CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 28-Jul-2022

Day Change Summary
	Previous	Current
	27-Jul-2022	28-Jul-2022	Change	Change %	Previous Week
Open	0.7764	0.7800	0.0036	0.5%	0.7683
High	0.7801	0.7813	0.0012	0.2%	0.7797
Low	0.7755	0.7776	0.0022	0.3%	0.7683
Close	0.7788	0.7797	0.0009	0.1%	0.7737
Range	0.0046	0.0037	-0.0010	-20.7%	0.0115
ATR	0.0056	0.0054	-0.0001	-2.5%	0.0000
Volume	37	102	65	175.7%	1,336

Daily Pivots for day following 28-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7905	0.7887	0.7817
R3	0.7868	0.7851	0.7807
R2	0.7832	0.7832	0.7803
R1	0.7814	0.7814	0.7800	0.7805
PP	0.7795	0.7795	0.7795	0.7790
S1	0.7778	0.7778	0.7793	0.7768
S2	0.7759	0.7759	0.7790
S3	0.7722	0.7741	0.7786
S4	0.7686	0.7705	0.7776

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	0.7813	0.7726	0.0087	1.1%	0.0050	0.6%	82%	True	False	134
10	0.7813	0.7613	0.0200	2.6%	0.0051	0.7%	92%	True	False	192
20	0.7813	0.7569	0.0244	3.1%	0.0055	0.7%	93%	True	False	276
40	0.7975	0.7569	0.0407	5.2%	0.0050	0.6%	56%	False	False	313
60	0.7975	0.7569	0.0407	5.2%	0.0047	0.6%	56%	False	False	267
80	0.8053	0.7569	0.0485	6.2%	0.0046	0.6%	47%	False	False	225
100	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	47%	False	False	202
120	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	47%	False	False	186

Crabel Price Patterns
NR	True
NR4	True
NR5	True
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	False
Stretch	0.0008
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	0.7968
2.618	0.7908
1.618	0.7872
1.000	0.7849
0.618	0.7835
HIGH	0.7813
0.618	0.7799
0.500	0.7794
0.382	0.7790
LOW	0.7776
0.618	0.7753
1.000	0.7740
1.618	0.7717
2.618	0.7680
4.250	0.7621

Fisher Pivots for day following 28-Jul-2022
Pivot	1 day	3 day
R1	0.7796	0.7792
PP	0.7795	0.7787
S1	0.7794	0.7783

Download as Excel Spreadsheet

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

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