CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 25-Jul-2022

Day Change Summary
	Previous	Current
	22-Jul-2022	25-Jul-2022	Change	Change %	Previous Week
Open	0.7775	0.7726	-0.0049	-0.6%	0.7683
High	0.7797	0.7785	-0.0012	-0.2%	0.7797
Low	0.7734	0.7726	-0.0008	-0.1%	0.7683
Close	0.7737	0.7783	0.0047	0.6%	0.7737
Range	0.0063	0.0059	-0.0004	-6.3%	0.0115
ATR	0.0057	0.0058	0.0000	0.2%	0.0000
Volume	217	238	21	9.7%	1,336

Daily Pivots for day following 25-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7942	0.7921	0.7815
R3	0.7883	0.7862	0.7799
R2	0.7824	0.7824	0.7794
R1	0.7803	0.7803	0.7788	0.7814
PP	0.7765	0.7765	0.7765	0.7770
S1	0.7744	0.7744	0.7778	0.7755
S2	0.7706	0.7706	0.7772
S3	0.7647	0.7685	0.7767
S4	0.7588	0.7626	0.7751

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	0.7698	0.0100	1.3%	0.0051	0.7%	86%	False	False	252
10	0.7797	0.7569	0.0229	2.9%	0.0060	0.8%	94%	False	False	362
20	0.7802	0.7569	0.0233	3.0%	0.0053	0.7%	92%	False	False	273
40	0.7975	0.7569	0.0407	5.2%	0.0050	0.6%	53%	False	False	321
60	0.7975	0.7569	0.0407	5.2%	0.0048	0.6%	53%	False	False	270
80	0.8053	0.7569	0.0485	6.2%	0.0046	0.6%	44%	False	False	223
100	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	44%	False	False	203
120	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	44%	False	False	186

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	True
Bull Hook	False
Stretch	0.0009
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.8036
2.618	0.7939
1.618	0.7880
1.000	0.7844
0.618	0.7821
HIGH	0.7785
0.618	0.7762
0.500	0.7756
0.382	0.7749
LOW	0.7726
0.618	0.7690
1.000	0.7667
1.618	0.7631
2.618	0.7572
4.250	0.7475

Fisher Pivots for day following 25-Jul-2022
Pivot	1 day	3 day
R1	0.7774	0.7776
PP	0.7765	0.7769
S1	0.7756	0.7762

Download as Excel Spreadsheet

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

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