CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 08-Jul-2022

Day Change Summary
	Previous	Current
	07-Jul-2022	08-Jul-2022	Change	Change %	Previous Week
Open	0.7700	0.7710	0.0010	0.1%	0.7763
High	0.7714	0.7731	0.0017	0.2%	0.7790
Low	0.7697	0.7674	-0.0024	-0.3%	0.7645
Close	0.7705	0.7719	0.0014	0.2%	0.7719
Range	0.0017	0.0057	0.0040	235.3%	0.0145
ATR	0.0053	0.0053	0.0000	0.5%	0.0000
Volume	26	19	-7	-26.9%	1,042

Daily Pivots for day following 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7879	0.7856	0.7750
R3	0.7822	0.7799	0.7735
R2	0.7765	0.7765	0.7729
R1	0.7742	0.7742	0.7724	0.7753
PP	0.7708	0.7708	0.7708	0.7713
S1	0.7685	0.7685	0.7714	0.7696
S2	0.7651	0.7651	0.7709
S3	0.7594	0.7628	0.7703
S4	0.7537	0.7571	0.7688

Weekly Pivots for week ending 08-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8151	0.8080	0.7798
R3	0.8007	0.7935	0.7759
R2	0.7862	0.7862	0.7745
R1	0.7791	0.7791	0.7732	0.7754
PP	0.7718	0.7718	0.7718	0.7700
S1	0.7646	0.7646	0.7706	0.7610
S2	0.7573	0.7573	0.7693
S3	0.7429	0.7502	0.7679
S4	0.7284	0.7357	0.7640

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7790	0.7645	0.0145	1.9%	0.0060	0.8%	51%	False	False	225
10	0.7802	0.7645	0.0157	2.0%	0.0049	0.6%	47%	False	False	177
20	0.7954	0.7645	0.0309	4.0%	0.0053	0.7%	24%	False	False	276
40	0.7975	0.7644	0.0332	4.3%	0.0045	0.6%	23%	False	False	275
60	0.8007	0.7644	0.0364	4.7%	0.0046	0.6%	21%	False	False	227
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	18%	False	False	179
100	0.8053	0.7644	0.0410	5.3%	0.0044	0.6%	18%	False	False	177
120	0.8053	0.7644	0.0410	5.3%	0.0042	0.5%	18%	False	False	159

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	0.0011
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7973
2.618	0.7880
1.618	0.7823
1.000	0.7788
0.618	0.7766
HIGH	0.7731
0.618	0.7709
0.500	0.7702
0.382	0.7695
LOW	0.7674
0.618	0.7638
1.000	0.7617
1.618	0.7581
2.618	0.7524
4.250	0.7431

Fisher Pivots for day following 08-Jul-2022
Pivot	1 day	3 day
R1	0.7713	0.7710
PP	0.7708	0.7702
S1	0.7702	0.7693

Download as Excel Spreadsheet

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

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