CME Canadian Dollar Future September 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	0.7756	0.7769	0.0013	0.2%	0.7757
High	0.7776	0.7772	-0.0004	0.0%	0.7802
Low	0.7732	0.7712	-0.0020	-0.3%	0.7712
Close	0.7770	0.7761	-0.0010	-0.1%	0.7761
Range	0.0044	0.0060	0.0017	37.9%	0.0090
ATR	0.0057	0.0057	0.0000	0.4%	0.0000
Volume	95,420	72,230	-23,190	-24.3%	382,331

Daily Pivots for day following 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7904	0.7794
R3	0.7868	0.7844	0.7777
R2	0.7808	0.7808	0.7772
R1	0.7784	0.7784	0.7766	0.7766
PP	0.7748	0.7748	0.7748	0.7739
S1	0.7724	0.7724	0.7755	0.7706
S2	0.7688	0.7688	0.7750
S3	0.7628	0.7664	0.7744
S4	0.7568	0.7604	0.7728

Weekly Pivots for week ending 01-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8027	0.7983	0.7810
R3	0.7937	0.7894	0.7785
R2	0.7848	0.7848	0.7777
R1	0.7804	0.7804	0.7769	0.7826
PP	0.7758	0.7758	0.7758	0.7769
S1	0.7715	0.7715	0.7752	0.7736
S2	0.7669	0.7669	0.7744
S3	0.7579	0.7625	0.7736
S4	0.7490	0.7536	0.7711

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7802	0.7712	0.0090	1.2%	0.0043	0.6%	54%	False	True	76,466
10	0.7802	0.7646	0.0156	2.0%	0.0054	0.7%	74%	False	False	81,914
20	0.7984	0.7646	0.0338	4.3%	0.0058	0.7%	34%	False	False	82,759
40	0.7984	0.7646	0.0338	4.4%	0.0057	0.7%	34%	False	False	42,270
60	0.8008	0.7646	0.0362	4.7%	0.0053	0.7%	32%	False	False	28,232
80	0.8055	0.7646	0.0410	5.3%	0.0049	0.6%	28%	False	False	21,198
100	0.8055	0.7646	0.0410	5.3%	0.0047	0.6%	28%	False	False	16,975
120	0.8055	0.7646	0.0410	5.3%	0.0044	0.6%	28%	False	False	14,150

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	0.8027
2.618	0.7929
1.618	0.7869
1.000	0.7832
0.618	0.7809
HIGH	0.7772
0.618	0.7749
0.500	0.7742
0.382	0.7735
LOW	0.7712
0.618	0.7675
1.000	0.7652
1.618	0.7615
2.618	0.7555
4.250	0.7457

Fisher Pivots for day following 01-Jul-2022
Pivot	1 day	3 day
R1	0.7754	0.7757
PP	0.7748	0.7753
S1	0.7742	0.7749

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols