CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 21-Jul-2022

Day Change Summary
	Previous	Current
	20-Jul-2022	21-Jul-2022	Change	Change %	Previous Week
Open	0.7766	0.7760	-0.0006	-0.1%	0.7728
High	0.7778	0.7775	-0.0003	0.0%	0.7730
Low	0.7746	0.7727	-0.0019	-0.2%	0.7561
Close	0.7762	0.7753	-0.0009	-0.1%	0.7671
Range	0.0032	0.0048	0.0016	48.4%	0.0170
ATR	0.0066	0.0065	-0.0001	-2.0%	0.0000
Volume	87,486	94,948	7,462	8.5%	541,647

Daily Pivots for day following 21-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7894	0.7871	0.7779
R3	0.7847	0.7824	0.7766
R2	0.7799	0.7799	0.7762
R1	0.7776	0.7776	0.7757	0.7764
PP	0.7752	0.7752	0.7752	0.7745
S1	0.7729	0.7729	0.7749	0.7716
S2	0.7704	0.7704	0.7744
S3	0.7657	0.7681	0.7740
S4	0.7609	0.7634	0.7727

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	0.7612	0.0166	2.1%	0.0060	0.8%	85%	False	False	90,819
10	0.7778	0.7561	0.0217	2.8%	0.0068	0.9%	89%	False	False	97,846
20	0.7802	0.7561	0.0241	3.1%	0.0063	0.8%	80%	False	False	91,330
40	0.7984	0.7561	0.0423	5.5%	0.0061	0.8%	46%	False	False	74,411
60	0.7984	0.7561	0.0423	5.5%	0.0059	0.8%	46%	False	False	49,776
80	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	39%	False	False	37,355
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	39%	False	False	29,912
120	0.8055	0.7561	0.0495	6.4%	0.0049	0.6%	39%	False	False	24,933

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	0.0010
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7976
2.618	0.7899
1.618	0.7851
1.000	0.7822
0.618	0.7804
HIGH	0.7775
0.618	0.7756
0.500	0.7751
0.382	0.7745
LOW	0.7727
0.618	0.7698
1.000	0.7680
1.618	0.7650
2.618	0.7603
4.250	0.7525

Fisher Pivots for day following 21-Jul-2022
Pivot	1 day	3 day
R1	0.7752	0.7748
PP	0.7752	0.7742
S1	0.7751	0.7737

Download as Excel Spreadsheet

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

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