CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 27-Jul-2022

Day Change Summary
	Previous	Current
	26-Jul-2022	27-Jul-2022	Change	Change %	Previous Week
Open	0.7790	0.7764	-0.0026	-0.3%	0.7683
High	0.7796	0.7801	0.0005	0.1%	0.7797
Low	0.7753	0.7755	0.0002	0.0%	0.7683
Close	0.7753	0.7788	0.0036	0.5%	0.7737
Range	0.0043	0.0046	0.0003	7.0%	0.0115
ATR	0.0056	0.0056	-0.0001	-1.1%	0.0000
Volume	78	37	-41	-52.6%	1,336

Daily Pivots for day following 27-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7919	0.7900	0.7813
R3	0.7873	0.7854	0.7801
R2	0.7827	0.7827	0.7796
R1	0.7808	0.7808	0.7792	0.7817
PP	0.7781	0.7781	0.7781	0.7786
S1	0.7762	0.7762	0.7784	0.7771
S2	0.7735	0.7735	0.7780
S3	0.7689	0.7716	0.7775
S4	0.7643	0.7670	0.7763

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	0.7801	0.7726	0.0075	1.0%	0.0050	0.6%	83%	True	False	162
10	0.7801	0.7569	0.0232	3.0%	0.0060	0.8%	95%	True	False	255
20	0.7801	0.7569	0.0232	3.0%	0.0054	0.7%	95%	True	False	273
40	0.7975	0.7569	0.0407	5.2%	0.0050	0.6%	54%	False	False	317
60	0.7975	0.7569	0.0407	5.2%	0.0047	0.6%	54%	False	False	268
80	0.8053	0.7569	0.0485	6.2%	0.0046	0.6%	45%	False	False	224
100	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	45%	False	False	203
120	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	45%	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	0.0007
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.7996
2.618	0.7921
1.618	0.7875
1.000	0.7847
0.618	0.7829
HIGH	0.7801
0.618	0.7783
0.500	0.7778
0.382	0.7772
LOW	0.7755
0.618	0.7726
1.000	0.7709
1.618	0.7680
2.618	0.7634
4.250	0.7559

Fisher Pivots for day following 27-Jul-2022
Pivot	1 day	3 day
R1	0.7785	0.7780
PP	0.7781	0.7772
S1	0.7778	0.7763

Download as Excel Spreadsheet

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

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