CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 22-Jul-2022

Day Change Summary
	Previous	Current
	21-Jul-2022	22-Jul-2022	Change	Change %	Previous Week
Open	0.7770	0.7775	0.0005	0.1%	0.7683
High	0.7772	0.7797	0.0025	0.3%	0.7797
Low	0.7733	0.7734	0.0001	0.0%	0.7683
Close	0.7753	0.7737	-0.0016	-0.2%	0.7737
Range	0.0039	0.0063	0.0024	61.5%	0.0115
ATR	0.0057	0.0057	0.0000	0.8%	0.0000
Volume	242	217	-25	-10.3%	1,336

Daily Pivots for day following 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7945	0.7904	0.7771
R3	0.7882	0.7841	0.7754
R2	0.7819	0.7819	0.7748
R1	0.7778	0.7778	0.7742	0.7767
PP	0.7756	0.7756	0.7756	0.7750
S1	0.7715	0.7715	0.7731	0.7704
S2	0.7693	0.7693	0.7725
S3	0.7630	0.7652	0.7719
S4	0.7567	0.7589	0.7702

Weekly Pivots for week ending 22-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8082	0.8024	0.7799
R3	0.7968	0.7909	0.7768
R2	0.7853	0.7853	0.7757
R1	0.7795	0.7795	0.7747	0.7824
PP	0.7739	0.7739	0.7739	0.7753
S1	0.7680	0.7680	0.7726	0.7710
S2	0.7624	0.7624	0.7716
S3	0.7510	0.7566	0.7705
S4	0.7395	0.7451	0.7674

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7797	0.7683	0.0115	1.5%	0.0052	0.7%	47%	True	False	267
10	0.7797	0.7569	0.0229	3.0%	0.0058	0.8%	74%	True	False	358
20	0.7802	0.7569	0.0233	3.0%	0.0053	0.7%	72%	False	False	268
40	0.7975	0.7569	0.0407	5.3%	0.0049	0.6%	41%	False	False	322
60	0.7975	0.7569	0.0407	5.3%	0.0048	0.6%	41%	False	False	271
80	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	35%	False	False	221
100	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	35%	False	False	202
120	0.8053	0.7569	0.0485	6.3%	0.0044	0.6%	35%	False	False	185

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 3 trading days

Fibonacci Retracements and Extensions
4.250	0.8065
2.618	0.7962
1.618	0.7899
1.000	0.7860
0.618	0.7836
HIGH	0.7797
0.618	0.7773
0.500	0.7766
0.382	0.7758
LOW	0.7734
0.618	0.7695
1.000	0.7671
1.618	0.7632
2.618	0.7569
4.250	0.7466

Fisher Pivots for day following 22-Jul-2022
Pivot	1 day	3 day
R1	0.7766	0.7765
PP	0.7756	0.7756
S1	0.7746	0.7746

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols