CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 06-Jul-2022

Day Change Summary
	Previous	Current
	05-Jul-2022	06-Jul-2022	Change	Change %	Previous Week
Open	0.7763	0.7674	-0.0089	-1.1%	0.7757
High	0.7790	0.7686	-0.0105	-1.3%	0.7802
Low	0.7643	0.7647	0.0004	0.0%	0.7712
Close	0.7665	0.7668	0.0004	0.0%	0.7761
Range	0.0147	0.0039	-0.0108	-73.5%	0.0090
ATR	0.0063	0.0062	-0.0002	-2.7%	0.0000
Volume	157,043	90,379	-66,664	-42.4%	382,331

Daily Pivots for day following 06-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7784	0.7765	0.7689
R3	0.7745	0.7726	0.7679
R2	0.7706	0.7706	0.7675
R1	0.7687	0.7687	0.7672	0.7677
PP	0.7667	0.7667	0.7667	0.7662
S1	0.7648	0.7648	0.7664	0.7638
S2	0.7628	0.7628	0.7661
S3	0.7589	0.7609	0.7657
S4	0.7550	0.7570	0.7647

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	0.7790	0.7643	0.0147	1.9%	0.0065	0.8%	17%	False	False	96,419
10	0.7802	0.7643	0.0159	2.1%	0.0056	0.7%	16%	False	False	85,621
20	0.7984	0.7643	0.0341	4.4%	0.0064	0.8%	7%	False	False	93,318
40	0.7984	0.7643	0.0341	4.4%	0.0058	0.8%	7%	False	False	48,446
60	0.8008	0.7643	0.0365	4.8%	0.0056	0.7%	7%	False	False	32,354
80	0.8055	0.7643	0.0412	5.4%	0.0051	0.7%	6%	False	False	24,282
100	0.8055	0.7643	0.0412	5.4%	0.0048	0.6%	6%	False	False	19,448
120	0.8055	0.7643	0.0412	5.4%	0.0045	0.6%	6%	False	False	16,212

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7851
2.618	0.7788
1.618	0.7749
1.000	0.7725
0.618	0.7710
HIGH	0.7686
0.618	0.7671
0.500	0.7666
0.382	0.7661
LOW	0.7647
0.618	0.7622
1.000	0.7608
1.618	0.7583
2.618	0.7544
4.250	0.7481

Fisher Pivots for day following 06-Jul-2022
Pivot	1 day	3 day
R1	0.7667	0.7717
PP	0.7667	0.7700
S1	0.7666	0.7684

Download as Excel Spreadsheet

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

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