CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 08-Jun-2022

Day Change Summary
	Previous	Current
	07-Jun-2022	08-Jun-2022	Change	Change %	Previous Week
Open	0.7923	0.7955	0.0032	0.4%	0.7874
High	0.7971	0.7975	0.0005	0.1%	0.7956
Low	0.7920	0.7952	0.0032	0.4%	0.7874
Close	0.7971	0.7952	-0.0019	-0.2%	0.7936
Range	0.0051	0.0024	-0.0028	-53.9%	0.0082
ATR	0.0046	0.0044	-0.0002	-3.5%	0.0000
Volume	312	90	-222	-71.2%	2,633

Daily Pivots for day following 08-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8030	0.8015	0.7965
R3	0.8007	0.7991	0.7958
R2	0.7983	0.7983	0.7956
R1	0.7968	0.7968	0.7954	0.7964
PP	0.7960	0.7960	0.7960	0.7958
S1	0.7944	0.7944	0.7950	0.7940
S2	0.7936	0.7936	0.7948
S3	0.7913	0.7921	0.7946
S4	0.7889	0.7897	0.7939

Weekly Pivots for week ending 03-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8166	0.8133	0.7981
R3	0.8085	0.8051	0.7958
R2	0.8003	0.8003	0.7951
R1	0.7970	0.7970	0.7943	0.7987
PP	0.7922	0.7922	0.7922	0.7930
S1	0.7888	0.7888	0.7929	0.7905
S2	0.7840	0.7840	0.7921
S3	0.7759	0.7807	0.7914
S4	0.7677	0.7725	0.7891

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7975	0.7897	0.0078	1.0%	0.0035	0.4%	71%	True	False	439
10	0.7975	0.7760	0.0215	2.7%	0.0034	0.4%	89%	True	False	376
20	0.7975	0.7644	0.0332	4.2%	0.0037	0.5%	93%	True	False	274
40	0.8007	0.7644	0.0364	4.6%	0.0042	0.5%	85%	False	False	203
60	0.8053	0.7644	0.0410	5.1%	0.0040	0.5%	75%	False	False	147
80	0.8053	0.7644	0.0410	5.1%	0.0041	0.5%	75%	False	False	152
100	0.8053	0.7644	0.0410	5.1%	0.0040	0.5%	75%	False	False	136
120	0.8053	0.7644	0.0410	5.1%	0.0038	0.5%	75%	False	False	117

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	0.0007
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8075
2.618	0.8037
1.618	0.8013
1.000	0.7999
0.618	0.7990
HIGH	0.7975
0.618	0.7966
0.500	0.7963
0.382	0.7960
LOW	0.7952
0.618	0.7937
1.000	0.7928
1.618	0.7913
2.618	0.7890
4.250	0.7852

Fisher Pivots for day following 08-Jun-2022
Pivot	1 day	3 day
R1	0.7963	0.7950
PP	0.7960	0.7949
S1	0.7956	0.7947

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

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