CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 17-Jun-2022

Day Change Summary
	Previous	Current
	16-Jun-2022	17-Jun-2022	Change	Change %	Previous Week
Open	0.7760	0.7725	-0.0035	-0.5%	0.7819
High	0.7776	0.7730	-0.0046	-0.6%	0.7819
Low	0.7711	0.7646	-0.0065	-0.8%	0.7646
Close	0.7735	0.7678	-0.0058	-0.7%	0.7678
Range	0.0065	0.0084	0.0019	29.2%	0.0173
ATR	0.0061	0.0063	0.0002	3.3%	0.0000
Volume	112,635	109,108	-3,527	-3.1%	605,040

Daily Pivots for day following 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7937	0.7891	0.7724
R3	0.7853	0.7807	0.7701
R2	0.7769	0.7769	0.7693
R1	0.7723	0.7723	0.7685	0.7704
PP	0.7685	0.7685	0.7685	0.7675
S1	0.7639	0.7639	0.7670	0.7620
S2	0.7601	0.7601	0.7662
S3	0.7517	0.7555	0.7654
S4	0.7433	0.7471	0.7631

Weekly Pivots for week ending 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8233	0.8128	0.7773
R3	0.8060	0.7955	0.7725
R2	0.7887	0.7887	0.7709
R1	0.7782	0.7782	0.7693	0.7748
PP	0.7714	0.7714	0.7714	0.7697
S1	0.7609	0.7609	0.7662	0.7575
S2	0.7541	0.7541	0.7646
S3	0.7368	0.7436	0.7630
S4	0.7195	0.7263	0.7582

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7819	0.7646	0.0173	2.3%	0.0072	0.9%	18%	False	True	121,008
10	0.7984	0.7646	0.0338	4.4%	0.0067	0.9%	9%	False	True	93,034
20	0.7984	0.7646	0.0338	4.4%	0.0058	0.7%	9%	False	True	48,706
40	0.7984	0.7646	0.0338	4.4%	0.0058	0.8%	9%	False	False	24,573
60	0.8055	0.7646	0.0410	5.3%	0.0051	0.7%	8%	False	False	16,403
80	0.8055	0.7646	0.0410	5.3%	0.0049	0.6%	8%	False	False	12,339
100	0.8055	0.7646	0.0410	5.3%	0.0046	0.6%	8%	False	False	9,878
120	0.8055	0.7646	0.0410	5.3%	0.0041	0.5%	8%	False	False	8,234

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8087
2.618	0.7950
1.618	0.7866
1.000	0.7814
0.618	0.7782
HIGH	0.7730
0.618	0.7698
0.500	0.7688
0.382	0.7678
LOW	0.7646
0.618	0.7594
1.000	0.7562
1.618	0.7510
2.618	0.7426
4.250	0.7289

Fisher Pivots for day following 17-Jun-2022
Pivot	1 day	3 day
R1	0.7688	0.7711
PP	0.7685	0.7700
S1	0.7681	0.7689

Download as Excel Spreadsheet

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

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