CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 01-Aug-2022

Day Change Summary
	Previous	Current
	29-Jul-2022	01-Aug-2022	Change	Change %	Previous Week
Open	0.7806	0.7800	-0.0006	-0.1%	0.7726
High	0.7817	0.7827	0.0010	0.1%	0.7817
Low	0.7778	0.7783	0.0005	0.1%	0.7726
Close	0.7804	0.7783	-0.0021	-0.3%	0.7804
Range	0.0039	0.0044	0.0005	13.0%	0.0091
ATR	0.0053	0.0053	-0.0001	-1.3%	0.0000
Volume	831	123	-708	-85.2%	1,286

Daily Pivots for day following 01-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7928	0.7899	0.7807
R3	0.7885	0.7856	0.7795
R2	0.7841	0.7841	0.7791
R1	0.7812	0.7812	0.7787	0.7805
PP	0.7798	0.7798	0.7798	0.7794
S1	0.7769	0.7769	0.7779	0.7761
S2	0.7754	0.7754	0.7775
S3	0.7711	0.7725	0.7771
S4	0.7667	0.7682	0.7759

Weekly Pivots for week ending 29-Jul-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8054	0.8019	0.7853
R3	0.7963	0.7929	0.7828
R2	0.7873	0.7873	0.7820
R1	0.7838	0.7838	0.7812	0.7855
PP	0.7782	0.7782	0.7782	0.7791
S1	0.7748	0.7748	0.7795	0.7765
S2	0.7692	0.7692	0.7787
S3	0.7601	0.7657	0.7779
S4	0.7511	0.7567	0.7754

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7827	0.7753	0.0074	1.0%	0.0042	0.5%	41%	True	False	234
10	0.7827	0.7698	0.0129	1.7%	0.0046	0.6%	66%	True	False	243
20	0.7827	0.7569	0.0258	3.3%	0.0054	0.7%	83%	True	False	301
40	0.7975	0.7569	0.0407	5.2%	0.0051	0.7%	53%	False	False	285
60	0.7975	0.7569	0.0407	5.2%	0.0048	0.6%	53%	False	False	276
80	0.8007	0.7569	0.0439	5.6%	0.0046	0.6%	49%	False	False	235
100	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	44%	False	False	201
120	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	44%	False	False	193

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	True
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	0.8011
2.618	0.7940
1.618	0.7897
1.000	0.7870
0.618	0.7853
HIGH	0.7827
0.618	0.7810
0.500	0.7805
0.382	0.7800
LOW	0.7783
0.618	0.7756
1.000	0.7740
1.618	0.7713
2.618	0.7669
4.250	0.7598

Fisher Pivots for day following 01-Aug-2022
Pivot	1 day	3 day
R1	0.7805	0.7801
PP	0.7798	0.7795
S1	0.7790	0.7789

Download as Excel Spreadsheet

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

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