CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 08-Jul-2022

Day Change Summary
	Previous	Current
	07-Jul-2022	08-Jul-2022	Change	Change %	Previous Week
Open	0.7670	0.7709	0.0039	0.5%	0.7763
High	0.7715	0.7731	0.0016	0.2%	0.7790
Low	0.7660	0.7672	0.0012	0.2%	0.7643
Close	0.7704	0.7718	0.0014	0.2%	0.7718
Range	0.0055	0.0059	0.0004	7.3%	0.0147
ATR	0.0061	0.0061	0.0000	-0.2%	0.0000
Volume	68,401	85,665	17,264	25.2%	401,488

Daily Pivots for day following 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7884	0.7860	0.7750
R3	0.7825	0.7801	0.7734
R2	0.7766	0.7766	0.7728
R1	0.7742	0.7742	0.7723	0.7754
PP	0.7707	0.7707	0.7707	0.7713
S1	0.7683	0.7683	0.7712	0.7695
S2	0.7648	0.7648	0.7707
S3	0.7589	0.7624	0.7701
S4	0.7530	0.7565	0.7685

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8158	0.8085	0.7798
R3	0.8011	0.7938	0.7758
R2	0.7864	0.7864	0.7744
R1	0.7791	0.7791	0.7731	0.7754
PP	0.7717	0.7717	0.7717	0.7698
S1	0.7644	0.7644	0.7704	0.7607
S2	0.7570	0.7570	0.7691
S3	0.7423	0.7497	0.7677
S4	0.7276	0.7350	0.7637

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7790	0.7643	0.0147	1.9%	0.0072	0.9%	51%	False	False	94,743
10	0.7802	0.7643	0.0159	2.1%	0.0058	0.8%	47%	False	False	85,645
20	0.7964	0.7643	0.0321	4.2%	0.0065	0.8%	23%	False	False	95,793
40	0.7984	0.7643	0.0341	4.4%	0.0058	0.8%	22%	False	False	52,272
60	0.8008	0.7643	0.0365	4.7%	0.0056	0.7%	20%	False	False	34,921
80	0.8055	0.7643	0.0412	5.3%	0.0051	0.7%	18%	False	False	26,205
100	0.8055	0.7643	0.0412	5.3%	0.0049	0.6%	18%	False	False	20,988
120	0.8055	0.7643	0.0412	5.3%	0.0046	0.6%	18%	False	False	17,496

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0014
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7981
2.618	0.7885
1.618	0.7826
1.000	0.7790
0.618	0.7767
HIGH	0.7731
0.618	0.7708
0.500	0.7701
0.382	0.7694
LOW	0.7672
0.618	0.7635
1.000	0.7613
1.618	0.7576
2.618	0.7517
4.250	0.7421

Fisher Pivots for day following 08-Jul-2022
Pivot	1 day	3 day
R1	0.7712	0.7708
PP	0.7707	0.7698
S1	0.7701	0.7689

Download as Excel Spreadsheet

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

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