CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 27-Jun-2022

Day Change Summary
	Previous	Current
	24-Jun-2022	27-Jun-2022	Change	Change %	Previous Week
Open	0.7696	0.7757	0.0062	0.8%	0.7676
High	0.7759	0.7774	0.0015	0.2%	0.7759
Low	0.7694	0.7742	0.0049	0.6%	0.7670
Close	0.7740	0.7766	0.0026	0.3%	0.7740
Range	0.0065	0.0032	-0.0034	-51.5%	0.0089
ATR	0.0063	0.0060	-0.0002	-3.3%	0.0000
Volume	72,640	69,286	-3,354	-4.6%	327,706

Daily Pivots for day following 27-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7855	0.7842	0.7783
R3	0.7824	0.7811	0.7775
R2	0.7792	0.7792	0.7772
R1	0.7779	0.7779	0.7769	0.7786
PP	0.7761	0.7761	0.7761	0.7764
S1	0.7748	0.7748	0.7763	0.7754
S2	0.7729	0.7729	0.7760
S3	0.7698	0.7716	0.7757
S4	0.7666	0.7685	0.7749

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	0.7774	0.7670	0.0104	1.3%	0.0055	0.7%	93%	True	False	79,398
10	0.7819	0.7646	0.0173	2.2%	0.0064	0.8%	69%	False	False	100,203
20	0.7984	0.7646	0.0338	4.3%	0.0060	0.8%	36%	False	False	68,269
40	0.7984	0.7646	0.0338	4.4%	0.0058	0.7%	36%	False	False	34,466
60	0.8055	0.7646	0.0410	5.3%	0.0053	0.7%	29%	False	False	23,016
80	0.8055	0.7646	0.0410	5.3%	0.0049	0.6%	29%	False	False	17,294
100	0.8055	0.7646	0.0410	5.3%	0.0046	0.6%	29%	False	False	13,845
120	0.8055	0.7646	0.0410	5.3%	0.0043	0.6%	29%	False	False	11,542

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 12 trading days

Fibonacci Retracements and Extensions
4.250	0.7907
2.618	0.7856
1.618	0.7824
1.000	0.7805
0.618	0.7793
HIGH	0.7774
0.618	0.7761
0.500	0.7758
0.382	0.7754
LOW	0.7742
0.618	0.7723
1.000	0.7711
1.618	0.7691
2.618	0.7660
4.250	0.7608

Fisher Pivots for day following 27-Jun-2022
Pivot	1 day	3 day
R1	0.7763	0.7754
PP	0.7761	0.7741
S1	0.7758	0.7729

Download as Excel Spreadsheet

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

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