CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 23-Jun-2022

Day Change Summary
	Previous	Current
	22-Jun-2022	23-Jun-2022	Change	Change %	Previous Week
Open	0.7722	0.7723	0.0001	0.0%	0.7768
High	0.7739	0.7726	-0.0013	-0.2%	0.7792
Low	0.7703	0.7691	-0.0013	-0.2%	0.7650
Close	0.7735	0.7694	-0.0041	-0.5%	0.7681
Range	0.0036	0.0036	0.0000	0.0%	0.0142
ATR	0.0054	0.0053	-0.0001	-1.3%	0.0000
Volume	154	667	513	333.1%	1,758

Daily Pivots for day following 23-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7810	0.7788	0.7714
R3	0.7775	0.7752	0.7704
R2	0.7739	0.7739	0.7701
R1	0.7717	0.7717	0.7697	0.7710
PP	0.7704	0.7704	0.7704	0.7700
S1	0.7681	0.7681	0.7691	0.7675
S2	0.7668	0.7668	0.7687
S3	0.7633	0.7646	0.7684
S4	0.7597	0.7610	0.7674

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%	0.0053	0.7%	37%	False	False	315
10	0.7954	0.7650	0.0304	3.9%	0.0057	0.7%	14%	False	False	376
20	0.7975	0.7650	0.0325	4.2%	0.0046	0.6%	14%	False	False	376
40	0.7975	0.7644	0.0332	4.3%	0.0045	0.6%	15%	False	False	273
60	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	12%	False	False	205
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	12%	False	False	186
100	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	12%	False	False	168
120	0.8053	0.7644	0.0410	5.3%	0.0041	0.5%	12%	False	False	147

Crabel Price Patterns
NR	False
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

Fibonacci Retracements and Extensions
4.250	0.7877
2.618	0.7819
1.618	0.7783
1.000	0.7762
0.618	0.7748
HIGH	0.7726
0.618	0.7712
0.500	0.7708
0.382	0.7704
LOW	0.7691
0.618	0.7669
1.000	0.7655
1.618	0.7633
2.618	0.7598
4.250	0.7540

Fisher Pivots for day following 23-Jun-2022
Pivot	1 day	3 day
R1	0.7708	0.7717
PP	0.7704	0.7709
S1	0.7699	0.7702

Download as Excel Spreadsheet

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

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