CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 14-Jul-2022

Day Change Summary
	Previous	Current
	13-Jul-2022	14-Jul-2022	Change	Change %	Previous Week
Open	0.7698	0.7688	-0.0010	-0.1%	0.7763
High	0.7723	0.7688	-0.0035	-0.5%	0.7790
Low	0.7665	0.7569	-0.0097	-1.3%	0.7645
Close	0.7714	0.7630	-0.0084	-1.1%	0.7719
Range	0.0058	0.0120	0.0062	106.0%	0.0145
ATR	0.0052	0.0058	0.0007	12.9%	0.0000
Volume	853	732	-121	-14.2%	1,042

Daily Pivots for day following 14-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7987	0.7928	0.7695
R3	0.7868	0.7808	0.7662
R2	0.7748	0.7748	0.7651
R1	0.7689	0.7689	0.7640	0.7659
PP	0.7629	0.7629	0.7629	0.7614
S1	0.7569	0.7569	0.7619	0.7539
S2	0.7509	0.7509	0.7608
S3	0.7390	0.7450	0.7597
S4	0.7270	0.7330	0.7564

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	0.7569	0.0162	2.1%	0.0062	0.8%	38%	False	True	426
10	0.7790	0.7569	0.0221	2.9%	0.0059	0.8%	28%	False	True	359
20	0.7802	0.7569	0.0233	3.1%	0.0053	0.7%	26%	False	True	279
40	0.7975	0.7569	0.0407	5.3%	0.0046	0.6%	15%	False	True	317
60	0.8007	0.7569	0.0439	5.7%	0.0047	0.6%	14%	False	True	257
80	0.8053	0.7569	0.0485	6.4%	0.0044	0.6%	13%	False	True	204
100	0.8053	0.7569	0.0485	6.4%	0.0045	0.6%	13%	False	True	197
120	0.8053	0.7569	0.0485	6.4%	0.0044	0.6%	13%	False	True	176

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0011
Widest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	0.8196
2.618	0.8001
1.618	0.7881
1.000	0.7808
0.618	0.7762
HIGH	0.7688
0.618	0.7642
0.500	0.7628
0.382	0.7614
LOW	0.7569
0.618	0.7495
1.000	0.7449
1.618	0.7375
2.618	0.7256
4.250	0.7061

Fisher Pivots for day following 14-Jul-2022
Pivot	1 day	3 day
R1	0.7629	0.7646
PP	0.7629	0.7640
S1	0.7628	0.7635

Download as Excel Spreadsheet

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

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