CME Canadian Dollar Future December 2022

Trading Metrics calculated at close of trading on 22-Aug-2022

Day Change Summary
	Previous	Current
	19-Aug-2022	22-Aug-2022	Change	Change %	Previous Week
Open	0.7720	0.7694	-0.0026	-0.3%	0.7825
High	0.7720	0.7701	-0.0020	-0.3%	0.7825
Low	0.7683	0.7653	-0.0030	-0.4%	0.7683
Close	0.7692	0.7657	-0.0035	-0.5%	0.7692
Range	0.0037	0.0048	0.0011	28.4%	0.0142
ATR	0.0051	0.0051	0.0000	-0.6%	0.0000
Volume	433	847	414	95.6%	4,801

Daily Pivots for day following 22-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.7813	0.7782	0.7683
R3	0.7765	0.7735	0.7670
R2	0.7718	0.7718	0.7665
R1	0.7687	0.7687	0.7661	0.7679
PP	0.7670	0.7670	0.7670	0.7666
S1	0.7640	0.7640	0.7652	0.7631
S2	0.7623	0.7623	0.7648
S3	0.7575	0.7592	0.7643
S4	0.7528	0.7545	0.7630

Weekly Pivots for week ending 19-Aug-2022
	Classic	Woodie	Camarilla	DeMark
R4	0.8159	0.8067	0.7770
R3	0.8017	0.7925	0.7731
R2	0.7875	0.7875	0.7718
R1	0.7783	0.7783	0.7705	0.7758
PP	0.7733	0.7733	0.7733	0.7721
S1	0.7641	0.7641	0.7678	0.7616
S2	0.7591	0.7591	0.7665
S3	0.7449	0.7499	0.7652
S4	0.7307	0.7357	0.7613

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.7790	0.7653	0.0137	1.8%	0.0050	0.6%	3%	False	True	926
10	0.7853	0.7653	0.0200	2.6%	0.0052	0.7%	2%	False	True	815
20	0.7853	0.7653	0.0200	2.6%	0.0045	0.6%	2%	False	True	592
40	0.7853	0.7569	0.0284	3.7%	0.0049	0.6%	31%	False	False	432
60	0.7975	0.7569	0.0407	5.3%	0.0048	0.6%	22%	False	False	411
80	0.7975	0.7569	0.0407	5.3%	0.0047	0.6%	22%	False	False	350
100	0.8053	0.7569	0.0485	6.3%	0.0046	0.6%	18%	False	False	297
120	0.8053	0.7569	0.0485	6.3%	0.0045	0.6%	18%	False	False	268

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	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0008
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	0.7902
2.618	0.7825
1.618	0.7777
1.000	0.7748
0.618	0.7730
HIGH	0.7701
0.618	0.7682
0.500	0.7677
0.382	0.7671
LOW	0.7653
0.618	0.7624
1.000	0.7606
1.618	0.7576
2.618	0.7529
4.250	0.7451

Fisher Pivots for day following 22-Aug-2022
Pivot	1 day	3 day
R1	0.7677	0.7704
PP	0.7670	0.7688
S1	0.7663	0.7672

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