CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 16-Jun-2022

Day Change Summary
	Previous	Current
	15-Jun-2022	16-Jun-2022	Change	Change %	Previous Week
Open	0.7731	0.7768	0.0038	0.5%	0.7953
High	0.7763	0.7768	0.0005	0.1%	0.7975
Low	0.7700	0.7717	0.0017	0.2%	0.7800
Close	0.7728	0.7737	0.0009	0.1%	0.7831
Range	0.0063	0.0051	-0.0012	-19.0%	0.0176
ATR	0.0052	0.0052	0.0000	-0.1%	0.0000
Volume	130	104	-26	-20.0%	1,384

Daily Pivots for day following 16-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7894	0.7866	0.7765
R3	0.7843	0.7815	0.7751
R2	0.7792	0.7792	0.7746
R1	0.7764	0.7764	0.7742	0.7753
PP	0.7741	0.7741	0.7741	0.7735
S1	0.7713	0.7713	0.7732	0.7702
S2	0.7690	0.7690	0.7728
S3	0.7639	0.7662	0.7723
S4	0.7588	0.7611	0.7709

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	0.7872	0.7700	0.0172	2.2%	0.0053	0.7%	22%	False	False	334
10	0.7975	0.7700	0.0275	3.6%	0.0048	0.6%	13%	False	False	319
20	0.7975	0.7700	0.0275	3.6%	0.0040	0.5%	13%	False	False	348
40	0.8005	0.7644	0.0362	4.7%	0.0046	0.6%	26%	False	False	250
60	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	23%	False	False	182
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	23%	False	False	177
100	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	23%	False	False	156
120	0.8053	0.7644	0.0410	5.3%	0.0040	0.5%	23%	False	False	135

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	0.0008
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7985
2.618	0.7902
1.618	0.7851
1.000	0.7819
0.618	0.7800
HIGH	0.7768
0.618	0.7749
0.500	0.7743
0.382	0.7736
LOW	0.7717
0.618	0.7685
1.000	0.7666
1.618	0.7634
2.618	0.7583
4.250	0.7500

Fisher Pivots for day following 16-Jun-2022
Pivot	1 day	3 day
R1	0.7743	0.7736
PP	0.7741	0.7735
S1	0.7739	0.7734

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

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