CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 10-Jun-2022

Day Change Summary
	Previous	Current
	09-Jun-2022	10-Jun-2022	Change	Change %	Previous Week
Open	0.7961	0.7872	-0.0090	-1.1%	0.7939
High	0.7964	0.7881	-0.0083	-1.0%	0.7984
Low	0.7866	0.7800	-0.0066	-0.8%	0.7800
Close	0.7879	0.7835	-0.0045	-0.6%	0.7835
Range	0.0098	0.0081	-0.0017	-17.3%	0.0184
ATR	0.0055	0.0057	0.0002	3.4%	0.0000
Volume	74,219	125,092	50,873	68.5%	325,303

Daily Pivots for day following 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8082	0.8039	0.7879
R3	0.8001	0.7958	0.7857
R2	0.7920	0.7920	0.7849
R1	0.7877	0.7877	0.7842	0.7858
PP	0.7839	0.7839	0.7839	0.7829
S1	0.7796	0.7796	0.7827	0.7777
S2	0.7758	0.7758	0.7820
S3	0.7677	0.7715	0.7812
S4	0.7596	0.7634	0.7790

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8423	0.8312	0.7935
R3	0.8240	0.8129	0.7885
R2	0.8056	0.8056	0.7868
R1	0.7945	0.7945	0.7851	0.7909
PP	0.7873	0.7873	0.7873	0.7855
S1	0.7762	0.7762	0.7818	0.7726
S2	0.7689	0.7689	0.7801
S3	0.7506	0.7578	0.7784
S4	0.7322	0.7395	0.7734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7984	0.7800	0.0184	2.3%	0.0062	0.8%	19%	False	True	65,060
10	0.7984	0.7800	0.0184	2.3%	0.0056	0.7%	19%	False	True	36,335
20	0.7984	0.7679	0.0305	3.9%	0.0054	0.7%	51%	False	False	18,653
40	0.8008	0.7646	0.0362	4.6%	0.0054	0.7%	52%	False	False	9,461
60	0.8055	0.7646	0.0410	5.2%	0.0048	0.6%	46%	False	False	6,328
80	0.8055	0.7646	0.0410	5.2%	0.0046	0.6%	46%	False	False	4,777
100	0.8055	0.7646	0.0410	5.2%	0.0043	0.6%	46%	False	False	3,829
120	0.8055	0.7646	0.0410	5.2%	0.0039	0.5%	46%	False	False	3,193

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 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8225
2.618	0.8093
1.618	0.8012
1.000	0.7962
0.618	0.7931
HIGH	0.7881
0.618	0.7850
0.500	0.7841
0.382	0.7831
LOW	0.7800
0.618	0.7750
1.000	0.7719
1.618	0.7669
2.618	0.7588
4.250	0.7456

Fisher Pivots for day following 10-Jun-2022
Pivot	1 day	3 day
R1	0.7841	0.7892
PP	0.7839	0.7873
S1	0.7837	0.7854

Download as Excel Spreadsheet

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

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