CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 21-Jun-2022

Day Change Summary
	Previous	Current
	17-Jun-2022	21-Jun-2022	Change	Change %	Previous Week
Open	0.7725	0.7676	-0.0049	-0.6%	0.7819
High	0.7730	0.7750	0.0020	0.3%	0.7819
Low	0.7646	0.7670	0.0024	0.3%	0.7646
Close	0.7678	0.7739	0.0061	0.8%	0.7678
Range	0.0084	0.0080	-0.0004	-4.8%	0.0173
ATR	0.0063	0.0064	0.0001	1.9%	0.0000
Volume	109,108	101,247	-7,861	-7.2%	605,040

Daily Pivots for day following 21-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7959	0.7929	0.7783
R3	0.7879	0.7849	0.7761
R2	0.7799	0.7799	0.7753
R1	0.7769	0.7769	0.7746	0.7784
PP	0.7719	0.7719	0.7719	0.7727
S1	0.7689	0.7689	0.7731	0.7704
S2	0.7639	0.7639	0.7724
S3	0.7559	0.7609	0.7717
S4	0.7479	0.7529	0.7695

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	0.7776	0.7646	0.0130	1.7%	0.0075	1.0%	71%	False	False	114,551
10	0.7984	0.7646	0.0338	4.4%	0.0071	0.9%	27%	False	False	101,015
20	0.7984	0.7646	0.0338	4.4%	0.0059	0.8%	27%	False	False	53,695
40	0.7984	0.7646	0.0338	4.4%	0.0057	0.7%	28%	False	False	27,094
60	0.8055	0.7646	0.0410	5.3%	0.0052	0.7%	23%	False	False	18,090
80	0.8055	0.7646	0.0410	5.3%	0.0050	0.6%	23%	False	False	13,603
100	0.8055	0.7646	0.0410	5.3%	0.0046	0.6%	23%	False	False	10,890
120	0.8055	0.7646	0.0410	5.3%	0.0042	0.5%	23%	False	False	9,078

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	0.0012
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8090
2.618	0.7959
1.618	0.7879
1.000	0.7830
0.618	0.7799
HIGH	0.7750
0.618	0.7719
0.500	0.7710
0.382	0.7700
LOW	0.7670
0.618	0.7620
1.000	0.7590
1.618	0.7540
2.618	0.7460
4.250	0.7330

Fisher Pivots for day following 21-Jun-2022
Pivot	1 day	3 day
R1	0.7729	0.7729
PP	0.7719	0.7720
S1	0.7710	0.7711

Download as Excel Spreadsheet

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

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