CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 20-Jul-2022

Day Change Summary
	Previous	Current
	19-Jul-2022	20-Jul-2022	Change	Change %	Previous Week
Open	0.7701	0.7766	0.0065	0.8%	0.7728
High	0.7769	0.7778	0.0009	0.1%	0.7730
Low	0.7696	0.7746	0.0050	0.6%	0.7561
Close	0.7762	0.7762	-0.0001	0.0%	0.7671
Range	0.0073	0.0032	-0.0041	-56.2%	0.0170
ATR	0.0069	0.0066	-0.0003	-3.8%	0.0000
Volume	74,829	87,486	12,657	16.9%	541,647

Daily Pivots for day following 20-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7858	0.7842	0.7779
R3	0.7826	0.7810	0.7770
R2	0.7794	0.7794	0.7767
R1	0.7778	0.7778	0.7764	0.7770
PP	0.7762	0.7762	0.7762	0.7758
S1	0.7746	0.7746	0.7759	0.7738
S2	0.7730	0.7730	0.7756
S3	0.7698	0.7714	0.7753
S4	0.7666	0.7682	0.7744

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	0.7778	0.7561	0.0217	2.8%	0.0080	1.0%	93%	True	False	104,154
10	0.7778	0.7561	0.0217	2.8%	0.0069	0.9%	93%	True	False	95,192
20	0.7802	0.7561	0.0241	3.1%	0.0063	0.8%	83%	False	False	90,406
40	0.7984	0.7561	0.0423	5.4%	0.0061	0.8%	48%	False	False	72,051
60	0.7984	0.7561	0.0423	5.4%	0.0059	0.8%	48%	False	False	48,198
80	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	41%	False	False	36,169
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	41%	False	False	28,964
120	0.8055	0.7561	0.0495	6.4%	0.0049	0.6%	41%	False	False	24,142

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 16 trading days

Fibonacci Retracements and Extensions
4.250	0.7914
2.618	0.7861
1.618	0.7829
1.000	0.7810
0.618	0.7797
HIGH	0.7778
0.618	0.7765
0.500	0.7762
0.382	0.7758
LOW	0.7746
0.618	0.7726
1.000	0.7714
1.618	0.7694
2.618	0.7662
4.250	0.7610

Fisher Pivots for day following 20-Jul-2022
Pivot	1 day	3 day
R1	0.7762	0.7750
PP	0.7762	0.7738
S1	0.7762	0.7727

Download as Excel Spreadsheet

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

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