CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 23-Jun-2022

Day Change Summary
	Previous	Current
	22-Jun-2022	23-Jun-2022	Change	Change %	Previous Week
Open	0.7741	0.7724	-0.0018	-0.2%	0.7819
High	0.7746	0.7731	-0.0015	-0.2%	0.7819
Low	0.7696	0.7684	-0.0012	-0.2%	0.7646
Close	0.7734	0.7692	-0.0042	-0.5%	0.7678
Range	0.0050	0.0048	-0.0003	-5.0%	0.0173
ATR	0.0063	0.0062	-0.0001	-1.5%	0.0000
Volume	76,462	77,357	895	1.2%	605,040

Daily Pivots for day following 23-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7845	0.7816	0.7718
R3	0.7797	0.7768	0.7705
R2	0.7750	0.7750	0.7701
R1	0.7721	0.7721	0.7696	0.7712
PP	0.7702	0.7702	0.7702	0.7698
S1	0.7673	0.7673	0.7688	0.7664
S2	0.7655	0.7655	0.7683
S3	0.7607	0.7626	0.7679
S4	0.7560	0.7578	0.7666

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%	0.0065	0.8%	35%	False	False	95,361
10	0.7964	0.7646	0.0318	4.1%	0.0072	0.9%	14%	False	False	105,941
20	0.7984	0.7646	0.0338	4.4%	0.0059	0.8%	14%	False	False	61,263
40	0.7984	0.7646	0.0338	4.4%	0.0058	0.7%	14%	False	False	30,930
60	0.8055	0.7646	0.0410	5.3%	0.0052	0.7%	11%	False	False	20,651
80	0.8055	0.7646	0.0410	5.3%	0.0049	0.6%	11%	False	False	15,522
100	0.8055	0.7646	0.0410	5.3%	0.0046	0.6%	11%	False	False	12,427
120	0.8055	0.7646	0.0410	5.3%	0.0043	0.6%	11%	False	False	10,359

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0010
Narrowest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	0.7933
2.618	0.7855
1.618	0.7808
1.000	0.7779
0.618	0.7760
HIGH	0.7731
0.618	0.7713
0.500	0.7707
0.382	0.7702
LOW	0.7684
0.618	0.7654
1.000	0.7636
1.618	0.7607
2.618	0.7559
4.250	0.7482

Fisher Pivots for day following 23-Jun-2022
Pivot	1 day	3 day
R1	0.7707	0.7710
PP	0.7702	0.7704
S1	0.7697	0.7698

Download as Excel Spreadsheet

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

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