CME Canadian Dollar Future September 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	0.7709	0.7728	0.0019	0.2%	0.7763
High	0.7731	0.7728	-0.0003	0.0%	0.7790
Low	0.7672	0.7662	-0.0010	-0.1%	0.7643
Close	0.7718	0.7699	-0.0019	-0.2%	0.7718
Range	0.0059	0.0066	0.0007	11.9%	0.0147
ATR	0.0061	0.0061	0.0000	0.6%	0.0000
Volume	85,665	64,983	-20,682	-24.1%	401,488

Daily Pivots for day following 11-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7894	0.7863	0.7735
R3	0.7828	0.7797	0.7717
R2	0.7762	0.7762	0.7711
R1	0.7731	0.7731	0.7705	0.7713
PP	0.7696	0.7696	0.7696	0.7687
S1	0.7665	0.7665	0.7693	0.7647
S2	0.7630	0.7630	0.7687
S3	0.7564	0.7599	0.7681
S4	0.7498	0.7533	0.7663

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%	0.0073	1.0%	38%	False	False	93,294
10	0.7802	0.7643	0.0159	2.1%	0.0058	0.8%	35%	False	False	84,880
20	0.7881	0.7643	0.0238	3.1%	0.0063	0.8%	24%	False	False	95,332
40	0.7984	0.7643	0.0341	4.4%	0.0058	0.8%	16%	False	False	53,890
60	0.8008	0.7643	0.0365	4.7%	0.0057	0.7%	15%	False	False	36,004
80	0.8055	0.7643	0.0412	5.4%	0.0051	0.7%	14%	False	False	27,017
100	0.8055	0.7643	0.0412	5.4%	0.0049	0.6%	14%	False	False	21,637
120	0.8055	0.7643	0.0412	5.4%	0.0046	0.6%	14%	False	False	18,038

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8008
2.618	0.7900
1.618	0.7834
1.000	0.7794
0.618	0.7768
HIGH	0.7728
0.618	0.7702
0.500	0.7695
0.382	0.7687
LOW	0.7662
0.618	0.7621
1.000	0.7596
1.618	0.7555
2.618	0.7489
4.250	0.7381

Fisher Pivots for day following 11-Jul-2022
Pivot	1 day	3 day
R1	0.7698	0.7698
PP	0.7696	0.7696
S1	0.7695	0.7695

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