CME Canadian Dollar Future June 2022

Trading Metrics calculated at close of trading on 14-Jun-2022

Day Change Summary
	Previous	Current
	13-Jun-2022	14-Jun-2022	Change	Change %	Previous Week
Open	0.7819	0.7758	-0.0061	-0.8%	0.7942
High	0.7821	0.7772	-0.0050	-0.6%	0.7988
Low	0.7753	0.7727	-0.0026	-0.3%	0.7804
Close	0.7765	0.7736	-0.0030	-0.4%	0.7838
Range	0.0069	0.0045	-0.0024	-35.0%	0.0184
ATR	0.0062	0.0060	-0.0001	-2.0%	0.0000
Volume	12,054	800	-11,254	-93.4%	455,394

Daily Pivots for day following 14-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7878	0.7851	0.7760
R3	0.7834	0.7807	0.7748
R2	0.7789	0.7789	0.7744
R1	0.7762	0.7762	0.7740	0.7754
PP	0.7745	0.7745	0.7745	0.7740
S1	0.7718	0.7718	0.7731	0.7709
S2	0.7700	0.7700	0.7727
S3	0.7656	0.7673	0.7723
S4	0.7611	0.7629	0.7711

Weekly Pivots for week ending 10-Jun-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8429	0.8317	0.7939
R3	0.8245	0.8133	0.7888
R2	0.8061	0.8061	0.7871
R1	0.7949	0.7949	0.7854	0.7913
PP	0.7877	0.7877	0.7877	0.7858
S1	0.7765	0.7765	0.7821	0.7729
S2	0.7693	0.7693	0.7804
S3	0.7509	0.7581	0.7787
S4	0.7325	0.7397	0.7736

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7988	0.7727	0.0261	3.4%	0.0065	0.8%	3%	False	True	57,094
10	0.7988	0.7727	0.0261	3.4%	0.0058	0.7%	3%	False	True	71,369
20	0.7988	0.7727	0.0261	3.4%	0.0055	0.7%	3%	False	True	73,041
40	0.8024	0.7646	0.0379	4.9%	0.0062	0.8%	24%	False	False	79,787
60	0.8061	0.7646	0.0415	5.4%	0.0058	0.7%	22%	False	False	76,025
80	0.8061	0.7646	0.0415	5.4%	0.0059	0.8%	22%	False	False	64,938
100	0.8061	0.7646	0.0415	5.4%	0.0057	0.7%	22%	False	False	52,043
120	0.8061	0.7646	0.0415	5.4%	0.0054	0.7%	22%	False	False	43,402

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	0.0012
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7961
2.618	0.7888
1.618	0.7844
1.000	0.7816
0.618	0.7799
HIGH	0.7772
0.618	0.7755
0.500	0.7749
0.382	0.7744
LOW	0.7727
0.618	0.7699
1.000	0.7683
1.618	0.7655
2.618	0.7610
4.250	0.7538

Fisher Pivots for day following 14-Jun-2022
Pivot	1 day	3 day
R1	0.7749	0.7806
PP	0.7745	0.7783
S1	0.7740	0.7759

Download as Excel Spreadsheet

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

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