CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 06-Jul-2022

Day Change Summary
	Previous	Current
	05-Jul-2022	06-Jul-2022	Change	Change %	Previous Week
Open	0.7763	0.7678	-0.0085	-1.1%	0.7752
High	0.7790	0.7679	-0.0111	-1.4%	0.7802
Low	0.7645	0.7656	0.0011	0.1%	0.7714
Close	0.7665	0.7668	0.0003	0.0%	0.7763
Range	0.0145	0.0023	-0.0122	-84.4%	0.0088
ATR	0.0056	0.0054	-0.0002	-4.3%	0.0000
Volume	519	478	-41	-7.9%	609

Daily Pivots for day following 06-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7735	0.7724	0.7680
R3	0.7713	0.7702	0.7674
R2	0.7690	0.7690	0.7672
R1	0.7679	0.7679	0.7670	0.7673
PP	0.7668	0.7668	0.7668	0.7665
S1	0.7657	0.7657	0.7666	0.7651
S2	0.7645	0.7645	0.7664
S3	0.7623	0.7634	0.7662
S4	0.7600	0.7612	0.7656

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	0.7790	0.7645	0.0145	1.9%	0.0057	0.7%	16%	False	False	297
10	0.7802	0.7645	0.0157	2.0%	0.0048	0.6%	15%	False	False	255
20	0.7975	0.7645	0.0330	4.3%	0.0053	0.7%	7%	False	False	294
40	0.7975	0.7644	0.0332	4.3%	0.0045	0.6%	7%	False	False	285
60	0.8007	0.7644	0.0364	4.7%	0.0046	0.6%	7%	False	False	228
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	6%	False	False	181
100	0.8053	0.7644	0.0410	5.3%	0.0044	0.6%	6%	False	False	180
120	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	6%	False	False	159

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0011
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7774
2.618	0.7737
1.618	0.7715
1.000	0.7701
0.618	0.7692
HIGH	0.7679
0.618	0.7670
0.500	0.7667
0.382	0.7665
LOW	0.7656
0.618	0.7642
1.000	0.7634
1.618	0.7620
2.618	0.7597
4.250	0.7560

Fisher Pivots for day following 06-Jul-2022
Pivot	1 day	3 day
R1	0.7668	0.7717
PP	0.7668	0.7701
S1	0.7667	0.7684

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

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