CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 15-Jul-2022

Day Change Summary
	Previous	Current
	14-Jul-2022	15-Jul-2022	Change	Change %	Previous Week
Open	0.7706	0.7621	-0.0085	-1.1%	0.7728
High	0.7708	0.7682	-0.0026	-0.3%	0.7730
Low	0.7561	0.7612	0.0051	0.7%	0.7561
Close	0.7628	0.7671	0.0043	0.6%	0.7671
Range	0.0147	0.0071	-0.0077	-52.0%	0.0170
ATR	0.0067	0.0067	0.0000	0.4%	0.0000
Volume	161,623	102,942	-58,681	-36.3%	541,647

Daily Pivots for day following 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7866	0.7839	0.7710
R3	0.7796	0.7769	0.7690
R2	0.7725	0.7725	0.7684
R1	0.7698	0.7698	0.7677	0.7712
PP	0.7655	0.7655	0.7655	0.7662
S1	0.7628	0.7628	0.7665	0.7641
S2	0.7584	0.7584	0.7658
S3	0.7514	0.7557	0.7652
S4	0.7443	0.7487	0.7632

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8162	0.8086	0.7764
R3	0.7993	0.7917	0.7718
R2	0.7823	0.7823	0.7702
R1	0.7747	0.7747	0.7687	0.7701
PP	0.7654	0.7654	0.7654	0.7631
S1	0.7578	0.7578	0.7655	0.7531
S2	0.7484	0.7484	0.7640
S3	0.7315	0.7408	0.7624
S4	0.7145	0.7239	0.7578

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7730	0.7561	0.0170	2.2%	0.0079	1.0%	65%	False	False	108,329
10	0.7790	0.7561	0.0230	3.0%	0.0076	1.0%	48%	False	False	101,536
20	0.7802	0.7561	0.0241	3.1%	0.0065	0.8%	46%	False	False	93,745
40	0.7984	0.7561	0.0423	5.5%	0.0061	0.8%	26%	False	False	65,723
60	0.8008	0.7561	0.0447	5.8%	0.0060	0.8%	25%	False	False	43,942
80	0.8055	0.7561	0.0495	6.4%	0.0054	0.7%	22%	False	False	32,969
100	0.8055	0.7561	0.0495	6.4%	0.0051	0.7%	22%	False	False	26,403
120	0.8055	0.7561	0.0495	6.4%	0.0048	0.6%	22%	False	False	22,009

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7982
2.618	0.7867
1.618	0.7796
1.000	0.7753
0.618	0.7726
HIGH	0.7682
0.618	0.7655
0.500	0.7647
0.382	0.7638
LOW	0.7612
0.618	0.7568
1.000	0.7541
1.618	0.7497
2.618	0.7427
4.250	0.7312

Fisher Pivots for day following 15-Jul-2022
Pivot	1 day	3 day
R1	0.7663	0.7662
PP	0.7655	0.7654
S1	0.7647	0.7645

Download as Excel Spreadsheet

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

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