CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 26-Jul-2022

Day Change Summary
	Previous	Current
	25-Jul-2022	26-Jul-2022	Change	Change %	Previous Week
Open	0.7726	0.7790	0.0064	0.8%	0.7683
High	0.7785	0.7796	0.0011	0.1%	0.7797
Low	0.7726	0.7753	0.0027	0.3%	0.7683
Close	0.7783	0.7753	-0.0031	-0.4%	0.7737
Range	0.0059	0.0043	-0.0016	-27.1%	0.0115
ATR	0.0058	0.0056	-0.0001	-1.8%	0.0000
Volume	238	78	-160	-67.2%	1,336

Daily Pivots for day following 26-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7896	0.7867	0.7776
R3	0.7853	0.7824	0.7764
R2	0.7810	0.7810	0.7760
R1	0.7781	0.7781	0.7756	0.7774
PP	0.7767	0.7767	0.7767	0.7763
S1	0.7738	0.7738	0.7749	0.7731
S2	0.7724	0.7724	0.7745
S3	0.7681	0.7695	0.7741
S4	0.7638	0.7652	0.7729

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	0.7726	0.0071	0.9%	0.0046	0.6%	37%	False	False	234
10	0.7797	0.7569	0.0229	2.9%	0.0061	0.8%	81%	False	False	337
20	0.7802	0.7569	0.0233	3.0%	0.0054	0.7%	79%	False	False	274
40	0.7975	0.7569	0.0407	5.2%	0.0050	0.6%	45%	False	False	320
60	0.7975	0.7569	0.0407	5.2%	0.0048	0.6%	45%	False	False	269
80	0.8053	0.7569	0.0485	6.2%	0.0046	0.6%	38%	False	False	224
100	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	38%	False	False	204
120	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	38%	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	False
Bull Hook	True
Stretch	0.0008
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7978
2.618	0.7908
1.618	0.7865
1.000	0.7839
0.618	0.7822
HIGH	0.7796
0.618	0.7779
0.500	0.7774
0.382	0.7769
LOW	0.7753
0.618	0.7726
1.000	0.7710
1.618	0.7683
2.618	0.7640
4.250	0.7570

Fisher Pivots for day following 26-Jul-2022
Pivot	1 day	3 day
R1	0.7774	0.7762
PP	0.7767	0.7759
S1	0.7760	0.7756

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