CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 15-Jun-2022

Day Change Summary
	Previous	Current
	14-Jun-2022	15-Jun-2022	Change	Change %	Previous Week
Open	0.7753	0.7720	-0.0033	-0.4%	0.7939
High	0.7772	0.7776	0.0004	0.0%	0.7984
Low	0.7707	0.7696	-0.0011	-0.1%	0.7800
Close	0.7715	0.7726	0.0011	0.1%	0.7835
Range	0.0066	0.0080	0.0014	21.4%	0.0184
ATR	0.0059	0.0061	0.0001	2.4%	0.0000
Volume	110,026	139,741	29,715	27.0%	325,303

Daily Pivots for day following 15-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7971	0.7928	0.7770
R3	0.7892	0.7849	0.7748
R2	0.7812	0.7812	0.7741
R1	0.7769	0.7769	0.7733	0.7791
PP	0.7733	0.7733	0.7733	0.7743
S1	0.7690	0.7690	0.7719	0.7711
S2	0.7653	0.7653	0.7711
S3	0.7574	0.7610	0.7704
S4	0.7494	0.7531	0.7682

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	0.7964	0.7696	0.0268	3.5%	0.0078	1.0%	11%	False	True	116,521
10	0.7984	0.7696	0.0288	3.7%	0.0063	0.8%	10%	False	True	73,180
20	0.7984	0.7696	0.0288	3.7%	0.0056	0.7%	10%	False	True	37,701
40	0.8008	0.7646	0.0362	4.7%	0.0057	0.7%	22%	False	False	19,041
60	0.8055	0.7646	0.0410	5.3%	0.0050	0.6%	20%	False	False	12,710
80	0.8055	0.7646	0.0410	5.3%	0.0048	0.6%	20%	False	False	9,568
100	0.8055	0.7646	0.0410	5.3%	0.0045	0.6%	20%	False	False	7,661
120	0.8055	0.7646	0.0410	5.3%	0.0040	0.5%	20%	False	False	6,386

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8113
2.618	0.7984
1.618	0.7904
1.000	0.7855
0.618	0.7825
HIGH	0.7776
0.618	0.7745
0.500	0.7736
0.382	0.7726
LOW	0.7696
0.618	0.7647
1.000	0.7617
1.618	0.7567
2.618	0.7488
4.250	0.7358

Fisher Pivots for day following 15-Jun-2022
Pivot	1 day	3 day
R1	0.7736	0.7758
PP	0.7733	0.7747
S1	0.7729	0.7737

Download as Excel Spreadsheet

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

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