CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 14-Jul-2022

Day Change Summary
	Previous	Current
	13-Jul-2022	14-Jul-2022	Change	Change %	Previous Week
Open	0.7681	0.7706	0.0025	0.3%	0.7763
High	0.7730	0.7708	-0.0023	-0.3%	0.7790
Low	0.7657	0.7561	-0.0096	-1.3%	0.7643
Close	0.7711	0.7628	-0.0083	-1.1%	0.7718
Range	0.0074	0.0147	0.0074	100.0%	0.0147
ATR	0.0061	0.0067	0.0006	10.6%	0.0000
Volume	132,743	161,623	28,880	21.8%	401,488

Daily Pivots for day following 14-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8073	0.7998	0.7709
R3	0.7926	0.7851	0.7668
R2	0.7779	0.7779	0.7655
R1	0.7704	0.7704	0.7641	0.7668
PP	0.7632	0.7632	0.7632	0.7614
S1	0.7557	0.7557	0.7615	0.7521
S2	0.7485	0.7485	0.7601
S3	0.7338	0.7410	0.7588
S4	0.7191	0.7263	0.7547

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	0.7561	0.0170	2.2%	0.0077	1.0%	40%	False	True	104,874
10	0.7790	0.7561	0.0230	3.0%	0.0073	1.0%	29%	False	True	100,784
20	0.7802	0.7561	0.0241	3.2%	0.0066	0.9%	28%	False	True	95,585
40	0.7984	0.7561	0.0423	5.5%	0.0060	0.8%	16%	False	True	63,192
60	0.8008	0.7561	0.0447	5.9%	0.0059	0.8%	15%	False	True	42,227
80	0.8055	0.7561	0.0495	6.5%	0.0053	0.7%	14%	False	True	31,683
100	0.8055	0.7561	0.0495	6.5%	0.0051	0.7%	14%	False	True	25,374
120	0.8055	0.7561	0.0495	6.5%	0.0048	0.6%	14%	False	True	21,151

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8332
2.618	0.8092
1.618	0.7945
1.000	0.7855
0.618	0.7798
HIGH	0.7708
0.618	0.7651
0.500	0.7634
0.382	0.7617
LOW	0.7561
0.618	0.7470
1.000	0.7414
1.618	0.7323
2.618	0.7176
4.250	0.6936

Fisher Pivots for day following 14-Jul-2022
Pivot	1 day	3 day
R1	0.7634	0.7645
PP	0.7632	0.7640
S1	0.7630	0.7634

Download as Excel Spreadsheet

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

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