CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 12-Jul-2022

Day Change Summary
	Previous	Current
	11-Jul-2022	12-Jul-2022	Change	Change %	Previous Week
Open	0.7728	0.7689	-0.0039	-0.5%	0.7763
High	0.7728	0.7702	-0.0026	-0.3%	0.7790
Low	0.7662	0.7662	0.0001	0.0%	0.7643
Close	0.7699	0.7688	-0.0012	-0.1%	0.7718
Range	0.0066	0.0040	-0.0027	-40.2%	0.0147
ATR	0.0061	0.0060	-0.0002	-2.5%	0.0000
Volume	64,983	79,356	14,373	22.1%	401,488

Daily Pivots for day following 12-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7802	0.7784	0.7709
R3	0.7763	0.7745	0.7698
R2	0.7723	0.7723	0.7695
R1	0.7705	0.7705	0.7691	0.7695
PP	0.7684	0.7684	0.7684	0.7678
S1	0.7666	0.7666	0.7684	0.7655
S2	0.7644	0.7644	0.7680
S3	0.7605	0.7626	0.7677
S4	0.7565	0.7587	0.7666

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	0.7731	0.7647	0.0084	1.1%	0.0052	0.7%	49%	False	False	77,756
10	0.7802	0.7643	0.0159	2.1%	0.0059	0.8%	28%	False	False	85,887
20	0.7819	0.7643	0.0176	2.3%	0.0061	0.8%	25%	False	False	93,045
40	0.7984	0.7643	0.0341	4.4%	0.0058	0.8%	13%	False	False	55,849
60	0.8008	0.7643	0.0365	4.7%	0.0057	0.7%	12%	False	False	37,322
80	0.8055	0.7643	0.0412	5.4%	0.0051	0.7%	11%	False	False	28,007
100	0.8055	0.7643	0.0412	5.4%	0.0049	0.6%	11%	False	False	22,431
120	0.8055	0.7643	0.0412	5.4%	0.0046	0.6%	11%	False	False	18,699

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7869
2.618	0.7805
1.618	0.7765
1.000	0.7741
0.618	0.7726
HIGH	0.7702
0.618	0.7686
0.500	0.7682
0.382	0.7677
LOW	0.7662
0.618	0.7638
1.000	0.7623
1.618	0.7598
2.618	0.7559
4.250	0.7494

Fisher Pivots for day following 12-Jul-2022
Pivot	1 day	3 day
R1	0.7686	0.7696
PP	0.7684	0.7693
S1	0.7682	0.7690

Download as Excel Spreadsheet

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

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