CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 30-Jun-2022

Day Change Summary
	Previous	Current
	29-Jun-2022	30-Jun-2022	Change	Change %	Previous Week
Open	0.7768	0.7756	-0.0012	-0.2%	0.7676
High	0.7787	0.7776	-0.0011	-0.1%	0.7759
Low	0.7752	0.7732	-0.0020	-0.3%	0.7670
Close	0.7756	0.7770	0.0014	0.2%	0.7740
Range	0.0035	0.0044	0.0009	24.3%	0.0089
ATR	0.0058	0.0057	-0.0001	-1.8%	0.0000
Volume	67,026	95,420	28,394	42.4%	327,706

Daily Pivots for day following 30-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7890	0.7873	0.7794
R3	0.7846	0.7830	0.7782
R2	0.7803	0.7803	0.7778
R1	0.7786	0.7786	0.7774	0.7795
PP	0.7759	0.7759	0.7759	0.7763
S1	0.7743	0.7743	0.7766	0.7751
S2	0.7716	0.7716	0.7762
S3	0.7672	0.7699	0.7758
S4	0.7629	0.7656	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	0.7694	0.0108	1.4%	0.0044	0.6%	71%	False	False	76,548
10	0.7802	0.7646	0.0156	2.0%	0.0055	0.7%	80%	False	False	85,955
20	0.7984	0.7646	0.0338	4.3%	0.0059	0.8%	37%	False	False	79,567
40	0.7984	0.7646	0.0338	4.4%	0.0057	0.7%	37%	False	False	40,470
60	0.8055	0.7646	0.0410	5.3%	0.0053	0.7%	30%	False	False	27,029
80	0.8055	0.7646	0.0410	5.3%	0.0049	0.6%	30%	False	False	20,296
100	0.8055	0.7646	0.0410	5.3%	0.0046	0.6%	30%	False	False	16,253
120	0.8055	0.7646	0.0410	5.3%	0.0044	0.6%	30%	False	False	13,549

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	0.7960
2.618	0.7889
1.618	0.7846
1.000	0.7819
0.618	0.7802
HIGH	0.7776
0.618	0.7759
0.500	0.7754
0.382	0.7749
LOW	0.7732
0.618	0.7705
1.000	0.7689
1.618	0.7662
2.618	0.7618
4.250	0.7547

Fisher Pivots for day following 30-Jun-2022
Pivot	1 day	3 day
R1	0.7765	0.7769
PP	0.7759	0.7768
S1	0.7754	0.7767

Download as Excel Spreadsheet

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

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