CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 25-Jul-2022

Day Change Summary
	Previous	Current
	22-Jul-2022	25-Jul-2022	Change	Change %	Previous Week
Open	0.7770	0.7740	-0.0030	-0.4%	0.7676
High	0.7797	0.7790	-0.0007	-0.1%	0.7797
Low	0.7733	0.7723	-0.0011	-0.1%	0.7676
Close	0.7737	0.7783	0.0046	0.6%	0.7737
Range	0.0064	0.0068	0.0004	5.5%	0.0122
ATR	0.0065	0.0065	0.0000	0.3%	0.0000
Volume	92,986	71,614	-21,372	-23.0%	444,142

Daily Pivots for day following 25-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7968	0.7943	0.7820
R3	0.7900	0.7875	0.7802
R2	0.7833	0.7833	0.7795
R1	0.7808	0.7808	0.7789	0.7820
PP	0.7765	0.7765	0.7765	0.7771
S1	0.7740	0.7740	0.7777	0.7753
S2	0.7698	0.7698	0.7771
S3	0.7630	0.7673	0.7764
S4	0.7563	0.7605	0.7746

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	0.7696	0.0101	1.3%	0.0057	0.7%	86%	False	False	84,372
10	0.7797	0.7561	0.0237	3.0%	0.0069	0.9%	94%	False	False	99,242
20	0.7802	0.7561	0.0241	3.1%	0.0064	0.8%	92%	False	False	92,061
40	0.7984	0.7561	0.0423	5.4%	0.0062	0.8%	53%	False	False	78,455
60	0.7984	0.7561	0.0423	5.4%	0.0060	0.8%	53%	False	False	52,512
80	0.8055	0.7561	0.0495	6.4%	0.0055	0.7%	45%	False	False	39,411
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	45%	False	False	31,555
120	0.8055	0.7561	0.0495	6.4%	0.0049	0.6%	45%	False	False	26,304

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.8077
2.618	0.7967
1.618	0.7899
1.000	0.7858
0.618	0.7832
HIGH	0.7790
0.618	0.7764
0.500	0.7756
0.382	0.7748
LOW	0.7723
0.618	0.7681
1.000	0.7655
1.618	0.7613
2.618	0.7546
4.250	0.7436

Fisher Pivots for day following 25-Jul-2022
Pivot	1 day	3 day
R1	0.7774	0.7775
PP	0.7765	0.7768
S1	0.7756	0.7760

Download as Excel Spreadsheet

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

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