CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 22-Jun-2022

Day Change Summary
	Previous	Current
	21-Jun-2022	22-Jun-2022	Change	Change %	Previous Week
Open	0.7689	0.7722	0.0033	0.4%	0.7768
High	0.7748	0.7739	-0.0010	-0.1%	0.7792
Low	0.7685	0.7703	0.0018	0.2%	0.7650
Close	0.7741	0.7735	-0.0006	-0.1%	0.7681
Range	0.0063	0.0036	-0.0028	-43.7%	0.0142
ATR	0.0055	0.0054	-0.0001	-2.3%	0.0000
Volume	388	154	-234	-60.3%	1,758

Daily Pivots for day following 22-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7832	0.7819	0.7755
R3	0.7797	0.7784	0.7745
R2	0.7761	0.7761	0.7742
R1	0.7748	0.7748	0.7738	0.7755
PP	0.7726	0.7726	0.7726	0.7729
S1	0.7713	0.7713	0.7732	0.7719
S2	0.7690	0.7690	0.7728
S3	0.7655	0.7677	0.7725
S4	0.7619	0.7642	0.7715

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	0.7768	0.7650	0.0118	1.5%	0.0059	0.8%	72%	False	False	208
10	0.7975	0.7650	0.0325	4.2%	0.0056	0.7%	26%	False	False	318
20	0.7975	0.7650	0.0325	4.2%	0.0044	0.6%	26%	False	False	367
40	0.7975	0.7644	0.0332	4.3%	0.0045	0.6%	28%	False	False	260
60	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	22%	False	False	194
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	22%	False	False	179
100	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	22%	False	False	163
120	0.8053	0.7644	0.0410	5.3%	0.0041	0.5%	22%	False	False	141

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7889
2.618	0.7831
1.618	0.7796
1.000	0.7774
0.618	0.7760
HIGH	0.7739
0.618	0.7725
0.500	0.7721
0.382	0.7717
LOW	0.7703
0.618	0.7681
1.000	0.7668
1.618	0.7646
2.618	0.7610
4.250	0.7552

Fisher Pivots for day following 22-Jun-2022
Pivot	1 day	3 day
R1	0.7730	0.7723
PP	0.7726	0.7711
S1	0.7721	0.7699

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

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