CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 19-Jul-2022

Day Change Summary
	Previous	Current
	18-Jul-2022	19-Jul-2022	Change	Change %	Previous Week
Open	0.7676	0.7701	0.0026	0.3%	0.7728
High	0.7752	0.7769	0.0018	0.2%	0.7730
Low	0.7676	0.7696	0.0021	0.3%	0.7561
Close	0.7710	0.7762	0.0053	0.7%	0.7671
Range	0.0076	0.0073	-0.0003	-3.9%	0.0170
ATR	0.0068	0.0069	0.0000	0.5%	0.0000
Volume	93,893	74,829	-19,064	-20.3%	541,647

Daily Pivots for day following 19-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7961	0.7935	0.7802
R3	0.7888	0.7862	0.7782
R2	0.7815	0.7815	0.7775
R1	0.7789	0.7789	0.7769	0.7802
PP	0.7742	0.7742	0.7742	0.7749
S1	0.7716	0.7716	0.7755	0.7729
S2	0.7669	0.7669	0.7749
S3	0.7596	0.7643	0.7742
S4	0.7523	0.7570	0.7722

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	0.7769	0.7561	0.0209	2.7%	0.0088	1.1%	97%	True	False	113,206
10	0.7769	0.7561	0.0209	2.7%	0.0070	0.9%	97%	True	False	95,481
20	0.7802	0.7561	0.0241	3.1%	0.0065	0.8%	84%	False	False	91,094
40	0.7984	0.7561	0.0423	5.4%	0.0061	0.8%	48%	False	False	69,900
60	0.7984	0.7561	0.0423	5.4%	0.0060	0.8%	48%	False	False	46,747
80	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	41%	False	False	35,076
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	41%	False	False	28,090
120	0.8055	0.7561	0.0495	6.4%	0.0049	0.6%	41%	False	False	23,414

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	0.0010
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8079
2.618	0.7960
1.618	0.7887
1.000	0.7842
0.618	0.7814
HIGH	0.7769
0.618	0.7741
0.500	0.7733
0.382	0.7724
LOW	0.7696
0.618	0.7651
1.000	0.7623
1.618	0.7578
2.618	0.7505
4.250	0.7386

Fisher Pivots for day following 19-Jul-2022
Pivot	1 day	3 day
R1	0.7752	0.7738
PP	0.7742	0.7714
S1	0.7733	0.7690

Download as Excel Spreadsheet

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

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