CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 18-Jul-2022

Day Change Summary
	Previous	Current
	15-Jul-2022	18-Jul-2022	Change	Change %	Previous Week
Open	0.7635	0.7683	0.0049	0.6%	0.7720
High	0.7681	0.7746	0.0065	0.8%	0.7723
Low	0.7613	0.7683	0.0070	0.9%	0.7569
Close	0.7672	0.7710	0.0038	0.5%	0.7672
Range	0.0068	0.0063	-0.0005	-7.4%	0.0155
ATR	0.0059	0.0060	0.0001	1.8%	0.0000
Volume	134	310	176	131.3%	2,247

Daily Pivots for day following 18-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7902	0.7869	0.7744
R3	0.7839	0.7806	0.7727
R2	0.7776	0.7776	0.7721
R1	0.7743	0.7743	0.7715	0.7759
PP	0.7713	0.7713	0.7713	0.7721
S1	0.7680	0.7680	0.7704	0.7696
S2	0.7650	0.7650	0.7698
S3	0.7587	0.7617	0.7692
S4	0.7524	0.7554	0.7675

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	0.7746	0.7569	0.0177	2.3%	0.0068	0.9%	80%	True	False	472
10	0.7790	0.7569	0.0221	2.9%	0.0063	0.8%	64%	False	False	359
20	0.7802	0.7569	0.0233	3.0%	0.0054	0.7%	61%	False	False	290
40	0.7975	0.7569	0.0407	5.3%	0.0047	0.6%	35%	False	False	319
60	0.8005	0.7569	0.0437	5.7%	0.0048	0.6%	32%	False	False	263
80	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	29%	False	False	209
100	0.8053	0.7569	0.0485	6.3%	0.0046	0.6%	29%	False	False	200
120	0.8053	0.7569	0.0485	6.3%	0.0044	0.6%	29%	False	False	178

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

Fibonacci Retracements and Extensions
4.250	0.8013
2.618	0.7910
1.618	0.7847
1.000	0.7809
0.618	0.7784
HIGH	0.7746
0.618	0.7721
0.500	0.7714
0.382	0.7707
LOW	0.7683
0.618	0.7644
1.000	0.7620
1.618	0.7581
2.618	0.7518
4.250	0.7415

Fisher Pivots for day following 18-Jul-2022
Pivot	1 day	3 day
R1	0.7714	0.7692
PP	0.7713	0.7675
S1	0.7711	0.7657

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

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