CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 17-Jun-2022

Day Change Summary
	Previous	Current
	16-Jun-2022	17-Jun-2022	Change	Change %	Previous Week
Open	0.7768	0.7725	-0.0043	-0.6%	0.7768
High	0.7768	0.7731	-0.0037	-0.5%	0.7792
Low	0.7717	0.7650	-0.0067	-0.9%	0.7650
Close	0.7737	0.7681	-0.0057	-0.7%	0.7681
Range	0.0051	0.0081	0.0030	58.8%	0.0142
ATR	0.0052	0.0054	0.0003	4.8%	0.0000
Volume	104	266	162	155.8%	1,758

Daily Pivots for day following 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7886	0.7725
R3	0.7849	0.7805	0.7703
R2	0.7768	0.7768	0.7695
R1	0.7724	0.7724	0.7688	0.7706
PP	0.7687	0.7687	0.7687	0.7678
S1	0.7643	0.7643	0.7673	0.7625
S2	0.7606	0.7606	0.7666
S3	0.7525	0.7562	0.7658
S4	0.7444	0.7481	0.7636

Weekly Pivots for week ending 17-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8134	0.8049	0.7759
R3	0.7992	0.7907	0.7720
R2	0.7850	0.7850	0.7707
R1	0.7765	0.7765	0.7694	0.7736
PP	0.7708	0.7708	0.7708	0.7693
S1	0.7623	0.7623	0.7667	0.7594
S2	0.7566	0.7566	0.7654
S3	0.7424	0.7481	0.7641
S4	0.7282	0.7339	0.7602

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7792	0.7650	0.0142	1.8%	0.0055	0.7%	21%	False	True	351
10	0.7975	0.7650	0.0325	4.2%	0.0053	0.7%	9%	False	True	314
20	0.7975	0.7650	0.0325	4.2%	0.0043	0.6%	9%	False	True	342
40	0.7975	0.7644	0.0332	4.3%	0.0046	0.6%	11%	False	False	254
60	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	9%	False	False	186
80	0.8053	0.7644	0.0410	5.3%	0.0044	0.6%	9%	False	False	178
100	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	9%	False	False	158
120	0.8053	0.7644	0.0410	5.3%	0.0040	0.5%	9%	False	False	137

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8075
2.618	0.7943
1.618	0.7862
1.000	0.7812
0.618	0.7781
HIGH	0.7731
0.618	0.7700
0.500	0.7691
0.382	0.7681
LOW	0.7650
0.618	0.7600
1.000	0.7569
1.618	0.7519
2.618	0.7438
4.250	0.7306

Fisher Pivots for day following 17-Jun-2022
Pivot	1 day	3 day
R1	0.7691	0.7709
PP	0.7687	0.7700
S1	0.7684	0.7690

Download as Excel Spreadsheet

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

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