CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 02-Aug-2022

Day Change Summary
	Previous	Current
	01-Aug-2022	02-Aug-2022	Change	Change %	Previous Week
Open	0.7800	0.7786	-0.0015	-0.2%	0.7726
High	0.7827	0.7786	-0.0041	-0.5%	0.7817
Low	0.7783	0.7760	-0.0023	-0.3%	0.7726
Close	0.7783	0.7776	-0.0008	-0.1%	0.7804
Range	0.0044	0.0026	-0.0018	-41.4%	0.0091
ATR	0.0053	0.0051	-0.0002	-3.7%	0.0000
Volume	123	175	52	42.3%	1,286

Daily Pivots for day following 02-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7850	0.7838	0.7790
R3	0.7825	0.7813	0.7783
R2	0.7799	0.7799	0.7780
R1	0.7787	0.7787	0.7778	0.7781
PP	0.7774	0.7774	0.7774	0.7770
S1	0.7762	0.7762	0.7773	0.7755
S2	0.7748	0.7748	0.7771
S3	0.7723	0.7736	0.7768
S4	0.7697	0.7711	0.7761

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	0.7755	0.0072	0.9%	0.0038	0.5%	29%	False	False	253
10	0.7827	0.7726	0.0101	1.3%	0.0042	0.5%	49%	False	False	244
20	0.7827	0.7569	0.0258	3.3%	0.0049	0.6%	80%	False	False	284
40	0.7975	0.7569	0.0407	5.2%	0.0051	0.7%	51%	False	False	282
60	0.7975	0.7569	0.0407	5.2%	0.0047	0.6%	51%	False	False	279
80	0.8007	0.7569	0.0439	5.6%	0.0046	0.6%	47%	False	False	237
100	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	43%	False	False	199
120	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	43%	False	False	194

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	0.0009
Narrowest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	0.7894
2.618	0.7852
1.618	0.7827
1.000	0.7811
0.618	0.7801
HIGH	0.7786
0.618	0.7776
0.500	0.7773
0.382	0.7770
LOW	0.7760
0.618	0.7744
1.000	0.7735
1.618	0.7719
2.618	0.7693
4.250	0.7652

Fisher Pivots for day following 02-Aug-2022
Pivot	1 day	3 day
R1	0.7775	0.7793
PP	0.7774	0.7787
S1	0.7773	0.7781

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