CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 30-Jun-2022

Day Change Summary
	Previous	Current
	29-Jun-2022	30-Jun-2022	Change	Change %	Previous Week
Open	0.7772	0.7741	-0.0031	-0.4%	0.7689
High	0.7779	0.7779	0.0000	0.0%	0.7760
Low	0.7758	0.7740	-0.0018	-0.2%	0.7685
Close	0.7758	0.7772	0.0014	0.2%	0.7742
Range	0.0021	0.0039	0.0018	87.8%	0.0075
ATR	0.0049	0.0049	-0.0001	-1.6%	0.0000
Volume	50	355	305	610.0%	1,335

Daily Pivots for day following 30-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7864	0.7793
R3	0.7841	0.7826	0.7783
R2	0.7802	0.7802	0.7779
R1	0.7787	0.7787	0.7776	0.7795
PP	0.7764	0.7764	0.7764	0.7767
S1	0.7749	0.7749	0.7768	0.7756
S2	0.7725	0.7725	0.7765
S3	0.7687	0.7710	0.7761
S4	0.7648	0.7672	0.7751

Weekly Pivots for week ending 24-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7952	0.7922	0.7783
R3	0.7878	0.7847	0.7762
R2	0.7803	0.7803	0.7756
R1	0.7773	0.7773	0.7749	0.7788
PP	0.7729	0.7729	0.7729	0.7737
S1	0.7698	0.7698	0.7735	0.7714
S2	0.7654	0.7654	0.7728
S3	0.7580	0.7624	0.7722
S4	0.7505	0.7549	0.7701

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7802	0.7697	0.0105	1.4%	0.0037	0.5%	72%	False	False	129
10	0.7802	0.7650	0.0152	1.9%	0.0045	0.6%	81%	False	False	222
20	0.7975	0.7650	0.0325	4.2%	0.0047	0.6%	38%	False	False	330
40	0.7975	0.7644	0.0332	4.3%	0.0044	0.6%	39%	False	False	265
60	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	31%	False	False	213
80	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	31%	False	False	180
100	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	31%	False	False	171
120	0.8053	0.7644	0.0410	5.3%	0.0041	0.5%	31%	False	False	151

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	0.0006
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7942
2.618	0.7879
1.618	0.7841
1.000	0.7817
0.618	0.7802
HIGH	0.7779
0.618	0.7764
0.500	0.7759
0.382	0.7755
LOW	0.7740
0.618	0.7716
1.000	0.7702
1.618	0.7678
2.618	0.7639
4.250	0.7576

Fisher Pivots for day following 30-Jun-2022
Pivot	1 day	3 day
R1	0.7768	0.7772
PP	0.7764	0.7771
S1	0.7759	0.7771

Download as Excel Spreadsheet

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

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