CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 13-Jun-2022

Day Change Summary
	Previous	Current
	10-Jun-2022	13-Jun-2022	Change	Change %	Previous Week
Open	0.7868	0.7768	-0.0100	-1.3%	0.7953
High	0.7872	0.7792	-0.0080	-1.0%	0.7975
Low	0.7800	0.7755	-0.0045	-0.6%	0.7800
Close	0.7831	0.7759	-0.0072	-0.9%	0.7831
Range	0.0072	0.0037	-0.0035	-48.6%	0.0176
ATR	0.0049	0.0051	0.0002	3.9%	0.0000
Volume	179	1,100	921	514.5%	1,384

Daily Pivots for day following 13-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7880	0.7856	0.7779
R3	0.7843	0.7819	0.7769
R2	0.7806	0.7806	0.7766
R1	0.7782	0.7782	0.7762	0.7776
PP	0.7769	0.7769	0.7769	0.7765
S1	0.7745	0.7745	0.7756	0.7739
S2	0.7732	0.7732	0.7752
S3	0.7695	0.7708	0.7749
S4	0.7658	0.7671	0.7739

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8395	0.8289	0.7928
R3	0.8220	0.8113	0.7879
R2	0.8044	0.8044	0.7863
R1	0.7938	0.7938	0.7847	0.7903
PP	0.7869	0.7869	0.7869	0.7851
S1	0.7762	0.7762	0.7815	0.7728
S2	0.7693	0.7693	0.7799
S3	0.7518	0.7587	0.7783
S4	0.7342	0.7411	0.7734

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7975	0.7755	0.0220	2.8%	0.0055	0.7%	2%	False	True	459
10	0.7975	0.7755	0.0220	2.8%	0.0043	0.6%	2%	False	True	511
20	0.7975	0.7713	0.0263	3.4%	0.0040	0.5%	18%	False	False	348
40	0.8007	0.7644	0.0364	4.7%	0.0043	0.6%	32%	False	False	243
60	0.8053	0.7644	0.0410	5.3%	0.0041	0.5%	28%	False	False	177
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	28%	False	False	174
100	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	28%	False	False	154
120	0.8053	0.7644	0.0410	5.3%	0.0039	0.5%	28%	False	False	132

Crabel Price Patterns
NR	True
NR4	False
NR5	False
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	0.0005
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7949
2.618	0.7889
1.618	0.7852
1.000	0.7829
0.618	0.7815
HIGH	0.7792
0.618	0.7778
0.500	0.7774
0.382	0.7769
LOW	0.7755
0.618	0.7732
1.000	0.7718
1.618	0.7695
2.618	0.7658
4.250	0.7598

Fisher Pivots for day following 13-Jun-2022
Pivot	1 day	3 day
R1	0.7774	0.7854
PP	0.7769	0.7823
S1	0.7764	0.7791

Download as Excel Spreadsheet

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

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