CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 24-Jun-2022

Day Change Summary
	Previous	Current
	23-Jun-2022	24-Jun-2022	Change	Change %	Previous Week
Open	0.7724	0.7696	-0.0028	-0.4%	0.7676
High	0.7731	0.7759	0.0028	0.4%	0.7759
Low	0.7684	0.7694	0.0010	0.1%	0.7670
Close	0.7692	0.7740	0.0048	0.6%	0.7740
Range	0.0048	0.0065	0.0018	36.8%	0.0089
ATR	0.0062	0.0063	0.0000	0.5%	0.0000
Volume	77,357	72,640	-4,717	-6.1%	327,706

Daily Pivots for day following 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7926	0.7898	0.7776
R3	0.7861	0.7833	0.7758
R2	0.7796	0.7796	0.7752
R1	0.7768	0.7768	0.7746	0.7782
PP	0.7731	0.7731	0.7731	0.7738
S1	0.7703	0.7703	0.7734	0.7717
S2	0.7666	0.7666	0.7728
S3	0.7601	0.7638	0.7722
S4	0.7536	0.7573	0.7704

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7990	0.7954	0.7789
R3	0.7901	0.7865	0.7764
R2	0.7812	0.7812	0.7756
R1	0.7776	0.7776	0.7748	0.7794
PP	0.7723	0.7723	0.7723	0.7732
S1	0.7687	0.7687	0.7732	0.7705
S2	0.7634	0.7634	0.7724
S3	0.7545	0.7598	0.7716
S4	0.7456	0.7509	0.7691

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7759	0.7646	0.0113	1.5%	0.0065	0.8%	84%	True	False	87,362
10	0.7881	0.7646	0.0235	3.0%	0.0069	0.9%	40%	False	False	105,783
20	0.7984	0.7646	0.0338	4.4%	0.0061	0.8%	28%	False	False	64,849
40	0.7984	0.7646	0.0338	4.4%	0.0058	0.8%	28%	False	False	32,738
60	0.8055	0.7646	0.0410	5.3%	0.0053	0.7%	23%	False	False	21,862
80	0.8055	0.7646	0.0410	5.3%	0.0049	0.6%	23%	False	False	16,428
100	0.8055	0.7646	0.0410	5.3%	0.0046	0.6%	23%	False	False	13,152
120	0.8055	0.7646	0.0410	5.3%	0.0043	0.6%	23%	False	False	10,965

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0009
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8035
2.618	0.7929
1.618	0.7864
1.000	0.7824
0.618	0.7799
HIGH	0.7759
0.618	0.7734
0.500	0.7726
0.382	0.7718
LOW	0.7694
0.618	0.7653
1.000	0.7629
1.618	0.7588
2.618	0.7523
4.250	0.7417

Fisher Pivots for day following 24-Jun-2022
Pivot	1 day	3 day
R1	0.7735	0.7734
PP	0.7731	0.7727
S1	0.7726	0.7721

Download as Excel Spreadsheet

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

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