CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 14-Jun-2022

Day Change Summary
	Previous	Current
	13-Jun-2022	14-Jun-2022	Change	Change %	Previous Week
Open	0.7819	0.7753	-0.0066	-0.8%	0.7939
High	0.7819	0.7772	-0.0047	-0.6%	0.7984
Low	0.7751	0.7707	-0.0045	-0.6%	0.7800
Close	0.7762	0.7715	-0.0047	-0.6%	0.7835
Range	0.0068	0.0066	-0.0003	-3.7%	0.0184
ATR	0.0059	0.0059	0.0000	0.8%	0.0000
Volume	133,530	110,026	-23,504	-17.6%	325,303

Daily Pivots for day following 14-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7887	0.7751
R3	0.7862	0.7821	0.7733
R2	0.7797	0.7797	0.7727
R1	0.7756	0.7756	0.7721	0.7744
PP	0.7731	0.7731	0.7731	0.7725
S1	0.7690	0.7690	0.7709	0.7678
S2	0.7666	0.7666	0.7703
S3	0.7600	0.7625	0.7697
S4	0.7535	0.7559	0.7679

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	0.7707	0.0277	3.6%	0.0068	0.9%	3%	False	True	101,120
10	0.7984	0.7707	0.0277	3.6%	0.0059	0.8%	3%	False	True	60,128
20	0.7984	0.7707	0.0277	3.6%	0.0053	0.7%	3%	False	True	30,800
40	0.8008	0.7646	0.0362	4.7%	0.0055	0.7%	19%	False	False	15,549
60	0.8055	0.7646	0.0410	5.3%	0.0049	0.6%	17%	False	False	10,382
80	0.8055	0.7646	0.0410	5.3%	0.0048	0.6%	17%	False	False	7,822
100	0.8055	0.7646	0.0410	5.3%	0.0044	0.6%	17%	False	False	6,265
120	0.8055	0.7646	0.0410	5.3%	0.0040	0.5%	17%	False	False	5,222

Crabel Price Patterns
NR	True
NR4	True
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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8050
2.618	0.7943
1.618	0.7878
1.000	0.7838
0.618	0.7812
HIGH	0.7772
0.618	0.7747
0.500	0.7739
0.382	0.7732
LOW	0.7707
0.618	0.7666
1.000	0.7641
1.618	0.7601
2.618	0.7535
4.250	0.7428

Fisher Pivots for day following 14-Jun-2022
Pivot	1 day	3 day
R1	0.7739	0.7794
PP	0.7731	0.7768
S1	0.7723	0.7741

Download as Excel Spreadsheet

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

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