CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 20-Jul-2022

Day Change Summary
	Previous	Current
	19-Jul-2022	20-Jul-2022	Change	Change %	Previous Week
Open	0.7698	0.7768	0.0070	0.9%	0.7720
High	0.7768	0.7775	0.0008	0.1%	0.7723
Low	0.7698	0.7750	0.0052	0.7%	0.7569
Close	0.7762	0.7762	0.0000	0.0%	0.7672
Range	0.0070	0.0026	-0.0045	-63.6%	0.0155
ATR	0.0061	0.0058	-0.0003	-4.2%	0.0000
Volume	168	399	231	137.5%	2,247

Daily Pivots for day following 20-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7839	0.7826	0.7776
R3	0.7813	0.7800	0.7769
R2	0.7788	0.7788	0.7766
R1	0.7775	0.7775	0.7764	0.7768
PP	0.7762	0.7762	0.7762	0.7759
S1	0.7749	0.7749	0.7759	0.7743
S2	0.7737	0.7737	0.7757
S3	0.7711	0.7724	0.7754
S4	0.7686	0.7698	0.7747

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	0.7775	0.7569	0.0207	2.7%	0.0069	0.9%	93%	True	False	348
10	0.7775	0.7569	0.0207	2.7%	0.0055	0.7%	93%	True	False	316
20	0.7802	0.7569	0.0233	3.0%	0.0052	0.7%	83%	False	False	286
40	0.7975	0.7569	0.0407	5.2%	0.0048	0.6%	47%	False	False	323
60	0.7975	0.7569	0.0407	5.2%	0.0047	0.6%	47%	False	False	268
80	0.8053	0.7569	0.0485	6.2%	0.0046	0.6%	40%	False	False	216
100	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	40%	False	False	200
120	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	40%	False	False	182

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7883
2.618	0.7842
1.618	0.7816
1.000	0.7801
0.618	0.7791
HIGH	0.7775
0.618	0.7765
0.500	0.7762
0.382	0.7759
LOW	0.7750
0.618	0.7734
1.000	0.7724
1.618	0.7708
2.618	0.7683
4.250	0.7641

Fisher Pivots for day following 20-Jul-2022
Pivot	1 day	3 day
R1	0.7762	0.7751
PP	0.7762	0.7740
S1	0.7762	0.7729

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

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