CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	0.7782	0.7761	-0.0021	-0.3%	0.7676
High	0.7802	0.7806	0.0005	0.1%	0.7797
Low	0.7750	0.7744	-0.0006	-0.1%	0.7676
Close	0.7753	0.7789	0.0036	0.5%	0.7737
Range	0.0052	0.0063	0.0011	20.2%	0.0122
ATR	0.0064	0.0064	0.0000	-0.2%	0.0000
Volume	74,852	90,754	15,902	21.2%	444,142

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7967	0.7940	0.7823
R3	0.7904	0.7878	0.7806
R2	0.7842	0.7842	0.7800
R1	0.7815	0.7815	0.7794	0.7829
PP	0.7779	0.7779	0.7779	0.7786
S1	0.7753	0.7753	0.7783	0.7766
S2	0.7717	0.7717	0.7777
S3	0.7654	0.7690	0.7771
S4	0.7592	0.7628	0.7754

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	0.7806	0.7723	0.0084	1.1%	0.0059	0.8%	79%	True	False	85,030
10	0.7806	0.7561	0.0246	3.2%	0.0069	0.9%	93%	True	False	94,592
20	0.7806	0.7561	0.0246	3.2%	0.0065	0.8%	93%	True	False	92,958
40	0.7984	0.7561	0.0423	5.4%	0.0063	0.8%	54%	False	False	82,537
60	0.7984	0.7561	0.0423	5.4%	0.0060	0.8%	54%	False	False	55,266
80	0.8055	0.7561	0.0495	6.3%	0.0056	0.7%	46%	False	False	41,481
100	0.8055	0.7561	0.0495	6.3%	0.0053	0.7%	46%	False	False	33,209
120	0.8055	0.7561	0.0495	6.3%	0.0050	0.6%	46%	False	False	27,683

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0012
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8072
2.618	0.7970
1.618	0.7907
1.000	0.7869
0.618	0.7845
HIGH	0.7806
0.618	0.7782
0.500	0.7775
0.382	0.7767
LOW	0.7744
0.618	0.7705
1.000	0.7681
1.618	0.7642
2.618	0.7580
4.250	0.7478

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	0.7784	0.7780
PP	0.7779	0.7772
S1	0.7775	0.7764

Download as Excel Spreadsheet

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

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