CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 08-Aug-2022

Day Change Summary
	Previous	Current
	05-Aug-2022	08-Aug-2022	Change	Change %	Previous Week
Open	0.7740	0.7723	-0.0018	-0.2%	0.7800
High	0.7740	0.7785	0.0045	0.6%	0.7827
Low	0.7700	0.7723	0.0023	0.3%	0.7700
Close	0.7728	0.7772	0.0044	0.6%	0.7728
Range	0.0040	0.0063	0.0023	56.3%	0.0127
ATR	0.0049	0.0050	0.0001	2.0%	0.0000
Volume	1,654	191	-1,463	-88.5%	2,445

Daily Pivots for day following 08-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7947	0.7922	0.7806
R3	0.7885	0.7859	0.7789
R2	0.7822	0.7822	0.7783
R1	0.7797	0.7797	0.7777	0.7810
PP	0.7760	0.7760	0.7760	0.7766
S1	0.7734	0.7734	0.7766	0.7747
S2	0.7697	0.7697	0.7760
S3	0.7635	0.7672	0.7754
S4	0.7572	0.7609	0.7737

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	0.7790	0.7700	0.0090	1.2%	0.0034	0.4%	79%	False	False	502
10	0.7827	0.7700	0.0127	1.6%	0.0038	0.5%	57%	False	False	368
20	0.7827	0.7569	0.0258	3.3%	0.0049	0.6%	79%	False	False	365
40	0.7872	0.7569	0.0303	3.9%	0.0050	0.6%	67%	False	False	310
60	0.7975	0.7569	0.0407	5.2%	0.0046	0.6%	50%	False	False	308
80	0.8007	0.7569	0.0439	5.6%	0.0047	0.6%	46%	False	False	262
100	0.8053	0.7569	0.0485	6.2%	0.0044	0.6%	42%	False	False	218
120	0.8053	0.7569	0.0485	6.2%	0.0045	0.6%	42%	False	False	210

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
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 11 trading days

Fibonacci Retracements and Extensions
4.250	0.8051
2.618	0.7949
1.618	0.7886
1.000	0.7848
0.618	0.7824
HIGH	0.7785
0.618	0.7761
0.500	0.7754
0.382	0.7746
LOW	0.7723
0.618	0.7684
1.000	0.7660
1.618	0.7621
2.618	0.7559
4.250	0.7457

Fisher Pivots for day following 08-Aug-2022
Pivot	1 day	3 day
R1	0.7766	0.7763
PP	0.7760	0.7754
S1	0.7754	0.7745

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