CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 13-Jul-2022

Day Change Summary
	Previous	Current
	12-Jul-2022	13-Jul-2022	Change	Change %	Previous Week
Open	0.7689	0.7681	-0.0009	-0.1%	0.7763
High	0.7702	0.7730	0.0029	0.4%	0.7790
Low	0.7662	0.7657	-0.0006	-0.1%	0.7643
Close	0.7688	0.7711	0.0024	0.3%	0.7718
Range	0.0040	0.0074	0.0034	86.1%	0.0147
ATR	0.0060	0.0061	0.0001	1.6%	0.0000
Volume	79,356	132,743	53,387	67.3%	401,488

Daily Pivots for day following 13-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7920	0.7889	0.7751
R3	0.7846	0.7815	0.7731
R2	0.7773	0.7773	0.7724
R1	0.7742	0.7742	0.7718	0.7757
PP	0.7699	0.7699	0.7699	0.7707
S1	0.7668	0.7668	0.7704	0.7684
S2	0.7626	0.7626	0.7698
S3	0.7552	0.7595	0.7691
S4	0.7479	0.7521	0.7671

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	0.7657	0.0074	1.0%	0.0059	0.8%	74%	False	True	86,229
10	0.7790	0.7643	0.0147	1.9%	0.0062	0.8%	46%	False	False	91,324
20	0.7802	0.7643	0.0159	2.1%	0.0062	0.8%	43%	False	False	93,005
40	0.7984	0.7643	0.0341	4.4%	0.0058	0.8%	20%	False	False	59,160
60	0.8008	0.7643	0.0365	4.7%	0.0057	0.7%	19%	False	False	39,534
80	0.8055	0.7643	0.0412	5.3%	0.0052	0.7%	17%	False	False	29,666
100	0.8055	0.7643	0.0412	5.3%	0.0050	0.6%	17%	False	False	23,758
120	0.8055	0.7643	0.0412	5.3%	0.0047	0.6%	17%	False	False	19,805

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0015
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8042
2.618	0.7922
1.618	0.7849
1.000	0.7804
0.618	0.7775
HIGH	0.7730
0.618	0.7702
0.500	0.7693
0.382	0.7685
LOW	0.7657
0.618	0.7611
1.000	0.7583
1.618	0.7538
2.618	0.7464
4.250	0.7344

Fisher Pivots for day following 13-Jul-2022
Pivot	1 day	3 day
R1	0.7705	0.7705
PP	0.7699	0.7699
S1	0.7693	0.7693

Download as Excel Spreadsheet

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

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