CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 19-Jul-2022

Day Change Summary
	Previous	Current
	18-Jul-2022	19-Jul-2022	Change	Change %	Previous Week
Open	0.7683	0.7698	0.0015	0.2%	0.7720
High	0.7746	0.7768	0.0022	0.3%	0.7723
Low	0.7683	0.7698	0.0015	0.2%	0.7569
Close	0.7710	0.7762	0.0052	0.7%	0.7672
Range	0.0063	0.0070	0.0007	11.1%	0.0155
ATR	0.0060	0.0061	0.0001	1.2%	0.0000
Volume	310	168	-142	-45.8%	2,247

Daily Pivots for day following 19-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7952	0.7927	0.7800
R3	0.7882	0.7857	0.7781
R2	0.7812	0.7812	0.7774
R1	0.7787	0.7787	0.7768	0.7800
PP	0.7742	0.7742	0.7742	0.7749
S1	0.7717	0.7717	0.7755	0.7730
S2	0.7672	0.7672	0.7749
S3	0.7602	0.7647	0.7742
S4	0.7532	0.7577	0.7723

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	0.7768	0.7569	0.0199	2.6%	0.0076	1.0%	97%	True	False	439
10	0.7768	0.7569	0.0199	2.6%	0.0055	0.7%	97%	True	False	324
20	0.7802	0.7569	0.0233	3.0%	0.0054	0.7%	83%	False	False	285
40	0.7975	0.7569	0.0407	5.2%	0.0048	0.6%	47%	False	False	313
60	0.7975	0.7569	0.0407	5.2%	0.0049	0.6%	47%	False	False	265
80	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	40%	False	False	211
100	0.8053	0.7569	0.0485	6.2%	0.0046	0.6%	40%	False	False	200
120	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	40%	False	False	179

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8065
2.618	0.7951
1.618	0.7881
1.000	0.7838
0.618	0.7811
HIGH	0.7768
0.618	0.7741
0.500	0.7733
0.382	0.7724
LOW	0.7698
0.618	0.7654
1.000	0.7628
1.618	0.7584
2.618	0.7514
4.250	0.7400

Fisher Pivots for day following 19-Jul-2022
Pivot	1 day	3 day
R1	0.7752	0.7738
PP	0.7742	0.7714
S1	0.7733	0.7690

Download as Excel Spreadsheet

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

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