CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 22-Jun-2022

Day Change Summary
	Previous	Current
	21-Jun-2022	22-Jun-2022	Change	Change %	Previous Week
Open	0.7676	0.7741	0.0066	0.9%	0.7819
High	0.7750	0.7746	-0.0004	-0.1%	0.7819
Low	0.7670	0.7696	0.0026	0.3%	0.7646
Close	0.7739	0.7734	-0.0005	-0.1%	0.7678
Range	0.0080	0.0050	-0.0030	-37.5%	0.0173
ATR	0.0064	0.0063	-0.0001	-1.6%	0.0000
Volume	101,247	76,462	-24,785	-24.5%	605,040

Daily Pivots for day following 22-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7875	0.7854	0.7761
R3	0.7825	0.7804	0.7747
R2	0.7775	0.7775	0.7743
R1	0.7754	0.7754	0.7738	0.7740
PP	0.7725	0.7725	0.7725	0.7718
S1	0.7704	0.7704	0.7729	0.7690
S2	0.7675	0.7675	0.7724
S3	0.7625	0.7654	0.7720
S4	0.7575	0.7604	0.7706

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%	0.0072	0.9%	67%	False	False	107,838
10	0.7984	0.7646	0.0338	4.4%	0.0070	0.9%	26%	False	False	104,479
20	0.7984	0.7646	0.0338	4.4%	0.0060	0.8%	26%	False	False	57,492
40	0.7984	0.7646	0.0338	4.4%	0.0058	0.7%	26%	False	False	28,998
60	0.8055	0.7646	0.0410	5.3%	0.0052	0.7%	21%	False	False	19,363
80	0.8055	0.7646	0.0410	5.3%	0.0049	0.6%	21%	False	False	14,557
100	0.8055	0.7646	0.0410	5.3%	0.0046	0.6%	21%	False	False	11,654
120	0.8055	0.7646	0.0410	5.3%	0.0042	0.5%	21%	False	False	9,715

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0010
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7958
2.618	0.7876
1.618	0.7826
1.000	0.7796
0.618	0.7776
HIGH	0.7746
0.618	0.7726
0.500	0.7721
0.382	0.7715
LOW	0.7696
0.618	0.7665
1.000	0.7646
1.618	0.7615
2.618	0.7565
4.250	0.7483

Fisher Pivots for day following 22-Jun-2022
Pivot	1 day	3 day
R1	0.7729	0.7722
PP	0.7725	0.7710
S1	0.7721	0.7698

Download as Excel Spreadsheet

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

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