CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 05-Aug-2022

Day Change Summary
	Previous	Current
	04-Aug-2022	05-Aug-2022	Change	Change %	Previous Week
Open	0.7788	0.7740	-0.0048	-0.6%	0.7800
High	0.7790	0.7740	-0.0050	-0.6%	0.7827
Low	0.7769	0.7700	-0.0069	-0.9%	0.7700
Close	0.7781	0.7728	-0.0053	-0.7%	0.7728
Range	0.0022	0.0040	0.0019	86.0%	0.0127
ATR	0.0047	0.0049	0.0002	5.2%	0.0000
Volume	355	1,654	1,299	365.9%	2,445

Daily Pivots for day following 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7843	0.7825	0.7750
R3	0.7803	0.7785	0.7739
R2	0.7763	0.7763	0.7735
R1	0.7745	0.7745	0.7732	0.7734
PP	0.7723	0.7723	0.7723	0.7717
S1	0.7705	0.7705	0.7724	0.7694
S2	0.7683	0.7683	0.7721
S3	0.7643	0.7665	0.7717
S4	0.7603	0.7625	0.7706

Weekly Pivots for week ending 05-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8131	0.8056	0.7798
R3	0.8005	0.7930	0.7763
R2	0.7878	0.7878	0.7751
R1	0.7803	0.7803	0.7740	0.7777
PP	0.7752	0.7752	0.7752	0.7739
S1	0.7677	0.7677	0.7716	0.7651
S2	0.7625	0.7625	0.7705
S3	0.7499	0.7550	0.7693
S4	0.7372	0.7424	0.7658

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7827	0.7700	0.0127	1.6%	0.0030	0.4%	22%	False	True	489
10	0.7827	0.7700	0.0127	1.6%	0.0037	0.5%	22%	False	True	373
20	0.7827	0.7569	0.0258	3.3%	0.0048	0.6%	62%	False	False	365
40	0.7954	0.7569	0.0385	5.0%	0.0050	0.7%	41%	False	False	321
60	0.7975	0.7569	0.0407	5.3%	0.0046	0.6%	39%	False	False	305
80	0.8007	0.7569	0.0439	5.7%	0.0046	0.6%	36%	False	False	262
100	0.8053	0.7569	0.0485	6.3%	0.0044	0.6%	33%	False	False	217
120	0.8053	0.7569	0.0485	6.3%	0.0044	0.6%	33%	False	False	208

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
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 4 trading days

Fibonacci Retracements and Extensions
4.250	0.7910
2.618	0.7845
1.618	0.7805
1.000	0.7780
0.618	0.7765
HIGH	0.7740
0.618	0.7725
0.500	0.7720
0.382	0.7715
LOW	0.7700
0.618	0.7675
1.000	0.7660
1.618	0.7635
2.618	0.7595
4.250	0.7530

Fisher Pivots for day following 05-Aug-2022
Pivot	1 day	3 day
R1	0.7725	0.7745
PP	0.7723	0.7739
S1	0.7720	0.7734

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