreadsheet

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

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