CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 16-Jun-2022

Day Change Summary
	Previous	Current
	15-Jun-2022	16-Jun-2022	Change	Change %	Previous Week
Open	0.7720	0.7760	0.0040	0.5%	0.7939
High	0.7776	0.7776	0.0001	0.0%	0.7984
Low	0.7696	0.7711	0.0015	0.2%	0.7800
Close	0.7726	0.7735	0.0009	0.1%	0.7835
Range	0.0080	0.0065	-0.0015	-18.2%	0.0184
ATR	0.0061	0.0061	0.0000	0.5%	0.0000
Volume	139,741	112,635	-27,106	-19.4%	325,303

Daily Pivots for day following 16-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7936	0.7900	0.7771
R3	0.7871	0.7835	0.7753
R2	0.7806	0.7806	0.7747
R1	0.7770	0.7770	0.7741	0.7756
PP	0.7741	0.7741	0.7741	0.7733
S1	0.7705	0.7705	0.7729	0.7691
S2	0.7676	0.7676	0.7723
S3	0.7611	0.7640	0.7717
S4	0.7546	0.7575	0.7699

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	0.7881	0.7696	0.0185	2.4%	0.0072	0.9%	21%	False	False	124,204
10	0.7984	0.7696	0.0288	3.7%	0.0061	0.8%	14%	False	False	83,605
20	0.7984	0.7696	0.0288	3.7%	0.0056	0.7%	14%	False	False	43,293
40	0.8008	0.7646	0.0362	4.7%	0.0057	0.7%	25%	False	False	21,846
60	0.8055	0.7646	0.0410	5.3%	0.0051	0.7%	22%	False	False	14,587
80	0.8055	0.7646	0.0410	5.3%	0.0048	0.6%	22%	False	False	10,976
100	0.8055	0.7646	0.0410	5.3%	0.0045	0.6%	22%	False	False	8,787
120	0.8055	0.7646	0.0410	5.3%	0.0041	0.5%	22%	False	False	7,325

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8052
2.618	0.7946
1.618	0.7881
1.000	0.7841
0.618	0.7816
HIGH	0.7776
0.618	0.7751
0.500	0.7744
0.382	0.7736
LOW	0.7711
0.618	0.7671
1.000	0.7646
1.618	0.7606
2.618	0.7541
4.250	0.7435

Fisher Pivots for day following 16-Jun-2022
Pivot	1 day	3 day
R1	0.7744	0.7736
PP	0.7741	0.7736
S1	0.7738	0.7735

Download as Excel Spreadsheet

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

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