CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 07-Jul-2022

Day Change Summary
	Previous	Current
	06-Jul-2022	07-Jul-2022	Change	Change %	Previous Week
Open	0.7678	0.7700	0.0022	0.3%	0.7752
High	0.7679	0.7714	0.0036	0.5%	0.7802
Low	0.7656	0.7697	0.0041	0.5%	0.7714
Close	0.7668	0.7705	0.0037	0.5%	0.7763
Range	0.0023	0.0017	-0.0006	-24.4%	0.0088
ATR	0.0054	0.0053	-0.0001	-1.0%	0.0000
Volume	478	26	-452	-94.6%	609

Daily Pivots for day following 07-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7756	0.7748	0.7714
R3	0.7739	0.7731	0.7710
R2	0.7722	0.7722	0.7708
R1	0.7714	0.7714	0.7707	0.7718
PP	0.7705	0.7705	0.7705	0.7708
S1	0.7697	0.7697	0.7703	0.7701
S2	0.7688	0.7688	0.7702
S3	0.7671	0.7680	0.7700
S4	0.7654	0.7663	0.7696

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%	0.0056	0.7%	42%	False	False	292
10	0.7802	0.7645	0.0157	2.0%	0.0047	0.6%	38%	False	False	242
20	0.7975	0.7645	0.0330	4.3%	0.0051	0.7%	18%	False	False	280
40	0.7975	0.7644	0.0332	4.3%	0.0044	0.6%	19%	False	False	276
60	0.8007	0.7644	0.0364	4.7%	0.0045	0.6%	17%	False	False	228
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	15%	False	False	179
100	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	15%	False	False	177
120	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	15%	False	False	159

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 29 trading days

Fibonacci Retracements and Extensions
4.250	0.7786
2.618	0.7759
1.618	0.7742
1.000	0.7731
0.618	0.7725
HIGH	0.7714
0.618	0.7708
0.500	0.7706
0.382	0.7703
LOW	0.7697
0.618	0.7686
1.000	0.7680
1.618	0.7669
2.618	0.7652
4.250	0.7625

Fisher Pivots for day following 07-Jul-2022
Pivot	1 day	3 day
R1	0.7706	0.7717
PP	0.7705	0.7713
S1	0.7705	0.7709

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

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