CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 18-Jul-2022

Day Change Summary
	Previous	Current
	15-Jul-2022	18-Jul-2022	Change	Change %	Previous Week
Open	0.7621	0.7676	0.0055	0.7%	0.7728
High	0.7682	0.7752	0.0070	0.9%	0.7730
Low	0.7612	0.7676	0.0064	0.8%	0.7561
Close	0.7671	0.7710	0.0039	0.5%	0.7671
Range	0.0071	0.0076	0.0006	7.8%	0.0170
ATR	0.0067	0.0068	0.0001	1.4%	0.0000
Volume	102,942	93,893	-9,049	-8.8%	541,647

Daily Pivots for day following 18-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7940	0.7901	0.7751
R3	0.7864	0.7825	0.7730
R2	0.7788	0.7788	0.7723
R1	0.7749	0.7749	0.7716	0.7769
PP	0.7712	0.7712	0.7712	0.7722
S1	0.7673	0.7673	0.7703	0.7693
S2	0.7636	0.7636	0.7696
S3	0.7560	0.7597	0.7689
S4	0.7484	0.7521	0.7668

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	0.7752	0.7561	0.0191	2.5%	0.0081	1.1%	78%	True	False	114,111
10	0.7790	0.7561	0.0230	3.0%	0.0077	1.0%	65%	False	False	103,702
20	0.7802	0.7561	0.0241	3.1%	0.0066	0.9%	62%	False	False	92,808
40	0.7984	0.7561	0.0423	5.5%	0.0061	0.8%	35%	False	False	68,051
60	0.8008	0.7561	0.0447	5.8%	0.0060	0.8%	33%	False	False	45,500
80	0.8055	0.7561	0.0495	6.4%	0.0054	0.7%	30%	False	False	34,143
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	30%	False	False	27,342
120	0.8055	0.7561	0.0495	6.4%	0.0049	0.6%	30%	False	False	22,790

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
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	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8075
2.618	0.7950
1.618	0.7874
1.000	0.7828
0.618	0.7798
HIGH	0.7752
0.618	0.7722
0.500	0.7714
0.382	0.7705
LOW	0.7676
0.618	0.7629
1.000	0.7600
1.618	0.7553
2.618	0.7477
4.250	0.7353

Fisher Pivots for day following 18-Jul-2022
Pivot	1 day	3 day
R1	0.7714	0.7692
PP	0.7712	0.7674
S1	0.7711	0.7656

Download as Excel Spreadsheet

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

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