CME Canadian Dollar Future September 2022

Trading Metrics calculated at close of trading on 28-Jul-2022

Day Change Summary
	Previous	Current
	27-Jul-2022	28-Jul-2022	Change	Change %	Previous Week
Open	0.7761	0.7796	0.0035	0.5%	0.7676
High	0.7806	0.7814	0.0008	0.1%	0.7797
Low	0.7744	0.7769	0.0025	0.3%	0.7676
Close	0.7789	0.7797	0.0008	0.1%	0.7737
Range	0.0063	0.0046	-0.0017	-27.2%	0.0122
ATR	0.0064	0.0063	-0.0001	-2.1%	0.0000
Volume	90,754	90,715	-39	0.0%	444,142

Daily Pivots for day following 28-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7930	0.7909	0.7822
R3	0.7884	0.7863	0.7809
R2	0.7839	0.7839	0.7805
R1	0.7818	0.7818	0.7801	0.7828
PP	0.7793	0.7793	0.7793	0.7798
S1	0.7772	0.7772	0.7792	0.7783
S2	0.7748	0.7748	0.7788
S3	0.7702	0.7727	0.7784
S4	0.7657	0.7681	0.7771

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	0.7814	0.7723	0.0092	1.2%	0.0058	0.7%	81%	True	False	84,184
10	0.7814	0.7612	0.0203	2.6%	0.0059	0.8%	91%	True	False	87,501
20	0.7814	0.7561	0.0254	3.3%	0.0066	0.8%	93%	True	False	94,143
40	0.7984	0.7561	0.0423	5.4%	0.0062	0.8%	56%	False	False	84,700
60	0.7984	0.7561	0.0423	5.4%	0.0060	0.8%	56%	False	False	56,774
80	0.8055	0.7561	0.0495	6.3%	0.0056	0.7%	48%	False	False	42,614
100	0.8055	0.7561	0.0495	6.3%	0.0052	0.7%	48%	False	False	34,115
120	0.8055	0.7561	0.0495	6.3%	0.0050	0.6%	48%	False	False	28,439

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	0.0014
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.8007
2.618	0.7933
1.618	0.7888
1.000	0.7860
0.618	0.7842
HIGH	0.7814
0.618	0.7797
0.500	0.7791
0.382	0.7786
LOW	0.7769
0.618	0.7740
1.000	0.7723
1.618	0.7695
2.618	0.7649
4.250	0.7575

Fisher Pivots for day following 28-Jul-2022
Pivot	1 day	3 day
R1	0.7795	0.7791
PP	0.7793	0.7785
S1	0.7791	0.7779

Download as Excel Spreadsheet

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

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