CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 15-Jul-2022

Day Change Summary
	Previous	Current
	14-Jul-2022	15-Jul-2022	Change	Change %	Previous Week
Open	0.7688	0.7635	-0.0054	-0.7%	0.7720
High	0.7688	0.7681	-0.0007	-0.1%	0.7723
Low	0.7569	0.7613	0.0045	0.6%	0.7569
Close	0.7630	0.7672	0.0042	0.6%	0.7672
Range	0.0120	0.0068	-0.0052	-43.1%	0.0155
ATR	0.0058	0.0059	0.0001	1.2%	0.0000
Volume	732	134	-598	-81.7%	2,247

Daily Pivots for day following 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7859	0.7833	0.7709
R3	0.7791	0.7765	0.7690
R2	0.7723	0.7723	0.7684
R1	0.7697	0.7697	0.7678	0.7710
PP	0.7655	0.7655	0.7655	0.7662
S1	0.7629	0.7629	0.7665	0.7642
S2	0.7587	0.7587	0.7659
S3	0.7519	0.7561	0.7653
S4	0.7451	0.7493	0.7634

Weekly Pivots for week ending 15-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8118	0.8049	0.7756
R3	0.7963	0.7895	0.7714
R2	0.7809	0.7809	0.7700
R1	0.7740	0.7740	0.7686	0.7697
PP	0.7654	0.7654	0.7654	0.7633
S1	0.7586	0.7586	0.7657	0.7543
S2	0.7500	0.7500	0.7643
S3	0.7345	0.7431	0.7629
S4	0.7191	0.7277	0.7587

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7723	0.7569	0.0155	2.0%	0.0064	0.8%	67%	False	False	449
10	0.7790	0.7569	0.0221	2.9%	0.0062	0.8%	47%	False	False	337
20	0.7802	0.7569	0.0233	3.0%	0.0054	0.7%	44%	False	False	280
40	0.7975	0.7569	0.0407	5.3%	0.0047	0.6%	25%	False	False	316
60	0.8007	0.7569	0.0439	5.7%	0.0048	0.6%	23%	False	False	259
80	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	21%	False	False	205
100	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	21%	False	False	197
120	0.8053	0.7569	0.0485	6.3%	0.0044	0.6%	21%	False	False	176

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0013
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7970
2.618	0.7859
1.618	0.7791
1.000	0.7749
0.618	0.7723
HIGH	0.7681
0.618	0.7655
0.500	0.7647
0.382	0.7639
LOW	0.7613
0.618	0.7571
1.000	0.7545
1.618	0.7503
2.618	0.7435
4.250	0.7324

Fisher Pivots for day following 15-Jul-2022
Pivot	1 day	3 day
R1	0.7663	0.7663
PP	0.7655	0.7654
S1	0.7647	0.7646

Download as Excel Spreadsheet

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

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