CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 14-Jun-2022

Day Change Summary
	Previous	Current
	13-Jun-2022	14-Jun-2022	Change	Change %	Previous Week
Open	0.7768	0.7751	-0.0017	-0.2%	0.7953
High	0.7792	0.7751	-0.0041	-0.5%	0.7975
Low	0.7755	0.7710	-0.0045	-0.6%	0.7800
Close	0.7759	0.7715	-0.0044	-0.6%	0.7831
Range	0.0037	0.0041	0.0004	10.8%	0.0176
ATR	0.0051	0.0051	0.0000	-0.3%	0.0000
Volume	1,100	158	-942	-85.6%	1,384

Daily Pivots for day following 14-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7848	0.7823	0.7738
R3	0.7807	0.7782	0.7726
R2	0.7766	0.7766	0.7723
R1	0.7741	0.7741	0.7719	0.7733
PP	0.7725	0.7725	0.7725	0.7722
S1	0.7700	0.7700	0.7711	0.7692
S2	0.7684	0.7684	0.7707
S3	0.7643	0.7659	0.7704
S4	0.7602	0.7618	0.7692

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	0.7710	0.0265	3.4%	0.0053	0.7%	2%	False	True	428
10	0.7975	0.7710	0.0265	3.4%	0.0044	0.6%	2%	False	True	503
20	0.7975	0.7710	0.0265	3.4%	0.0039	0.5%	2%	False	True	354
40	0.8007	0.7644	0.0364	4.7%	0.0044	0.6%	20%	False	False	246
60	0.8053	0.7644	0.0410	5.3%	0.0041	0.5%	17%	False	False	179
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	17%	False	False	176
100	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	17%	False	False	155
120	0.8053	0.7644	0.0410	5.3%	0.0039	0.5%	17%	False	False	133

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	0.0005
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7925
2.618	0.7858
1.618	0.7817
1.000	0.7792
0.618	0.7776
HIGH	0.7751
0.618	0.7735
0.500	0.7731
0.382	0.7726
LOW	0.7710
0.618	0.7685
1.000	0.7669
1.618	0.7644
2.618	0.7603
4.250	0.7536

Fisher Pivots for day following 14-Jun-2022
Pivot	1 day	3 day
R1	0.7731	0.7791
PP	0.7725	0.7766
S1	0.7720	0.7740

Download as Excel Spreadsheet

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

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