CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 09-Jun-2022

Day Change Summary
	Previous	Current
	08-Jun-2022	09-Jun-2022	Change	Change %	Previous Week
Open	0.7955	0.7953	-0.0002	0.0%	0.7874
High	0.7975	0.7954	-0.0022	-0.3%	0.7956
Low	0.7952	0.7864	-0.0088	-1.1%	0.7874
Close	0.7952	0.7875	-0.0078	-1.0%	0.7936
Range	0.0024	0.0090	0.0067	283.0%	0.0082
ATR	0.0044	0.0047	0.0003	7.4%	0.0000
Volume	90	615	525	583.3%	2,633

Daily Pivots for day following 09-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8167	0.8111	0.7924
R3	0.8077	0.8021	0.7899
R2	0.7987	0.7987	0.7891
R1	0.7931	0.7931	0.7883	0.7914
PP	0.7897	0.7897	0.7897	0.7889
S1	0.7841	0.7841	0.7866	0.7824
S2	0.7807	0.7807	0.7858
S3	0.7717	0.7751	0.7850
S4	0.7627	0.7661	0.7825

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	0.7864	0.0112	1.4%	0.0043	0.5%	10%	False	True	304
10	0.7975	0.7791	0.0184	2.3%	0.0039	0.5%	45%	False	False	410
20	0.7975	0.7644	0.0332	4.2%	0.0040	0.5%	70%	False	False	303
40	0.8007	0.7644	0.0364	4.6%	0.0044	0.6%	64%	False	False	214
60	0.8053	0.7644	0.0410	5.2%	0.0040	0.5%	56%	False	False	156
80	0.8053	0.7644	0.0410	5.2%	0.0042	0.5%	56%	False	False	160
100	0.8053	0.7644	0.0410	5.2%	0.0041	0.5%	56%	False	False	142
120	0.8053	0.7644	0.0410	5.2%	0.0039	0.5%	56%	False	False	122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0005
Widest range in 33 trading days

Fibonacci Retracements and Extensions
4.250	0.8336
2.618	0.8189
1.618	0.8099
1.000	0.8044
0.618	0.8009
HIGH	0.7954
0.618	0.7919
0.500	0.7909
0.382	0.7898
LOW	0.7864
0.618	0.7808
1.000	0.7774
1.618	0.7718
2.618	0.7628
4.250	0.7481

Fisher Pivots for day following 09-Jun-2022
Pivot	1 day	3 day
R1	0.7909	0.7919
PP	0.7897	0.7904
S1	0.7886	0.7889

Download as Excel Spreadsheet

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

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