CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 01-Jul-2022

Day Change Summary
	Previous	Current
	30-Jun-2022	01-Jul-2022	Change	Change %	Previous Week
Open	0.7741	0.7740	-0.0001	0.0%	0.7752
High	0.7779	0.7773	-0.0006	-0.1%	0.7802
Low	0.7740	0.7714	-0.0027	-0.3%	0.7714
Close	0.7772	0.7763	-0.0010	-0.1%	0.7763
Range	0.0039	0.0059	0.0021	53.2%	0.0088
ATR	0.0049	0.0049	0.0001	1.5%	0.0000
Volume	355	86	-269	-75.8%	609

Daily Pivots for day following 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7927	0.7904	0.7795
R3	0.7868	0.7845	0.7779
R2	0.7809	0.7809	0.7773
R1	0.7786	0.7786	0.7768	0.7797
PP	0.7750	0.7750	0.7750	0.7755
S1	0.7727	0.7727	0.7757	0.7738
S2	0.7691	0.7691	0.7752
S3	0.7632	0.7668	0.7746
S4	0.7573	0.7609	0.7730

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8023	0.7981	0.7811
R3	0.7935	0.7893	0.7787
R2	0.7847	0.7847	0.7779
R1	0.7805	0.7805	0.7771	0.7826
PP	0.7759	0.7759	0.7759	0.7770
S1	0.7717	0.7717	0.7754	0.7738
S2	0.7671	0.7671	0.7746
S3	0.7583	0.7629	0.7738
S4	0.7495	0.7541	0.7714

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7802	0.7714	0.0088	1.1%	0.0037	0.5%	56%	False	True	121
10	0.7802	0.7650	0.0152	2.0%	0.0046	0.6%	74%	False	False	221
20	0.7975	0.7650	0.0325	4.2%	0.0047	0.6%	35%	False	False	270
40	0.7975	0.7644	0.0332	4.3%	0.0044	0.6%	36%	False	False	264
60	0.8007	0.7644	0.0364	4.7%	0.0044	0.6%	33%	False	False	213
80	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	29%	False	False	176
100	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	29%	False	False	171
120	0.8053	0.7644	0.0410	5.3%	0.0041	0.5%	29%	False	False	151

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	0.0009
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	0.8023
2.618	0.7927
1.618	0.7868
1.000	0.7832
0.618	0.7809
HIGH	0.7773
0.618	0.7750
0.500	0.7743
0.382	0.7736
LOW	0.7714
0.618	0.7677
1.000	0.7655
1.618	0.7618
2.618	0.7559
4.250	0.7463

Fisher Pivots for day following 01-Jul-2022
Pivot	1 day	3 day
R1	0.7756	0.7757
PP	0.7750	0.7752
S1	0.7743	0.7746

Download as Excel Spreadsheet

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

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