CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 13-Jul-2022

Day Change Summary
	Previous	Current
	12-Jul-2022	13-Jul-2022	Change	Change %	Previous Week
Open	0.7692	0.7698	0.0007	0.1%	0.7763
High	0.7699	0.7723	0.0024	0.3%	0.7790
Low	0.7667	0.7665	-0.0002	0.0%	0.7645
Close	0.7689	0.7714	0.0025	0.3%	0.7719
Range	0.0032	0.0058	0.0026	81.3%	0.0145
ATR	0.0051	0.0052	0.0000	0.9%	0.0000
Volume	334	853	519	155.4%	1,042

Daily Pivots for day following 13-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7875	0.7852	0.7745
R3	0.7817	0.7794	0.7729
R2	0.7759	0.7759	0.7724
R1	0.7736	0.7736	0.7719	0.7747
PP	0.7701	0.7701	0.7701	0.7706
S1	0.7678	0.7678	0.7708	0.7689
S2	0.7643	0.7643	0.7703
S3	0.7585	0.7620	0.7698
S4	0.7527	0.7562	0.7682

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	0.7731	0.7665	0.0066	0.8%	0.0042	0.5%	74%	False	True	285
10	0.7790	0.7645	0.0145	1.9%	0.0049	0.6%	47%	False	False	291
20	0.7802	0.7645	0.0157	2.0%	0.0050	0.6%	44%	False	False	251
40	0.7975	0.7645	0.0330	4.3%	0.0045	0.6%	21%	False	False	299
60	0.8007	0.7644	0.0364	4.7%	0.0045	0.6%	19%	False	False	245
80	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	17%	False	False	195
100	0.8053	0.7644	0.0410	5.3%	0.0044	0.6%	17%	False	False	190
120	0.8053	0.7644	0.0410	5.3%	0.0043	0.6%	17%	False	False	170

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
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 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7970
2.618	0.7875
1.618	0.7817
1.000	0.7781
0.618	0.7759
HIGH	0.7723
0.618	0.7701
0.500	0.7694
0.382	0.7687
LOW	0.7665
0.618	0.7629
1.000	0.7607
1.618	0.7571
2.618	0.7513
4.250	0.7419

Fisher Pivots for day following 13-Jul-2022
Pivot	1 day	3 day
R1	0.7707	0.7707
PP	0.7701	0.7701
S1	0.7694	0.7694

Download as Excel Spreadsheet

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

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