CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 21-Jul-2022

Day Change Summary
	Previous	Current
	20-Jul-2022	21-Jul-2022	Change	Change %	Previous Week
Open	0.7768	0.7770	0.0003	0.0%	0.7720
High	0.7775	0.7772	-0.0003	0.0%	0.7723
Low	0.7750	0.7733	-0.0017	-0.2%	0.7569
Close	0.7762	0.7753	-0.0009	-0.1%	0.7672
Range	0.0026	0.0039	0.0014	52.9%	0.0155
ATR	0.0058	0.0057	-0.0001	-2.4%	0.0000
Volume	399	242	-157	-39.3%	2,247

Daily Pivots for day following 21-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7870	0.7850	0.7774
R3	0.7831	0.7811	0.7763
R2	0.7792	0.7792	0.7760
R1	0.7772	0.7772	0.7756	0.7762
PP	0.7753	0.7753	0.7753	0.7748
S1	0.7733	0.7733	0.7749	0.7723
S2	0.7714	0.7714	0.7745
S3	0.7675	0.7694	0.7742
S4	0.7636	0.7655	0.7731

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	0.7613	0.0162	2.1%	0.0053	0.7%	86%	False	False	250
10	0.7775	0.7569	0.0207	2.7%	0.0058	0.7%	89%	False	False	338
20	0.7802	0.7569	0.0233	3.0%	0.0052	0.7%	79%	False	False	290
40	0.7975	0.7569	0.0407	5.2%	0.0048	0.6%	45%	False	False	328
60	0.7975	0.7569	0.0407	5.2%	0.0048	0.6%	45%	False	False	270
80	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	38%	False	False	218
100	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	38%	False	False	201
120	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	38%	False	False	184

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	0.0009
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7938
2.618	0.7874
1.618	0.7835
1.000	0.7811
0.618	0.7796
HIGH	0.7772
0.618	0.7757
0.500	0.7753
0.382	0.7748
LOW	0.7733
0.618	0.7709
1.000	0.7694
1.618	0.7670
2.618	0.7631
4.250	0.7567

Fisher Pivots for day following 21-Jul-2022
Pivot	1 day	3 day
R1	0.7753	0.7747
PP	0.7753	0.7742
S1	0.7753	0.7736

Download as Excel Spreadsheet

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

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