CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 26-Jul-2022

Day Change Summary
	Previous	Current
	25-Jul-2022	26-Jul-2022	Change	Change %	Previous Week
Open	0.7740	0.7782	0.0042	0.5%	0.7676
High	0.7790	0.7802	0.0012	0.1%	0.7797
Low	0.7723	0.7750	0.0027	0.3%	0.7676
Close	0.7783	0.7753	-0.0030	-0.4%	0.7737
Range	0.0068	0.0052	-0.0016	-23.0%	0.0122
ATR	0.0065	0.0064	-0.0001	-1.4%	0.0000
Volume	71,614	74,852	3,238	4.5%	444,142

Daily Pivots for day following 26-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7924	0.7891	0.7782
R3	0.7872	0.7839	0.7767
R2	0.7820	0.7820	0.7763
R1	0.7787	0.7787	0.7758	0.7777
PP	0.7768	0.7768	0.7768	0.7763
S1	0.7735	0.7735	0.7748	0.7725
S2	0.7716	0.7716	0.7743
S3	0.7664	0.7683	0.7739
S4	0.7612	0.7631	0.7724

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	0.7802	0.7723	0.0079	1.0%	0.0053	0.7%	39%	True	False	84,377
10	0.7802	0.7561	0.0241	3.1%	0.0070	0.9%	80%	True	False	98,791
20	0.7802	0.7561	0.0241	3.1%	0.0065	0.8%	80%	True	False	92,339
40	0.7984	0.7561	0.0423	5.5%	0.0062	0.8%	46%	False	False	80,304
60	0.7984	0.7561	0.0423	5.5%	0.0060	0.8%	46%	False	False	53,757
80	0.8055	0.7561	0.0495	6.4%	0.0056	0.7%	39%	False	False	40,347
100	0.8055	0.7561	0.0495	6.4%	0.0052	0.7%	39%	False	False	32,303
120	0.8055	0.7561	0.0495	6.4%	0.0049	0.6%	39%	False	False	26,927

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	0.0013
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8023
2.618	0.7938
1.618	0.7886
1.000	0.7854
0.618	0.7834
HIGH	0.7802
0.618	0.7782
0.500	0.7776
0.382	0.7769
LOW	0.7750
0.618	0.7717
1.000	0.7698
1.618	0.7665
2.618	0.7613
4.250	0.7529

Fisher Pivots for day following 26-Jul-2022
Pivot	1 day	3 day
R1	0.7776	0.7762
PP	0.7768	0.7759
S1	0.7761	0.7756

Download as Excel Spreadsheet

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

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