CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 28-Jun-2022

Day Change Summary
	Previous	Current
	27-Jun-2022	28-Jun-2022	Change	Change %	Previous Week
Open	0.7757	0.7768	0.0011	0.1%	0.7676
High	0.7774	0.7802	0.0028	0.4%	0.7759
Low	0.7742	0.7756	0.0014	0.2%	0.7670
Close	0.7766	0.7771	0.0005	0.1%	0.7740
Range	0.0032	0.0046	0.0015	46.0%	0.0089
ATR	0.0060	0.0059	-0.0001	-1.7%	0.0000
Volume	69,286	78,369	9,083	13.1%	327,706

Daily Pivots for day following 28-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7914	0.7889	0.7796
R3	0.7868	0.7843	0.7784
R2	0.7822	0.7822	0.7779
R1	0.7797	0.7797	0.7775	0.7809
PP	0.7776	0.7776	0.7776	0.7782
S1	0.7751	0.7751	0.7767	0.7763
S2	0.7730	0.7730	0.7763
S3	0.7684	0.7705	0.7758
S4	0.7638	0.7659	0.7746

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	0.7802	0.7684	0.0118	1.5%	0.0048	0.6%	74%	True	False	74,822
10	0.7802	0.7646	0.0156	2.0%	0.0061	0.8%	80%	True	False	94,687
20	0.7984	0.7646	0.0338	4.3%	0.0060	0.8%	37%	False	False	72,116
40	0.7984	0.7646	0.0338	4.3%	0.0057	0.7%	37%	False	False	36,420
60	0.8055	0.7646	0.0410	5.3%	0.0053	0.7%	31%	False	False	24,322
80	0.8055	0.7646	0.0410	5.3%	0.0049	0.6%	31%	False	False	18,272
100	0.8055	0.7646	0.0410	5.3%	0.0046	0.6%	31%	False	False	14,628
120	0.8055	0.7646	0.0410	5.3%	0.0043	0.6%	31%	False	False	12,195

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	0.0011
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7997
2.618	0.7922
1.618	0.7876
1.000	0.7848
0.618	0.7830
HIGH	0.7802
0.618	0.7784
0.500	0.7779
0.382	0.7773
LOW	0.7756
0.618	0.7727
1.000	0.7710
1.618	0.7681
2.618	0.7635
4.250	0.7560

Fisher Pivots for day following 28-Jun-2022
Pivot	1 day	3 day
R1	0.7779	0.7763
PP	0.7776	0.7755
S1	0.7774	0.7748

Download as Excel Spreadsheet

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

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