CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 11-Jul-2022

Day Change Summary
	Previous	Current
	08-Jul-2022	11-Jul-2022	Change	Change %	Previous Week
Open	0.7710	0.7720	0.0010	0.1%	0.7763
High	0.7731	0.7720	-0.0011	-0.1%	0.7790
Low	0.7674	0.7676	0.0002	0.0%	0.7645
Close	0.7719	0.7700	-0.0020	-0.3%	0.7719
Range	0.0057	0.0044	-0.0013	-22.8%	0.0145
ATR	0.0053	0.0053	-0.0001	-1.3%	0.0000
Volume	19	194	175	921.1%	1,042

Daily Pivots for day following 11-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7830	0.7809	0.7724
R3	0.7786	0.7765	0.7712
R2	0.7742	0.7742	0.7708
R1	0.7721	0.7721	0.7704	0.7710
PP	0.7698	0.7698	0.7698	0.7693
S1	0.7677	0.7677	0.7695	0.7666
S2	0.7654	0.7654	0.7691
S3	0.7610	0.7633	0.7687
S4	0.7566	0.7589	0.7675

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8080	0.7798
R3	0.8007	0.7935	0.7759
R2	0.7862	0.7862	0.7745
R1	0.7791	0.7791	0.7732	0.7754
PP	0.7718	0.7718	0.7718	0.7700
S1	0.7646	0.7646	0.7706	0.7610
S2	0.7573	0.7573	0.7693
S3	0.7429	0.7502	0.7679
S4	0.7284	0.7357	0.7640

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%	38%	False	False	247
10	0.7802	0.7645	0.0157	2.0%	0.0047	0.6%	35%	False	False	184
20	0.7872	0.7645	0.0227	2.9%	0.0050	0.7%	24%	False	False	255
40	0.7975	0.7644	0.0332	4.3%	0.0045	0.6%	17%	False	False	279
60	0.8007	0.7644	0.0364	4.7%	0.0046	0.6%	15%	False	False	227
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	14%	False	False	181
100	0.8053	0.7644	0.0410	5.3%	0.0044	0.6%	14%	False	False	179
120	0.8053	0.7644	0.0410	5.3%	0.0042	0.6%	14%	False	False	161

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7907
2.618	0.7835
1.618	0.7791
1.000	0.7764
0.618	0.7747
HIGH	0.7720
0.618	0.7703
0.500	0.7698
0.382	0.7692
LOW	0.7676
0.618	0.7648
1.000	0.7632
1.618	0.7604
2.618	0.7560
4.250	0.7489

Fisher Pivots for day following 11-Jul-2022
Pivot	1 day	3 day
R1	0.7699	0.7702
PP	0.7698	0.7701
S1	0.7698	0.7700

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

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