CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 22-Jul-2022

Day Change Summary
	Previous	Current
	21-Jul-2022	22-Jul-2022	Change	Change %	Previous Week
Open	0.7760	0.7770	0.0010	0.1%	0.7676
High	0.7775	0.7797	0.0023	0.3%	0.7797
Low	0.7727	0.7733	0.0006	0.1%	0.7676
Close	0.7753	0.7737	-0.0016	-0.2%	0.7737
Range	0.0048	0.0064	0.0017	34.7%	0.0122
ATR	0.0065	0.0065	0.0000	-0.1%	0.0000
Volume	94,948	92,986	-1,962	-2.1%	444,142

Daily Pivots for day following 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7948	0.7906	0.7772
R3	0.7884	0.7842	0.7755
R2	0.7820	0.7820	0.7749
R1	0.7778	0.7778	0.7743	0.7767
PP	0.7756	0.7756	0.7756	0.7750
S1	0.7714	0.7714	0.7731	0.7703
S2	0.7692	0.7692	0.7725
S3	0.7628	0.7650	0.7719
S4	0.7564	0.7586	0.7702

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8101	0.8041	0.7804
R3	0.7980	0.7919	0.7770
R2	0.7858	0.7858	0.7759
R1	0.7798	0.7798	0.7748	0.7828
PP	0.7737	0.7737	0.7737	0.7752
S1	0.7676	0.7676	0.7726	0.7706
S2	0.7615	0.7615	0.7715
S3	0.7494	0.7555	0.7704
S4	0.7372	0.7433	0.7670

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7797	0.7676	0.0122	1.6%	0.0059	0.8%	51%	True	False	88,828
10	0.7797	0.7561	0.0237	3.1%	0.0069	0.9%	75%	True	False	98,578
20	0.7802	0.7561	0.0241	3.1%	0.0064	0.8%	73%	False	False	92,112
40	0.7984	0.7561	0.0423	5.5%	0.0061	0.8%	42%	False	False	76,688
60	0.7984	0.7561	0.0423	5.5%	0.0060	0.8%	42%	False	False	51,324
80	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	36%	False	False	38,516
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	36%	False	False	30,840
120	0.8055	0.7561	0.0495	6.4%	0.0049	0.6%	36%	False	False	25,708

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8069
2.618	0.7965
1.618	0.7901
1.000	0.7861
0.618	0.7837
HIGH	0.7797
0.618	0.7773
0.500	0.7765
0.382	0.7757
LOW	0.7733
0.618	0.7693
1.000	0.7669
1.618	0.7629
2.618	0.7565
4.250	0.7461

Fisher Pivots for day following 22-Jul-2022
Pivot	1 day	3 day
R1	0.7765	0.7762
PP	0.7756	0.7754
S1	0.7746	0.7745

Download as Excel Spreadsheet

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

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