CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 13-Jun-2022

Day Change Summary
	Previous	Current
	10-Jun-2022	13-Jun-2022	Change	Change %	Previous Week
Open	0.7872	0.7819	-0.0053	-0.7%	0.7939
High	0.7881	0.7819	-0.0062	-0.8%	0.7984
Low	0.7800	0.7751	-0.0049	-0.6%	0.7800
Close	0.7835	0.7762	-0.0073	-0.9%	0.7835
Range	0.0081	0.0068	-0.0013	-16.0%	0.0184
ATR	0.0057	0.0059	0.0002	3.4%	0.0000
Volume	125,092	133,530	8,438	6.7%	325,303

Daily Pivots for day following 13-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7981	0.7940	0.7799
R3	0.7913	0.7872	0.7781
R2	0.7845	0.7845	0.7774
R1	0.7804	0.7804	0.7768	0.7791
PP	0.7777	0.7777	0.7777	0.7771
S1	0.7736	0.7736	0.7756	0.7723
S2	0.7709	0.7709	0.7750
S3	0.7641	0.7668	0.7743
S4	0.7573	0.7600	0.7725

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	0.7751	0.0233	3.0%	0.0067	0.9%	5%	False	True	87,479
10	0.7984	0.7751	0.0233	3.0%	0.0059	0.8%	5%	False	True	49,545
20	0.7984	0.7704	0.0280	3.6%	0.0054	0.7%	21%	False	False	25,315
40	0.8008	0.7646	0.0362	4.7%	0.0054	0.7%	32%	False	False	12,799
60	0.8055	0.7646	0.0410	5.3%	0.0048	0.6%	28%	False	False	8,552
80	0.8055	0.7646	0.0410	5.3%	0.0047	0.6%	28%	False	False	6,446
100	0.8055	0.7646	0.0410	5.3%	0.0044	0.6%	28%	False	False	5,164
120	0.8055	0.7646	0.0410	5.3%	0.0039	0.5%	28%	False	False	4,306

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	0.0010
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8108
2.618	0.7997
1.618	0.7929
1.000	0.7887
0.618	0.7861
HIGH	0.7819
0.618	0.7793
0.500	0.7785
0.382	0.7777
LOW	0.7751
0.618	0.7709
1.000	0.7683
1.618	0.7641
2.618	0.7573
4.250	0.7462

Fisher Pivots for day following 13-Jun-2022
Pivot	1 day	3 day
R1	0.7785	0.7858
PP	0.7777	0.7826
S1	0.7770	0.7794

Download as Excel Spreadsheet

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

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