CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 05-Jul-2022

Day Change Summary
	Previous	Current
	01-Jul-2022	05-Jul-2022	Change	Change %	Previous Week
Open	0.7769	0.7763	-0.0006	-0.1%	0.7757
High	0.7772	0.7790	0.0018	0.2%	0.7802
Low	0.7712	0.7643	-0.0069	-0.9%	0.7712
Close	0.7761	0.7665	-0.0096	-1.2%	0.7761
Range	0.0060	0.0147	0.0087	145.0%	0.0090
ATR	0.0057	0.0063	0.0006	11.3%	0.0000
Volume	72,230	157,043	84,813	117.4%	382,331

Daily Pivots for day following 05-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8140	0.8049	0.7745
R3	0.7993	0.7902	0.7705
R2	0.7846	0.7846	0.7691
R1	0.7755	0.7755	0.7678	0.7727
PP	0.7699	0.7699	0.7699	0.7685
S1	0.7608	0.7608	0.7651	0.7580
S2	0.7552	0.7552	0.7638
S3	0.7405	0.7461	0.7624
S4	0.7258	0.7314	0.7584

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8027	0.7983	0.7810
R3	0.7937	0.7894	0.7785
R2	0.7848	0.7848	0.7777
R1	0.7804	0.7804	0.7769	0.7826
PP	0.7758	0.7758	0.7758	0.7769
S1	0.7715	0.7715	0.7752	0.7736
S2	0.7669	0.7669	0.7744
S3	0.7579	0.7625	0.7736
S4	0.7490	0.7536	0.7711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7802	0.7643	0.0159	2.1%	0.0066	0.9%	14%	False	True	94,017
10	0.7802	0.7643	0.0159	2.1%	0.0061	0.8%	14%	False	True	86,708
20	0.7984	0.7643	0.0341	4.4%	0.0064	0.8%	6%	False	True	89,871
40	0.7984	0.7643	0.0341	4.4%	0.0058	0.8%	6%	False	True	46,191
60	0.8008	0.7643	0.0365	4.8%	0.0055	0.7%	6%	False	True	30,848
80	0.8055	0.7643	0.0412	5.4%	0.0050	0.7%	5%	False	True	23,158
100	0.8055	0.7643	0.0412	5.4%	0.0048	0.6%	5%	False	True	18,545
120	0.8055	0.7643	0.0412	5.4%	0.0045	0.6%	5%	False	True	15,459

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 147 trading days

Fibonacci Retracements and Extensions
4.250	0.8415
2.618	0.8175
1.618	0.8028
1.000	0.7937
0.618	0.7881
HIGH	0.7790
0.618	0.7734
0.500	0.7717
0.382	0.7699
LOW	0.7643
0.618	0.7552
1.000	0.7496
1.618	0.7405
2.618	0.7258
4.250	0.7018

Fisher Pivots for day following 05-Jul-2022
Pivot	1 day	3 day
R1	0.7717	0.7717
PP	0.7699	0.7699
S1	0.7682	0.7682

Download as Excel Spreadsheet

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

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