CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 07-Jul-2022

Day Change Summary
	Previous	Current
	06-Jul-2022	07-Jul-2022	Change	Change %	Previous Week
Open	0.7674	0.7670	-0.0004	-0.1%	0.7757
High	0.7686	0.7715	0.0029	0.4%	0.7802
Low	0.7647	0.7660	0.0013	0.2%	0.7712
Close	0.7668	0.7704	0.0036	0.5%	0.7761
Range	0.0039	0.0055	0.0016	41.0%	0.0090
ATR	0.0062	0.0061	0.0000	-0.8%	0.0000
Volume	90,379	68,401	-21,978	-24.3%	382,331

Daily Pivots for day following 07-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7858	0.7836	0.7734
R3	0.7803	0.7781	0.7719
R2	0.7748	0.7748	0.7714
R1	0.7726	0.7726	0.7709	0.7737
PP	0.7693	0.7693	0.7693	0.7698
S1	0.7671	0.7671	0.7699	0.7682
S2	0.7638	0.7638	0.7694
S3	0.7583	0.7616	0.7689
S4	0.7528	0.7561	0.7674

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%	0.0069	0.9%	41%	False	False	96,694
10	0.7802	0.7643	0.0159	2.1%	0.0057	0.7%	38%	False	False	84,815
20	0.7984	0.7643	0.0341	4.4%	0.0064	0.8%	18%	False	False	94,647
40	0.7984	0.7643	0.0341	4.4%	0.0058	0.8%	18%	False	False	50,136
60	0.8008	0.7643	0.0365	4.7%	0.0056	0.7%	17%	False	False	33,494
80	0.8055	0.7643	0.0412	5.3%	0.0051	0.7%	15%	False	False	25,135
100	0.8055	0.7643	0.0412	5.3%	0.0049	0.6%	15%	False	False	20,132
120	0.8055	0.7643	0.0412	5.3%	0.0045	0.6%	15%	False	False	16,782

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	0.0013
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7948
2.618	0.7858
1.618	0.7803
1.000	0.7770
0.618	0.7748
HIGH	0.7715
0.618	0.7693
0.500	0.7687
0.382	0.7681
LOW	0.7660
0.618	0.7626
1.000	0.7605
1.618	0.7571
2.618	0.7516
4.250	0.7426

Fisher Pivots for day following 07-Jul-2022
Pivot	1 day	3 day
R1	0.7698	0.7717
PP	0.7693	0.7712
S1	0.7687	0.7708

Download as Excel Spreadsheet

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

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